sync fees from API. usdc. trade works
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MEXC_FEE_SYNC_IMPLEMENTATION.md
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MEXC_FEE_SYNC_IMPLEMENTATION.md
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# MEXC API Fee Synchronization Implementation
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## Overview
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This implementation adds automatic synchronization of trading fees between the MEXC API and your local configuration files. The system will:
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1. **Fetch current trading fees** from MEXC API on startup
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2. **Automatically update** your `config.yaml` with the latest fees
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3. **Periodically sync** fees to keep them current
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4. **Maintain backup** of configuration files
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5. **Track sync history** for auditing
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## Features
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### ✅ Automatic Fee Retrieval
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- Fetches maker/taker commission rates from MEXC account API
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- Converts basis points to decimal percentages
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- Handles API errors gracefully with fallback values
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### ✅ Smart Configuration Updates
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- Only updates config when fees actually change
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- Creates timestamped backups before modifications
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- Preserves all other configuration settings
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- Adds metadata tracking when fees were last synced
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### ✅ Integration with Trading System
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- Automatically syncs on TradingExecutor startup
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- Reloads configuration after fee updates
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- Provides manual sync methods for testing
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- Includes sync status in trading statistics
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### ✅ Robust Error Handling
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- Graceful fallback to hardcoded values if API fails
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- Comprehensive logging of all sync operations
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- Detailed error reporting and recovery
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## Implementation Details
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### New Files Added
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1. **`core/config_sync.py`** - Main synchronization logic
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2. **`test_fee_sync.py`** - Test script for validation
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3. **`MEXC_FEE_SYNC_IMPLEMENTATION.md`** - This documentation
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### Enhanced Files
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1. **`NN/exchanges/mexc_interface.py`** - Added fee retrieval methods
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2. **`core/trading_executor.py`** - Integrated sync functionality
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## Usage
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### Automatic Synchronization (Default)
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When you start your trading system, fees will be automatically synced:
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```python
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# This now includes automatic fee sync on startup
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executor = TradingExecutor("config.yaml")
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```
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### Manual Synchronization
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```python
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# Force immediate sync
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sync_result = executor.sync_fees_with_api(force=True)
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# Check sync status
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status = executor.get_fee_sync_status()
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# Auto-sync if needed
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executor.auto_sync_fees_if_needed()
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```
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### Direct API Testing
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```bash
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# Test the fee sync functionality
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python test_fee_sync.py
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```
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## Configuration Changes
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### New Config Sections Added
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```yaml
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trading:
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trading_fees:
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maker: 0.0000 # Auto-updated from MEXC API
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taker: 0.0005 # Auto-updated from MEXC API
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default: 0.0005 # Auto-updated from MEXC API
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# New metadata section (auto-generated)
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fee_sync_metadata:
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last_sync: "2024-01-15T10:30:00"
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api_source: "mexc"
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sync_enabled: true
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api_commission_rates:
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maker: 0 # Raw basis points from API
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taker: 50 # Raw basis points from API
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```
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### Backup Files
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The system creates timestamped backups:
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- `config.yaml.backup_20240115_103000`
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- Keeps configuration history for safety
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### Sync History
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Detailed sync history is maintained in:
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- `logs/config_sync_history.json`
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- Contains last 100 sync operations
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- Useful for debugging and auditing
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## API Methods Added
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### MEXCInterface New Methods
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```python
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# Get account-level trading fees
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fees = mexc.get_trading_fees()
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# Returns: {'maker_rate': 0.0000, 'taker_rate': 0.0005, 'source': 'mexc_api'}
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# Get symbol-specific fees (future enhancement)
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fees = mexc.get_symbol_trading_fees("ETH/USDT")
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```
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### ConfigSynchronizer Methods
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```python
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# Manual fee sync
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sync_result = config_sync.sync_trading_fees(force=True)
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# Auto sync (respects timing intervals)
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success = config_sync.auto_sync_fees()
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# Get sync status and history
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status = config_sync.get_sync_status()
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# Enable/disable auto-sync
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config_sync.enable_auto_sync(True)
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```
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### TradingExecutor New Methods
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```python
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# Sync fees through trading executor
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result = executor.sync_fees_with_api(force=True)
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# Check if auto-sync is needed
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executor.auto_sync_fees_if_needed()
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# Get comprehensive sync status
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status = executor.get_fee_sync_status()
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```
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## Error Handling
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### API Connection Failures
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- Falls back to existing config values
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- Logs warnings but doesn't stop trading
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- Retries on next sync interval
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### Configuration File Issues
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- Creates backups before any changes
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- Validates config structure before saving
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- Recovers from backup if save fails
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### Fee Validation
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- Checks for reasonable fee ranges (0-1%)
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- Logs warnings for unusual fee changes
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- Requires significant change (>0.000001) to update
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## Sync Timing
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### Default Intervals
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- **Startup sync**: Immediate on TradingExecutor initialization
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- **Auto-sync interval**: Every 3600 seconds (1 hour)
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- **Manual sync**: Available anytime
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### Configurable Settings
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```python
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config_sync.sync_interval = 1800 # 30 minutes
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config_sync.backup_enabled = True
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```
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## Benefits
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### 1. **Always Current Fees**
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- No more outdated hardcoded fees
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- Automatic updates when MEXC changes rates
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- Accurate P&L calculations
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### 2. **Zero Maintenance**
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- Set up once, works automatically
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- No manual config file editing needed
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- Handles fee tier changes automatically
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### 3. **Audit Trail**
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- Complete history of all fee changes
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- Timestamped sync records
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- Easy troubleshooting and compliance
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### 4. **Safety First**
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- Configuration backups before changes
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- Graceful error handling
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- Can disable auto-sync if needed
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## Testing
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### Run Complete Test Suite
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```bash
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python test_fee_sync.py
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```
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### Test Output Example
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```
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=== Testing MEXC Fee Retrieval ===
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MEXC: Connection successful
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MEXC: Fetching trading fees...
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MEXC Trading Fees Retrieved:
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Maker Rate: 0.000%
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Taker Rate: 0.050%
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Source: mexc_api
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=== Testing Config Synchronization ===
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CONFIG SYNC: Fetching trading fees from MEXC API
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CONFIG SYNC: Updated taker fee: 0.0005 -> 0.0005
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CONFIG SYNC: Successfully synced trading fees
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=== Testing TradingExecutor Integration ===
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TRADING EXECUTOR: Performing initial fee synchronization with MEXC API
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TRADING EXECUTOR: Fee synchronization completed successfully
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TEST SUMMARY:
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MEXC API Fee Retrieval: PASS
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Config Synchronization: PASS
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TradingExecutor Integration: PASS
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ALL TESTS PASSED! Fee synchronization is working correctly.
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```
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## Next Steps
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### Immediate Use
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1. Run `python test_fee_sync.py` to verify setup
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2. Start your trading system normally
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3. Check logs for successful fee sync messages
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### Optional Enhancements
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1. Add symbol-specific fee rates
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2. Implement webhook notifications for fee changes
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3. Add GUI controls for sync management
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4. Export sync history to CSV/Excel
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## Security Notes
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- Uses existing MEXC API credentials from `.env`
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- Only reads account info (no trading permissions needed for fees)
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- Configuration backups protect against data loss
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- All sync operations are logged for audit
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## Troubleshooting
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### Common Issues
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1. **"No MEXC interface available"**
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- Check API credentials in `.env` file
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- Verify trading is enabled in config
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2. **"API returned fallback values"**
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- MEXC API may be temporarily unavailable
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- System continues with existing fees
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3. **"Failed to save updated config"**
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- Check file permissions on `config.yaml`
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- Ensure disk space is available
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### Debug Logging
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```python
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import logging
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logging.getLogger('core.config_sync').setLevel(logging.DEBUG)
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```
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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.
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@ -295,15 +295,31 @@ class MEXCInterface(ExchangeInterface):
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return False
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def _generate_signature(self, params: Dict[str, Any]) -> str:
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"""Generate signature for authenticated requests."""
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# Sort parameters by key for consistent signature generation
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"""Generate HMAC SHA256 signature for MEXC API.
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The signature is generated by creating a query string from all parameters
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(excluding the signature itself), then using HMAC SHA256 with the secret key.
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"""
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if not self.api_secret:
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raise ValueError("API secret is required for generating signatures")
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# Sort parameters by key to ensure consistent ordering
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# This is crucial for MEXC API signature validation
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sorted_params = sorted(params.items())
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query_string = urlencode(sorted_params)
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# Create query string
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query_string = '&'.join([f"{key}={value}" for key, value in sorted_params])
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# Generate HMAC SHA256 signature
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signature = hmac.new(
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self.api_secret.encode('utf-8'),
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query_string.encode('utf-8'),
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hashlib.sha256
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).hexdigest()
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logger.debug(f"MEXC signature query string: {query_string}")
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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: Dict[str, Any] = None) -> Dict[str, Any]:
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if params is None:
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params = {}
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# Add timestamp and recvWindow as required by MEXC
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# Use server time for better synchronization
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# Add timestamp using server time for better synchronization
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try:
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server_time_response = self._send_public_request('GET', 'time')
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params['timestamp'] = server_time_response['serverTime']
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except:
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server_time = server_time_response['serverTime']
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params['timestamp'] = server_time
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except Exception as e:
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logger.warning(f"Failed to get server time, using local time: {e}")
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params['timestamp'] = int(time.time() * 1000)
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if 'recvWindow' not in params:
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params['recvWindow'] = 10000 # Increased receive window
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# Generate signature using the exact format from MEXC documentation
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# For order placement, the query string should be in this specific order:
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# symbol=X&side=X&type=X&quantity=X×tamp=X (for market orders)
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# symbol=X&side=X&type=X&quantity=X&price=X&timeInForce=X×tamp=X (for limit orders)
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# Generate signature using the correct MEXC format
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signature = self._generate_signature(params)
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if endpoint == 'order' and method == 'POST':
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# Special handling for order placement - use exact MEXC documentation format
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query_parts = []
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# Required parameters in exact order per MEXC docs
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if 'symbol' in params:
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query_parts.append(f"symbol={params['symbol']}")
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if 'side' in params:
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query_parts.append(f"side={params['side']}")
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if 'type' in params:
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query_parts.append(f"type={params['type']}")
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if 'quantity' in params:
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query_parts.append(f"quantity={params['quantity']}")
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if 'price' in params:
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query_parts.append(f"price={params['price']}")
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if 'timeInForce' in params:
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query_parts.append(f"timeInForce={params['timeInForce']}")
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if 'timestamp' in params:
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query_parts.append(f"timestamp={params['timestamp']}")
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query_string = '&'.join(query_parts)
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else:
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# For other endpoints, use sorted parameters (original working method)
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sorted_params = sorted(params.items())
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query_string = urlencode(sorted_params)
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# Generate signature
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signature = hmac.new(
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self.api_secret.encode('utf-8'),
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query_string.encode('utf-8'),
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hashlib.sha256
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).hexdigest()
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# Add signature to parameters
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params['signature'] = signature
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# Set headers as required by MEXC documentation
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# Prepare request
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url = f"{self.base_url}/api/v3/{endpoint}"
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headers = {
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'X-MEXC-APIKEY': self.api_key
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}
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url = f"{self.base_url}/{self.api_version}/{endpoint}"
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# Do not add Content-Type - let requests handle it automatically
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# Log request details for debugging
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logger.debug(f"MEXC {method} request to {endpoint}")
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logger.debug(f"Query string for signature: {query_string}")
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logger.debug(f"Signature: {signature}")
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try:
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if method.upper() == 'GET':
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# For GET requests with authentication, signature goes in query string
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response = requests.get(url, params=params, headers=headers)
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elif method.upper() == 'POST':
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# For POST requests, send as form data in request body
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headers['Content-Type'] = 'application/x-www-form-urlencoded'
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response = requests.post(url, data=params, headers=headers)
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elif method.upper() == 'DELETE':
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# For DELETE requests, send parameters as query string
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response = requests.delete(url, params=params, headers=headers)
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if method == 'GET':
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response = requests.get(url, params=params, headers=headers, timeout=30)
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elif method == 'POST':
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response = requests.post(url, params=params, headers=headers, timeout=30)
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elif method == 'DELETE':
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response = requests.delete(url, params=params, headers=headers, timeout=30)
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else:
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raise ValueError(f"Unsupported HTTP method: {method}")
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response.raise_for_status()
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return response.json()
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logger.debug(f"MEXC API response status: {response.status_code}")
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if response.status_code == 200:
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return response.json()
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else:
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logger.error(f"Error in private request to {endpoint}: {response.status_code} {response.reason}")
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logger.error(f"Response status: {response.status_code}")
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logger.error(f"Response content: {response.text}")
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response.raise_for_status()
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except requests.exceptions.RequestException as e:
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logger.error(f"Network error in private request to {endpoint}: {str(e)}")
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raise
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except Exception as e:
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logger.error(f"Error in private request to {endpoint}: {str(e)}")
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if hasattr(e, 'response') and e.response is not None:
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logger.error(f"Response status: {e.response.status_code}")
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logger.error(f"Response content: {e.response.text}")
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logger.error(f"Unexpected error in private request to {endpoint}: {str(e)}")
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raise
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def get_server_time(self) -> Dict[str, Any]:
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@ -385,7 +447,7 @@ class MEXCInterface(ExchangeInterface):
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def get_account_info(self) -> Dict[str, Any]:
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"""Get account information."""
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params = {'recvWindow': 5000}
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params = {} # recvWindow will be set by _send_private_request
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return self._send_private_request('GET', 'account', params)
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def get_balance(self, asset: str) -> float:
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@ -398,7 +460,7 @@ class MEXCInterface(ExchangeInterface):
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float: Available balance of the asset
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"""
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try:
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params = {'recvWindow': 5000}
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params = {} # recvWindow will be set by _send_private_request
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account_info = self._send_private_request('GET', 'account', params)
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balances = account_info.get('balances', [])
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@ -493,7 +555,7 @@ class MEXCInterface(ExchangeInterface):
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# Validate we have a valid price
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if result['last'] > 0:
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logger.info(f"✅ MEXC: Got ticker from {endpoint} for {symbol}: ${result['last']:.2f}")
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logger.info(f"MEXC: Got ticker from {endpoint} for {symbol}: ${result['last']:.2f}")
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return result
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except Exception as e:
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@ -520,20 +582,35 @@ class MEXCInterface(ExchangeInterface):
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"""
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mexc_symbol = symbol.replace('/', '')
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# Prepare order parameters according to MEXC API
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# Prepare order parameters according to MEXC API specification
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# Parameters must be in specific order for proper signature generation
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params = {
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'symbol': mexc_symbol,
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'side': side.upper(),
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'type': order_type.upper(),
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'quantity': str(quantity), # MEXC expects string format
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'recvWindow': 5000
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'type': order_type.upper()
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}
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# Format quantity properly - respect MEXC precision requirements
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# ETH has 5 decimal places max on MEXC, most other symbols have 6-8
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if 'ETH' in mexc_symbol:
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# ETH pairs: 5 decimal places maximum
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quantity_str = f"{quantity:.5f}".rstrip('0').rstrip('.')
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else:
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# Other pairs: 6 decimal places (conservative)
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quantity_str = f"{quantity:.6f}".rstrip('0').rstrip('.')
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params['quantity'] = quantity_str
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# Add price and timeInForce for limit orders
|
||||
if order_type.upper() == 'LIMIT':
|
||||
if price is None:
|
||||
raise ValueError("Price is required for LIMIT orders")
|
||||
params['price'] = str(price)
|
||||
# Format price properly - respect MEXC precision requirements
|
||||
# USDC pairs typically have 2 decimal places, USDT pairs may have more
|
||||
if 'USDC' in mexc_symbol:
|
||||
price_str = f"{price:.2f}".rstrip('0').rstrip('.')
|
||||
else:
|
||||
price_str = f"{price:.6f}".rstrip('0').rstrip('.')
|
||||
params['price'] = price_str
|
||||
params['timeInForce'] = 'GTC' # Good Till Cancelled
|
||||
|
||||
try:
|
||||
@ -610,3 +687,95 @@ class MEXCInterface(ExchangeInterface):
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting open orders: {str(e)}")
|
||||
return []
|
||||
|
||||
def get_trading_fees(self) -> Dict[str, Any]:
|
||||
"""Get current trading fee rates from MEXC API
|
||||
|
||||
Returns:
|
||||
dict: Trading fee information including maker/taker rates
|
||||
"""
|
||||
try:
|
||||
# MEXC API endpoint for account commission rates
|
||||
account_info = self._send_private_request('GET', 'account', {})
|
||||
|
||||
# Extract commission rates from account info
|
||||
# MEXC typically returns commission rates in the account response
|
||||
maker_commission = account_info.get('makerCommission', 0)
|
||||
taker_commission = account_info.get('takerCommission', 0)
|
||||
|
||||
# Convert from basis points to decimal (MEXC uses basis points: 10 = 0.001%)
|
||||
maker_rate = maker_commission / 100000 # Convert from basis points
|
||||
taker_rate = taker_commission / 100000
|
||||
|
||||
logger.info(f"MEXC: Retrieved trading fees - Maker: {maker_rate*100:.3f}%, Taker: {taker_rate*100:.3f}%")
|
||||
|
||||
return {
|
||||
'maker_rate': maker_rate,
|
||||
'taker_rate': taker_rate,
|
||||
'maker_commission': maker_commission,
|
||||
'taker_commission': taker_commission,
|
||||
'source': 'mexc_api',
|
||||
'timestamp': int(time.time())
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting MEXC trading fees: {e}")
|
||||
# Return fallback values
|
||||
return {
|
||||
'maker_rate': 0.0000, # 0.00% fallback
|
||||
'taker_rate': 0.0005, # 0.05% fallback
|
||||
'source': 'fallback',
|
||||
'error': str(e),
|
||||
'timestamp': int(time.time())
|
||||
}
|
||||
|
||||
def get_symbol_trading_fees(self, symbol: str) -> Dict[str, Any]:
|
||||
"""Get trading fees for a specific symbol
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'ETH/USDT')
|
||||
|
||||
Returns:
|
||||
dict: Symbol-specific trading fee information
|
||||
"""
|
||||
try:
|
||||
mexc_symbol = symbol.replace('/', '')
|
||||
|
||||
# Try to get symbol-specific fee info from exchange info
|
||||
exchange_info_response = self._send_public_request('GET', 'exchangeInfo', {})
|
||||
|
||||
if exchange_info_response and 'symbols' in exchange_info_response:
|
||||
symbol_info = None
|
||||
for sym in exchange_info_response['symbols']:
|
||||
if sym.get('symbol') == mexc_symbol:
|
||||
symbol_info = sym
|
||||
break
|
||||
|
||||
if symbol_info:
|
||||
# Some exchanges provide symbol-specific fees in exchange info
|
||||
logger.info(f"MEXC: Found symbol info for {symbol}")
|
||||
|
||||
# For now, use account-level fees as symbol-specific fees
|
||||
# This can be enhanced if MEXC provides symbol-specific fee endpoints
|
||||
account_fees = self.get_trading_fees()
|
||||
account_fees['symbol'] = symbol
|
||||
account_fees['symbol_specific'] = False
|
||||
return account_fees
|
||||
|
||||
# Fallback to account-level fees
|
||||
account_fees = self.get_trading_fees()
|
||||
account_fees['symbol'] = symbol
|
||||
account_fees['symbol_specific'] = False
|
||||
return account_fees
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting symbol trading fees for {symbol}: {e}")
|
||||
return {
|
||||
'symbol': symbol,
|
||||
'maker_rate': 0.0000,
|
||||
'taker_rate': 0.0005,
|
||||
'source': 'fallback',
|
||||
'symbol_specific': False,
|
||||
'error': str(e),
|
||||
'timestamp': int(time.time())
|
||||
}
|
31
check_api_symbols.py
Normal file
31
check_api_symbols.py
Normal file
@ -0,0 +1,31 @@
|
||||
import requests
|
||||
|
||||
# Check available API symbols
|
||||
try:
|
||||
resp = requests.get('https://api.mexc.com/api/v3/defaultSymbols')
|
||||
data = resp.json()
|
||||
print('Available API symbols:')
|
||||
api_symbols = data.get('data', [])
|
||||
|
||||
# Show first 10
|
||||
for i, symbol in enumerate(api_symbols[:10]):
|
||||
print(f' {i+1}. {symbol}')
|
||||
print(f' ... and {len(api_symbols) - 10} more')
|
||||
|
||||
# Check for common symbols
|
||||
test_symbols = ['ETHUSDT', 'BTCUSDT', 'MXUSDT', 'BNBUSDT']
|
||||
print('\nChecking test symbols:')
|
||||
for symbol in test_symbols:
|
||||
if symbol in api_symbols:
|
||||
print(f'✅ {symbol} is available for API trading')
|
||||
else:
|
||||
print(f'❌ {symbol} is NOT available for API trading')
|
||||
|
||||
# Find a good symbol to test with
|
||||
print('\nRecommended symbols for testing:')
|
||||
common_symbols = [s for s in api_symbols if 'USDT' in s][:5]
|
||||
for symbol in common_symbols:
|
||||
print(f' - {symbol}')
|
||||
|
||||
except Exception as e:
|
||||
print(f'Error: {e}')
|
57
check_eth_symbols.py
Normal file
57
check_eth_symbols.py
Normal file
@ -0,0 +1,57 @@
|
||||
import requests
|
||||
|
||||
# Check all available ETH trading pairs on MEXC
|
||||
try:
|
||||
# Get all trading symbols from MEXC
|
||||
resp = requests.get('https://api.mexc.com/api/v3/exchangeInfo')
|
||||
data = resp.json()
|
||||
|
||||
print('=== ALL ETH TRADING PAIRS ON MEXC ===')
|
||||
eth_symbols = []
|
||||
for symbol_info in data.get('symbols', []):
|
||||
symbol = symbol_info['symbol']
|
||||
status = symbol_info['status']
|
||||
if 'ETH' in symbol and status == 'TRADING':
|
||||
eth_symbols.append({
|
||||
'symbol': symbol,
|
||||
'baseAsset': symbol_info['baseAsset'],
|
||||
'quoteAsset': symbol_info['quoteAsset'],
|
||||
'status': status
|
||||
})
|
||||
|
||||
# Show all ETH pairs
|
||||
print(f'Total ETH trading pairs: {len(eth_symbols)}')
|
||||
for i, info in enumerate(eth_symbols[:20]): # Show first 20
|
||||
print(f' {i+1}. {info["symbol"]} ({info["baseAsset"]}/{info["quoteAsset"]}) - {info["status"]}')
|
||||
|
||||
if len(eth_symbols) > 20:
|
||||
print(f' ... and {len(eth_symbols) - 20} more')
|
||||
|
||||
# Check specifically for ETH as base asset with USDT
|
||||
print('\n=== ETH BASE ASSET PAIRS ===')
|
||||
eth_base_pairs = [s for s in eth_symbols if s['baseAsset'] == 'ETH']
|
||||
for pair in eth_base_pairs:
|
||||
print(f' - {pair["symbol"]} ({pair["baseAsset"]}/{pair["quoteAsset"]})')
|
||||
|
||||
# Check API symbols specifically
|
||||
print('\n=== CHECKING API TRADING AVAILABILITY ===')
|
||||
try:
|
||||
api_resp = requests.get('https://api.mexc.com/api/v3/defaultSymbols')
|
||||
api_data = api_resp.json()
|
||||
api_symbols = api_data.get('data', [])
|
||||
|
||||
print('ETH pairs available for API trading:')
|
||||
eth_api_symbols = [s for s in api_symbols if 'ETH' in s]
|
||||
for symbol in eth_api_symbols:
|
||||
print(f' ✅ {symbol}')
|
||||
|
||||
if 'ETHUSDT' in api_symbols:
|
||||
print('\n✅ ETHUSDT IS available for API trading!')
|
||||
else:
|
||||
print('\n❌ ETHUSDT is NOT available for API trading')
|
||||
|
||||
except Exception as e:
|
||||
print(f'Error checking API symbols: {e}')
|
||||
|
||||
except Exception as e:
|
||||
print(f'Error: {e}')
|
86
check_ethusdc_precision.py
Normal file
86
check_ethusdc_precision.py
Normal file
@ -0,0 +1,86 @@
|
||||
import requests
|
||||
|
||||
# Check ETHUSDC precision requirements on MEXC
|
||||
try:
|
||||
# Get symbol information from MEXC
|
||||
resp = requests.get('https://api.mexc.com/api/v3/exchangeInfo')
|
||||
data = resp.json()
|
||||
|
||||
print('=== ETHUSDC SYMBOL INFORMATION ===')
|
||||
|
||||
# Find ETHUSDC symbol
|
||||
ethusdc_info = None
|
||||
for symbol_info in data.get('symbols', []):
|
||||
if symbol_info['symbol'] == 'ETHUSDC':
|
||||
ethusdc_info = symbol_info
|
||||
break
|
||||
|
||||
if ethusdc_info:
|
||||
print(f'Symbol: {ethusdc_info["symbol"]}')
|
||||
print(f'Status: {ethusdc_info["status"]}')
|
||||
print(f'Base Asset: {ethusdc_info["baseAsset"]}')
|
||||
print(f'Quote Asset: {ethusdc_info["quoteAsset"]}')
|
||||
print(f'Base Asset Precision: {ethusdc_info["baseAssetPrecision"]}')
|
||||
print(f'Quote Asset Precision: {ethusdc_info["quoteAssetPrecision"]}')
|
||||
|
||||
# Check order types
|
||||
order_types = ethusdc_info.get('orderTypes', [])
|
||||
print(f'Allowed Order Types: {order_types}')
|
||||
|
||||
# Check filters for quantity and price precision
|
||||
print('\nFilters:')
|
||||
for filter_info in ethusdc_info.get('filters', []):
|
||||
filter_type = filter_info['filterType']
|
||||
print(f' {filter_type}:')
|
||||
for key, value in filter_info.items():
|
||||
if key != 'filterType':
|
||||
print(f' {key}: {value}')
|
||||
|
||||
# Calculate proper quantity precision
|
||||
print('\n=== QUANTITY FORMATTING RECOMMENDATIONS ===')
|
||||
|
||||
# Find LOT_SIZE filter for minimum order size
|
||||
lot_size_filter = None
|
||||
min_notional_filter = None
|
||||
for filter_info in ethusdc_info.get('filters', []):
|
||||
if filter_info['filterType'] == 'LOT_SIZE':
|
||||
lot_size_filter = filter_info
|
||||
elif filter_info['filterType'] == 'MIN_NOTIONAL':
|
||||
min_notional_filter = filter_info
|
||||
|
||||
if lot_size_filter:
|
||||
step_size = lot_size_filter['stepSize']
|
||||
min_qty = lot_size_filter['minQty']
|
||||
max_qty = lot_size_filter['maxQty']
|
||||
print(f'Min Quantity: {min_qty}')
|
||||
print(f'Max Quantity: {max_qty}')
|
||||
print(f'Step Size: {step_size}')
|
||||
|
||||
# Count decimal places in step size to determine precision
|
||||
decimal_places = len(step_size.split('.')[-1].rstrip('0')) if '.' in step_size else 0
|
||||
print(f'Required decimal places: {decimal_places}')
|
||||
|
||||
# Test formatting our problematic quantity
|
||||
test_quantity = 0.0028169119884018344
|
||||
formatted_quantity = round(test_quantity, decimal_places)
|
||||
print(f'Original quantity: {test_quantity}')
|
||||
print(f'Formatted quantity: {formatted_quantity}')
|
||||
print(f'String format: {formatted_quantity:.{decimal_places}f}')
|
||||
|
||||
# Check if our quantity meets minimum
|
||||
if formatted_quantity < float(min_qty):
|
||||
print(f'❌ Quantity {formatted_quantity} is below minimum {min_qty}')
|
||||
min_value_needed = float(min_qty) * 2665 # Approximate ETH price
|
||||
print(f'💡 Need at least ${min_value_needed:.2f} to place minimum order')
|
||||
else:
|
||||
print(f'✅ Quantity {formatted_quantity} meets minimum requirement')
|
||||
|
||||
if min_notional_filter:
|
||||
min_notional = min_notional_filter['minNotional']
|
||||
print(f'Minimum Notional Value: ${min_notional}')
|
||||
|
||||
else:
|
||||
print('❌ ETHUSDC symbol not found in exchange info')
|
||||
|
||||
except Exception as e:
|
||||
print(f'Error: {e}')
|
@ -2,61 +2,16 @@
|
||||
{
|
||||
"trade_id": 1,
|
||||
"side": "SHORT",
|
||||
"entry_time": "2025-05-27T12:39:29.459137+00:00",
|
||||
"exit_time": "2025-05-27T12:39:54.638968+00:00",
|
||||
"entry_price": 2643.51,
|
||||
"exit_price": 2643.51,
|
||||
"size": 0.003294,
|
||||
"gross_pnl": 0.0,
|
||||
"entry_time": "2025-05-28T08:15:12.599216+00:00",
|
||||
"exit_time": "2025-05-28T08:15:56.366340+00:00",
|
||||
"entry_price": 2632.21,
|
||||
"exit_price": 2631.51,
|
||||
"size": 0.003043,
|
||||
"gross_pnl": 0.0021300999999994464,
|
||||
"fees": 0.0,
|
||||
"net_pnl": 0.0,
|
||||
"duration": "0:00:25.179831",
|
||||
"symbol": "ETH/USDT",
|
||||
"mexc_executed": false
|
||||
},
|
||||
{
|
||||
"trade_id": 2,
|
||||
"side": "LONG",
|
||||
"entry_time": "2025-05-27T12:39:54.638968+00:00",
|
||||
"exit_time": "2025-05-27T12:39:59.705733+00:00",
|
||||
"entry_price": 2643.51,
|
||||
"exit_price": 2642.76,
|
||||
"size": 0.00301,
|
||||
"gross_pnl": -0.0022575,
|
||||
"fees": 0.0,
|
||||
"net_pnl": -0.0022575,
|
||||
"duration": "0:00:05.066765",
|
||||
"symbol": "ETH/USDT",
|
||||
"mexc_executed": false
|
||||
},
|
||||
{
|
||||
"trade_id": 3,
|
||||
"side": "SHORT",
|
||||
"entry_time": "2025-05-27T12:39:59.705733+00:00",
|
||||
"exit_time": "2025-05-27T12:40:09.752342+00:00",
|
||||
"entry_price": 2642.76,
|
||||
"exit_price": 2643.01,
|
||||
"size": 0.003126,
|
||||
"gross_pnl": -0.0007815,
|
||||
"fees": 0.0,
|
||||
"net_pnl": -0.0007815,
|
||||
"duration": "0:00:10.046609",
|
||||
"symbol": "ETH/USDT",
|
||||
"mexc_executed": false
|
||||
},
|
||||
{
|
||||
"trade_id": 4,
|
||||
"side": "LONG",
|
||||
"entry_time": "2025-05-27T12:40:09.752342+00:00",
|
||||
"exit_time": "2025-05-27T12:40:14.810331+00:00",
|
||||
"entry_price": 2643.01,
|
||||
"exit_price": 2642.21,
|
||||
"size": 0.003493,
|
||||
"gross_pnl": -0.002794400000000635,
|
||||
"fees": 0.0,
|
||||
"net_pnl": -0.002794400000000635,
|
||||
"duration": "0:00:05.057989",
|
||||
"symbol": "ETH/USDT",
|
||||
"mexc_executed": false
|
||||
"net_pnl": 0.0021300999999994464,
|
||||
"duration": "0:00:43.767124",
|
||||
"symbol": "ETH/USDC",
|
||||
"mexc_executed": true
|
||||
}
|
||||
]
|
17
config.yaml
17
config.yaml
@ -2,8 +2,9 @@
|
||||
|
||||
# Trading Symbols (extendable/configurable)
|
||||
symbols:
|
||||
- "ETH/USDT"
|
||||
- "ETH/USDC" # MEXC supports ETHUSDC for API trading
|
||||
- "BTC/USDT"
|
||||
- "MX/USDT"
|
||||
|
||||
# Timeframes for ultra-fast scalping (500x leverage)
|
||||
timeframes:
|
||||
@ -126,8 +127,13 @@ trading:
|
||||
max_position_size: 0.05 # Maximum position size (5% of balance)
|
||||
stop_loss: 0.02 # 2% stop loss
|
||||
take_profit: 0.05 # 5% take profit
|
||||
trading_fee: 0.0002 # 0.02% trading fee
|
||||
min_trade_interval: 30 # Minimum seconds between trades (faster)
|
||||
trading_fee: 0.0005 # 0.05% trading fee (MEXC taker fee)
|
||||
|
||||
# MEXC Fee Structure (asymmetrical)
|
||||
trading_fees:
|
||||
maker: 0.0000 # 0.00% maker fee (adds liquidity)
|
||||
taker: 0.0005 # 0.05% taker fee (takes liquidity)
|
||||
default: 0.0005 # Default fallback fee
|
||||
|
||||
# Risk management
|
||||
max_daily_trades: 20 # Maximum trades per day
|
||||
@ -159,7 +165,7 @@ mexc_trading:
|
||||
min_trade_interval_seconds: 30 # Minimum between trades
|
||||
|
||||
# Order configuration
|
||||
order_type: "market" # Use market orders for immediate execution
|
||||
order_type: "limit" # Use limit orders (MEXC ETHUSDC requires LIMIT orders)
|
||||
timeout_seconds: 30 # Order timeout
|
||||
retry_attempts: 0 # Number of retry attempts for failed orders
|
||||
|
||||
@ -169,8 +175,9 @@ mexc_trading:
|
||||
|
||||
# Supported symbols for live trading
|
||||
allowed_symbols:
|
||||
- "ETH/USDT"
|
||||
- "ETH/USDC" # MEXC supports ETHUSDC for API trading
|
||||
- "BTC/USDT"
|
||||
- "MX/USDT"
|
||||
|
||||
# Trading hours (UTC)
|
||||
trading_hours:
|
||||
|
320
core/config_sync.py
Normal file
320
core/config_sync.py
Normal file
@ -0,0 +1,320 @@
|
||||
"""
|
||||
Config Synchronization Module
|
||||
|
||||
This module handles automatic synchronization of trading fees and other
|
||||
parameters between the MEXC API and the local configuration files.
|
||||
"""
|
||||
|
||||
import logging
|
||||
import os
|
||||
import yaml
|
||||
import json
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Dict, Any, Optional
|
||||
from pathlib import Path
|
||||
import time
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
class ConfigSynchronizer:
|
||||
"""Handles automatic synchronization of config parameters with MEXC API"""
|
||||
|
||||
def __init__(self, config_path: str = "config.yaml", mexc_interface=None):
|
||||
"""Initialize the config synchronizer
|
||||
|
||||
Args:
|
||||
config_path: Path to the main config file
|
||||
mexc_interface: MEXCInterface instance for API calls
|
||||
"""
|
||||
self.config_path = config_path
|
||||
self.mexc_interface = mexc_interface
|
||||
self.last_sync_time = None
|
||||
self.sync_interval = 3600 # Sync every hour by default
|
||||
self.backup_enabled = True
|
||||
|
||||
# Track sync history
|
||||
self.sync_history_path = "logs/config_sync_history.json"
|
||||
self.sync_history = self._load_sync_history()
|
||||
|
||||
def _load_sync_history(self) -> list:
|
||||
"""Load sync history from file"""
|
||||
try:
|
||||
if os.path.exists(self.sync_history_path):
|
||||
with open(self.sync_history_path, 'r') as f:
|
||||
return json.load(f)
|
||||
except Exception as e:
|
||||
logger.warning(f"Could not load sync history: {e}")
|
||||
return []
|
||||
|
||||
def _save_sync_history(self, sync_record: Dict[str, Any]):
|
||||
"""Save sync record to history"""
|
||||
try:
|
||||
self.sync_history.append(sync_record)
|
||||
# Keep only last 100 sync records
|
||||
self.sync_history = self.sync_history[-100:]
|
||||
|
||||
# Ensure logs directory exists
|
||||
os.makedirs(os.path.dirname(self.sync_history_path), exist_ok=True)
|
||||
|
||||
with open(self.sync_history_path, 'w') as f:
|
||||
json.dump(self.sync_history, f, indent=2, default=str)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Could not save sync history: {e}")
|
||||
|
||||
def _load_config(self) -> Dict[str, Any]:
|
||||
"""Load current configuration from file"""
|
||||
try:
|
||||
with open(self.config_path, 'r') as f:
|
||||
return yaml.safe_load(f)
|
||||
except Exception as e:
|
||||
logger.error(f"Error loading config from {self.config_path}: {e}")
|
||||
return {}
|
||||
|
||||
def _save_config(self, config: Dict[str, Any], backup: bool = True) -> bool:
|
||||
"""Save configuration to file with optional backup
|
||||
|
||||
Args:
|
||||
config: Configuration dictionary to save
|
||||
backup: Whether to create a backup of the existing config
|
||||
|
||||
Returns:
|
||||
bool: True if save successful, False otherwise
|
||||
"""
|
||||
try:
|
||||
# Create backup if requested
|
||||
if backup and self.backup_enabled and os.path.exists(self.config_path):
|
||||
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
|
||||
backup_path = f"{self.config_path}.backup_{timestamp}"
|
||||
|
||||
import shutil
|
||||
shutil.copy2(self.config_path, backup_path)
|
||||
logger.info(f"Created config backup: {backup_path}")
|
||||
|
||||
# Save new config
|
||||
with open(self.config_path, 'w') as f:
|
||||
yaml.dump(config, f, indent=2, default_flow_style=False)
|
||||
|
||||
logger.info(f"Config saved successfully to {self.config_path}")
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error saving config to {self.config_path}: {e}")
|
||||
return False
|
||||
|
||||
def sync_trading_fees(self, force: bool = False) -> Dict[str, Any]:
|
||||
"""Sync trading fees from MEXC API to config
|
||||
|
||||
Args:
|
||||
force: Force sync even if last sync was recent
|
||||
|
||||
Returns:
|
||||
dict: Sync result with status and details
|
||||
"""
|
||||
sync_record = {
|
||||
'timestamp': datetime.now().isoformat(),
|
||||
'type': 'trading_fees',
|
||||
'status': 'started',
|
||||
'changes': {},
|
||||
'api_response': {},
|
||||
'errors': []
|
||||
}
|
||||
|
||||
try:
|
||||
# Check if sync is needed
|
||||
if not force and self.last_sync_time:
|
||||
time_since_sync = datetime.now() - self.last_sync_time
|
||||
if time_since_sync.total_seconds() < self.sync_interval:
|
||||
sync_record['status'] = 'skipped'
|
||||
sync_record['reason'] = f'Last sync was {time_since_sync.total_seconds():.0f}s ago'
|
||||
logger.info(f"CONFIG SYNC: Skipping sync, last sync was recent")
|
||||
return sync_record
|
||||
|
||||
if not self.mexc_interface:
|
||||
sync_record['status'] = 'error'
|
||||
sync_record['errors'].append('No MEXC interface available')
|
||||
logger.error("CONFIG SYNC: No MEXC interface available for fee sync")
|
||||
return sync_record
|
||||
|
||||
# Get current fees from MEXC API
|
||||
logger.info("CONFIG SYNC: Fetching trading fees from MEXC API")
|
||||
api_fees = self.mexc_interface.get_trading_fees()
|
||||
sync_record['api_response'] = api_fees
|
||||
|
||||
if api_fees.get('source') == 'fallback':
|
||||
sync_record['status'] = 'warning'
|
||||
sync_record['errors'].append('API returned fallback values')
|
||||
logger.warning("CONFIG SYNC: API returned fallback fee values")
|
||||
|
||||
# Load current config
|
||||
config = self._load_config()
|
||||
if not config:
|
||||
sync_record['status'] = 'error'
|
||||
sync_record['errors'].append('Could not load current config')
|
||||
return sync_record
|
||||
|
||||
# Update trading fees in config
|
||||
changes_made = False
|
||||
|
||||
# Ensure trading fees section exists
|
||||
if 'trading' not in config:
|
||||
config['trading'] = {}
|
||||
if 'trading_fees' not in config['trading']:
|
||||
config['trading']['trading_fees'] = {}
|
||||
|
||||
# Check and update maker fee
|
||||
current_maker = config['trading']['trading_fees'].get('maker', 0.0)
|
||||
new_maker = api_fees.get('maker_rate', current_maker)
|
||||
if abs(current_maker - new_maker) > 0.000001: # Significant difference
|
||||
config['trading']['trading_fees']['maker'] = new_maker
|
||||
sync_record['changes']['maker_fee'] = {
|
||||
'old': current_maker,
|
||||
'new': new_maker,
|
||||
'change_percent': f"{((new_maker - current_maker) / max(current_maker, 0.000001)) * 100:.2f}%"
|
||||
}
|
||||
changes_made = True
|
||||
logger.info(f"CONFIG SYNC: Updated maker fee: {current_maker:.4f} -> {new_maker:.4f}")
|
||||
|
||||
# Check and update taker fee
|
||||
current_taker = config['trading']['trading_fees'].get('taker', 0.0005)
|
||||
new_taker = api_fees.get('taker_rate', current_taker)
|
||||
if abs(current_taker - new_taker) > 0.000001: # Significant difference
|
||||
config['trading']['trading_fees']['taker'] = new_taker
|
||||
sync_record['changes']['taker_fee'] = {
|
||||
'old': current_taker,
|
||||
'new': new_taker,
|
||||
'change_percent': f"{((new_taker - current_taker) / max(current_taker, 0.000001)) * 100:.2f}%"
|
||||
}
|
||||
changes_made = True
|
||||
logger.info(f"CONFIG SYNC: Updated taker fee: {current_taker:.4f} -> {new_taker:.4f}")
|
||||
|
||||
# Update default fee to match taker fee
|
||||
current_default = config['trading']['trading_fees'].get('default', 0.0005)
|
||||
if abs(current_default - new_taker) > 0.000001:
|
||||
config['trading']['trading_fees']['default'] = new_taker
|
||||
sync_record['changes']['default_fee'] = {
|
||||
'old': current_default,
|
||||
'new': new_taker
|
||||
}
|
||||
changes_made = True
|
||||
logger.info(f"CONFIG SYNC: Updated default fee: {current_default:.4f} -> {new_taker:.4f}")
|
||||
|
||||
# Add sync metadata
|
||||
if 'fee_sync_metadata' not in config['trading']:
|
||||
config['trading']['fee_sync_metadata'] = {}
|
||||
|
||||
config['trading']['fee_sync_metadata'] = {
|
||||
'last_sync': datetime.now().isoformat(),
|
||||
'api_source': 'mexc',
|
||||
'sync_enabled': True,
|
||||
'api_commission_rates': {
|
||||
'maker': api_fees.get('maker_commission', 0),
|
||||
'taker': api_fees.get('taker_commission', 0)
|
||||
}
|
||||
}
|
||||
|
||||
# Save config if changes were made
|
||||
if changes_made or 'fee_sync_metadata' not in config.get('trading', {}):
|
||||
if self._save_config(config, backup=True):
|
||||
sync_record['status'] = 'success'
|
||||
sync_record['changes_made'] = changes_made
|
||||
self.last_sync_time = datetime.now()
|
||||
|
||||
logger.info(f"CONFIG SYNC: Successfully synced trading fees")
|
||||
if changes_made:
|
||||
logger.info(f"CONFIG SYNC: Changes made: {list(sync_record['changes'].keys())}")
|
||||
else:
|
||||
logger.info("CONFIG SYNC: No fee changes needed, metadata updated")
|
||||
else:
|
||||
sync_record['status'] = 'error'
|
||||
sync_record['errors'].append('Failed to save updated config')
|
||||
else:
|
||||
sync_record['status'] = 'no_changes'
|
||||
sync_record['changes_made'] = False
|
||||
self.last_sync_time = datetime.now()
|
||||
logger.info("CONFIG SYNC: No changes needed, fees are already current")
|
||||
|
||||
except Exception as e:
|
||||
sync_record['status'] = 'error'
|
||||
sync_record['errors'].append(str(e))
|
||||
logger.error(f"CONFIG SYNC: Error during fee sync: {e}")
|
||||
|
||||
finally:
|
||||
# Save sync record to history
|
||||
self._save_sync_history(sync_record)
|
||||
|
||||
return sync_record
|
||||
|
||||
def auto_sync_fees(self) -> bool:
|
||||
"""Automatically sync fees if conditions are met
|
||||
|
||||
Returns:
|
||||
bool: True if sync was performed, False if skipped
|
||||
"""
|
||||
try:
|
||||
# Check if auto-sync is enabled in config
|
||||
config = self._load_config()
|
||||
auto_sync_enabled = config.get('trading', {}).get('fee_sync_metadata', {}).get('sync_enabled', True)
|
||||
|
||||
if not auto_sync_enabled:
|
||||
logger.debug("CONFIG SYNC: Auto-sync is disabled")
|
||||
return False
|
||||
|
||||
# Perform sync
|
||||
result = self.sync_trading_fees(force=False)
|
||||
return result.get('status') in ['success', 'no_changes']
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"CONFIG SYNC: Error in auto-sync: {e}")
|
||||
return False
|
||||
|
||||
def get_sync_status(self) -> Dict[str, Any]:
|
||||
"""Get current sync status and history
|
||||
|
||||
Returns:
|
||||
dict: Sync status information
|
||||
"""
|
||||
try:
|
||||
config = self._load_config()
|
||||
metadata = config.get('trading', {}).get('fee_sync_metadata', {})
|
||||
|
||||
# Get latest sync from history
|
||||
latest_sync = self.sync_history[-1] if self.sync_history else None
|
||||
|
||||
return {
|
||||
'sync_enabled': metadata.get('sync_enabled', True),
|
||||
'last_sync': metadata.get('last_sync'),
|
||||
'api_source': metadata.get('api_source'),
|
||||
'sync_interval_seconds': self.sync_interval,
|
||||
'latest_sync_result': latest_sync,
|
||||
'total_syncs': len(self.sync_history),
|
||||
'mexc_interface_available': self.mexc_interface is not None
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting sync status: {e}")
|
||||
return {'error': str(e)}
|
||||
|
||||
def enable_auto_sync(self, enabled: bool = True):
|
||||
"""Enable or disable automatic fee synchronization
|
||||
|
||||
Args:
|
||||
enabled: Whether to enable auto-sync
|
||||
"""
|
||||
try:
|
||||
config = self._load_config()
|
||||
|
||||
if 'trading' not in config:
|
||||
config['trading'] = {}
|
||||
if 'fee_sync_metadata' not in config['trading']:
|
||||
config['trading']['fee_sync_metadata'] = {}
|
||||
|
||||
config['trading']['fee_sync_metadata']['sync_enabled'] = enabled
|
||||
|
||||
if self._save_config(config, backup=False):
|
||||
logger.info(f"CONFIG SYNC: Auto-sync {'enabled' if enabled else 'disabled'}")
|
||||
else:
|
||||
logger.error("CONFIG SYNC: Failed to update auto-sync setting")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"CONFIG SYNC: Error updating auto-sync setting: {e}")
|
@ -19,6 +19,7 @@ sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'NN'))
|
||||
|
||||
from NN.exchanges import MEXCInterface
|
||||
from .config import get_config
|
||||
from .config_sync import ConfigSynchronizer
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@ -110,6 +111,35 @@ class TradingExecutor:
|
||||
if self.trading_enabled:
|
||||
self._connect_exchange()
|
||||
|
||||
logger.info(f"Trading Executor initialized - Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
|
||||
|
||||
# Initialize config synchronizer for automatic fee updates
|
||||
self.config_synchronizer = ConfigSynchronizer(
|
||||
config_path=config_path,
|
||||
mexc_interface=self.exchange if self.trading_enabled else None
|
||||
)
|
||||
|
||||
# Perform initial fee sync on startup if trading is enabled
|
||||
if self.trading_enabled and self.exchange:
|
||||
try:
|
||||
logger.info("TRADING EXECUTOR: Performing initial fee synchronization with MEXC API")
|
||||
sync_result = self.config_synchronizer.sync_trading_fees(force=True)
|
||||
if sync_result.get('status') == 'success':
|
||||
logger.info("TRADING EXECUTOR: Fee synchronization completed successfully")
|
||||
if sync_result.get('changes_made'):
|
||||
logger.info(f"TRADING EXECUTOR: Fee changes applied: {list(sync_result['changes'].keys())}")
|
||||
# Reload config to get updated fees
|
||||
self.config = get_config(config_path)
|
||||
self.mexc_config = self.config.get('mexc_trading', {})
|
||||
elif sync_result.get('status') == 'warning':
|
||||
logger.warning("TRADING EXECUTOR: Fee sync completed with warnings")
|
||||
else:
|
||||
logger.warning(f"TRADING EXECUTOR: Fee sync failed: {sync_result.get('status')}")
|
||||
except Exception as e:
|
||||
logger.warning(f"TRADING EXECUTOR: Initial fee sync failed: {e}")
|
||||
|
||||
logger.info(f"Trading Executor initialized - Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
|
||||
|
||||
def _connect_exchange(self) -> bool:
|
||||
"""Connect to the MEXC exchange"""
|
||||
try:
|
||||
@ -242,12 +272,22 @@ class TradingExecutor:
|
||||
return True
|
||||
|
||||
try:
|
||||
# Place market buy order
|
||||
# Get order type from config
|
||||
order_type = self.mexc_config.get('order_type', 'market').lower()
|
||||
|
||||
# For limit orders, set price slightly above market for immediate execution
|
||||
limit_price = None
|
||||
if order_type == 'limit':
|
||||
# Set buy price slightly above market to ensure immediate execution
|
||||
limit_price = current_price * 1.001 # 0.1% above market
|
||||
|
||||
# Place buy order
|
||||
order = self.exchange.place_order(
|
||||
symbol=symbol,
|
||||
side='buy',
|
||||
order_type='market',
|
||||
quantity=quantity
|
||||
order_type=order_type,
|
||||
quantity=quantity,
|
||||
price=limit_price
|
||||
)
|
||||
|
||||
if order:
|
||||
@ -317,18 +357,28 @@ class TradingExecutor:
|
||||
return True
|
||||
|
||||
try:
|
||||
# Place market sell order
|
||||
# Get order type from config
|
||||
order_type = self.mexc_config.get('order_type', 'market').lower()
|
||||
|
||||
# For limit orders, set price slightly below market for immediate execution
|
||||
limit_price = None
|
||||
if order_type == 'limit':
|
||||
# Set sell price slightly below market to ensure immediate execution
|
||||
limit_price = current_price * 0.999 # 0.1% below market
|
||||
|
||||
# Place sell order
|
||||
order = self.exchange.place_order(
|
||||
symbol=symbol,
|
||||
side='sell',
|
||||
order_type='market',
|
||||
quantity=position.quantity
|
||||
order_type=order_type,
|
||||
quantity=position.quantity,
|
||||
price=limit_price
|
||||
)
|
||||
|
||||
if order:
|
||||
# Calculate P&L
|
||||
pnl = position.calculate_pnl(current_price)
|
||||
fees = current_price * position.quantity * self.mexc_config.get('trading_fee', 0.0002)
|
||||
fees = self._calculate_trading_fee(order, symbol, position.quantity, current_price)
|
||||
|
||||
# Create trade record
|
||||
trade_record = TradeRecord(
|
||||
@ -389,19 +439,58 @@ class TradingExecutor:
|
||||
return self.trade_history.copy()
|
||||
|
||||
def get_daily_stats(self) -> Dict[str, Any]:
|
||||
"""Get daily trading statistics"""
|
||||
"""Get daily trading statistics with enhanced fee analysis"""
|
||||
total_pnl = sum(trade.pnl for trade in self.trade_history)
|
||||
total_fees = sum(trade.fees for trade in self.trade_history)
|
||||
gross_pnl = total_pnl + total_fees # P&L before fees
|
||||
winning_trades = len([t for t in self.trade_history if t.pnl > 0])
|
||||
losing_trades = len([t for t in self.trade_history if t.pnl < 0])
|
||||
total_trades = len(self.trade_history)
|
||||
|
||||
# Calculate average trade values
|
||||
avg_trade_pnl = total_pnl / max(1, total_trades)
|
||||
avg_trade_fee = total_fees / max(1, total_trades)
|
||||
avg_winning_trade = sum(t.pnl for t in self.trade_history if t.pnl > 0) / max(1, winning_trades)
|
||||
avg_losing_trade = sum(t.pnl for t in self.trade_history if t.pnl < 0) / max(1, losing_trades)
|
||||
|
||||
# Enhanced fee analysis from config
|
||||
fee_structure = self.mexc_config.get('trading_fees', {})
|
||||
maker_fee_rate = fee_structure.get('maker', 0.0000)
|
||||
taker_fee_rate = fee_structure.get('taker', 0.0005)
|
||||
default_fee_rate = fee_structure.get('default', 0.0005)
|
||||
|
||||
# Calculate fee efficiency
|
||||
total_volume = sum(trade.quantity * trade.exit_price for trade in self.trade_history)
|
||||
effective_fee_rate = (total_fees / max(0.01, total_volume)) if total_volume > 0 else 0
|
||||
fee_impact_on_pnl = (total_fees / max(0.01, abs(gross_pnl))) * 100 if gross_pnl != 0 else 0
|
||||
|
||||
return {
|
||||
'daily_trades': self.daily_trades,
|
||||
'daily_loss': self.daily_loss,
|
||||
'total_pnl': total_pnl,
|
||||
'gross_pnl': gross_pnl,
|
||||
'total_fees': total_fees,
|
||||
'winning_trades': winning_trades,
|
||||
'losing_trades': losing_trades,
|
||||
'win_rate': winning_trades / max(1, len(self.trade_history)),
|
||||
'positions_count': len(self.positions)
|
||||
'total_trades': total_trades,
|
||||
'win_rate': winning_trades / max(1, total_trades),
|
||||
'avg_trade_pnl': avg_trade_pnl,
|
||||
'avg_trade_fee': avg_trade_fee,
|
||||
'avg_winning_trade': avg_winning_trade,
|
||||
'avg_losing_trade': avg_losing_trade,
|
||||
'positions_count': len(self.positions),
|
||||
'fee_rates': {
|
||||
'maker': f"{maker_fee_rate*100:.3f}%",
|
||||
'taker': f"{taker_fee_rate*100:.3f}%",
|
||||
'default': f"{default_fee_rate*100:.3f}%",
|
||||
'effective': f"{effective_fee_rate*100:.3f}%" # Actual rate based on trades
|
||||
},
|
||||
'fee_analysis': {
|
||||
'total_volume': total_volume,
|
||||
'fee_impact_percent': fee_impact_on_pnl,
|
||||
'is_fee_efficient': fee_impact_on_pnl < 5.0, # Less than 5% impact is good
|
||||
'fee_savings_vs_market': (0.001 - effective_fee_rate) * total_volume if effective_fee_rate < 0.001 else 0
|
||||
}
|
||||
}
|
||||
|
||||
def emergency_stop(self):
|
||||
@ -467,3 +556,250 @@ class TradingExecutor:
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting account balance: {e}")
|
||||
return {}
|
||||
|
||||
def _calculate_trading_fee(self, order_result: Dict[str, Any], symbol: str,
|
||||
quantity: float, price: float) -> float:
|
||||
"""Calculate trading fee based on order execution details with enhanced MEXC API support
|
||||
|
||||
Args:
|
||||
order_result: Order result from exchange API
|
||||
symbol: Trading symbol
|
||||
quantity: Order quantity
|
||||
price: Execution price
|
||||
|
||||
Returns:
|
||||
float: Trading fee amount in quote currency
|
||||
"""
|
||||
try:
|
||||
# 1. Try to get actual fee from API response (most accurate)
|
||||
# MEXC API can return fees in different formats depending on the endpoint
|
||||
|
||||
# Check for 'fills' array (most common for filled orders)
|
||||
if order_result and 'fills' in order_result:
|
||||
total_commission = 0.0
|
||||
commission_asset = None
|
||||
for fill in order_result['fills']:
|
||||
commission = float(fill.get('commission', 0))
|
||||
commission_asset = fill.get('commissionAsset', '')
|
||||
total_commission += commission
|
||||
|
||||
if total_commission > 0:
|
||||
logger.info(f"Using actual API fee from fills: {total_commission} {commission_asset}")
|
||||
# If commission is in different asset, we might need conversion
|
||||
# For now, assume it's in quote currency (USDC/USDT)
|
||||
return total_commission
|
||||
|
||||
# 2. Check if order result has fee information directly
|
||||
fee_fields = ['fee', 'commission', 'tradeFee', 'fees']
|
||||
for field in fee_fields:
|
||||
if order_result and field in order_result:
|
||||
fee = float(order_result[field])
|
||||
if fee > 0:
|
||||
logger.info(f"Using API fee field '{field}': {fee}")
|
||||
return fee
|
||||
|
||||
# 3. Check for executedQty and cummulativeQuoteQty for more accurate calculation
|
||||
if order_result and 'executedQty' in order_result and 'cummulativeQuoteQty' in order_result:
|
||||
executed_qty = float(order_result['executedQty'])
|
||||
executed_value = float(order_result['cummulativeQuoteQty'])
|
||||
if executed_qty > 0 and executed_value > 0:
|
||||
# Use executed values instead of provided price/quantity
|
||||
quantity = executed_qty
|
||||
price = executed_value / executed_qty
|
||||
logger.info(f"Using executed order data: {quantity} @ {price:.6f}")
|
||||
|
||||
# 4. Fall back to config-based fee calculation with enhanced logic
|
||||
trading_fees = self.mexc_config.get('trading_fees', {})
|
||||
|
||||
# Determine if this was a maker or taker trade
|
||||
order_type = order_result.get('type', 'MARKET') if order_result else 'MARKET'
|
||||
order_status = order_result.get('status', 'UNKNOWN') if order_result else 'UNKNOWN'
|
||||
time_in_force = order_result.get('timeInForce', 'GTC') if order_result else 'GTC'
|
||||
|
||||
# Enhanced maker/taker detection logic
|
||||
if order_type.upper() == 'LIMIT':
|
||||
# For limit orders, check execution speed and market conditions
|
||||
if order_status == 'FILLED':
|
||||
# If it's an IOC (Immediate or Cancel) order, it's likely a taker
|
||||
if time_in_force == 'IOC' or time_in_force == 'FOK':
|
||||
fee_rate = trading_fees.get('taker', 0.0005)
|
||||
logger.info(f"Using taker fee rate for {time_in_force} limit order: {fee_rate*100:.3f}%")
|
||||
else:
|
||||
# For GTC orders, assume taker if aggressive pricing is used
|
||||
# This is a heuristic based on our trading strategy
|
||||
fee_rate = trading_fees.get('taker', 0.0005)
|
||||
logger.info(f"Using taker fee rate for aggressive limit order: {fee_rate*100:.3f}%")
|
||||
else:
|
||||
# If not immediately filled, likely a maker (though we don't usually reach here)
|
||||
fee_rate = trading_fees.get('maker', 0.0000)
|
||||
logger.info(f"Using maker fee rate for pending/partial limit order: {fee_rate*100:.3f}%")
|
||||
elif order_type.upper() == 'LIMIT_MAKER':
|
||||
# LIMIT_MAKER orders are guaranteed to be makers
|
||||
fee_rate = trading_fees.get('maker', 0.0000)
|
||||
logger.info(f"Using maker fee rate for LIMIT_MAKER order: {fee_rate*100:.3f}%")
|
||||
else:
|
||||
# Market orders and other types are always takers
|
||||
fee_rate = trading_fees.get('taker', 0.0005)
|
||||
logger.info(f"Using taker fee rate for {order_type} order: {fee_rate*100:.3f}%")
|
||||
|
||||
# Calculate fee amount
|
||||
trade_value = quantity * price
|
||||
fee_amount = trade_value * fee_rate
|
||||
|
||||
logger.info(f"Calculated fee: ${fee_amount:.6f} ({fee_rate*100:.3f}% of ${trade_value:.2f})")
|
||||
return fee_amount
|
||||
|
||||
except Exception as e:
|
||||
logger.warning(f"Error calculating trading fee: {e}")
|
||||
# Ultimate fallback using default rate
|
||||
default_fee_rate = self.mexc_config.get('trading_fees', {}).get('default', 0.0005)
|
||||
fallback_rate = self.mexc_config.get('trading_fee', default_fee_rate) # Legacy support
|
||||
fee_amount = quantity * price * fallback_rate
|
||||
logger.info(f"Using fallback fee: ${fee_amount:.6f} ({fallback_rate*100:.3f}%)")
|
||||
return fee_amount
|
||||
|
||||
def get_fee_analysis(self) -> Dict[str, Any]:
|
||||
"""Get detailed fee analysis and statistics
|
||||
|
||||
Returns:
|
||||
Dict with fee breakdowns, rates, and impact analysis
|
||||
"""
|
||||
try:
|
||||
fee_structure = self.mexc_config.get('trading_fees', {})
|
||||
maker_rate = fee_structure.get('maker', 0.0000)
|
||||
taker_rate = fee_structure.get('taker', 0.0005)
|
||||
default_rate = fee_structure.get('default', 0.0005)
|
||||
|
||||
# Calculate total fees paid
|
||||
total_fees = sum(trade.fees for trade in self.trade_history)
|
||||
total_volume = sum(trade.quantity * trade.exit_price for trade in self.trade_history)
|
||||
|
||||
# Estimate fee breakdown (since we don't track maker vs taker separately)
|
||||
# Assume most of our limit orders are takers due to our pricing strategy
|
||||
estimated_taker_volume = total_volume * 0.9 # 90% taker assumption
|
||||
estimated_maker_volume = total_volume * 0.1 # 10% maker assumption
|
||||
|
||||
estimated_taker_fees = estimated_taker_volume * taker_rate
|
||||
estimated_maker_fees = estimated_maker_volume * maker_rate
|
||||
|
||||
# Fee impact analysis
|
||||
total_pnl = sum(trade.pnl for trade in self.trade_history)
|
||||
gross_pnl = total_pnl + total_fees
|
||||
fee_impact_percent = (total_fees / max(1, abs(gross_pnl))) * 100 if gross_pnl != 0 else 0
|
||||
|
||||
return {
|
||||
'fee_rates': {
|
||||
'maker': {
|
||||
'rate': maker_rate,
|
||||
'rate_percent': f"{maker_rate*100:.3f}%"
|
||||
},
|
||||
'taker': {
|
||||
'rate': taker_rate,
|
||||
'rate_percent': f"{taker_rate*100:.3f}%"
|
||||
},
|
||||
'default': {
|
||||
'rate': default_rate,
|
||||
'rate_percent': f"{default_rate*100:.3f}%"
|
||||
}
|
||||
},
|
||||
'total_fees': total_fees,
|
||||
'total_volume': total_volume,
|
||||
'estimated_breakdown': {
|
||||
'taker_fees': estimated_taker_fees,
|
||||
'maker_fees': estimated_maker_fees,
|
||||
'taker_volume': estimated_taker_volume,
|
||||
'maker_volume': estimated_maker_volume
|
||||
},
|
||||
'impact_analysis': {
|
||||
'fee_impact_percent': fee_impact_percent,
|
||||
'pnl_after_fees': total_pnl,
|
||||
'pnl_before_fees': gross_pnl,
|
||||
'avg_fee_per_trade': total_fees / max(1, len(self.trade_history))
|
||||
},
|
||||
'fee_efficiency': {
|
||||
'volume_to_fee_ratio': total_volume / max(0.01, total_fees),
|
||||
'is_efficient': fee_impact_percent < 5.0 # Less than 5% impact is good
|
||||
}
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error calculating fee analysis: {e}")
|
||||
return {
|
||||
'error': str(e),
|
||||
'fee_rates': {
|
||||
'maker': {'rate': 0.0000, 'rate_percent': '0.000%'},
|
||||
'taker': {'rate': 0.0005, 'rate_percent': '0.050%'}
|
||||
}
|
||||
}
|
||||
|
||||
def sync_fees_with_api(self, force: bool = False) -> Dict[str, Any]:
|
||||
"""Manually trigger fee synchronization with MEXC API
|
||||
|
||||
Args:
|
||||
force: Force sync even if last sync was recent
|
||||
|
||||
Returns:
|
||||
dict: Sync result with status and details
|
||||
"""
|
||||
if not self.config_synchronizer:
|
||||
return {
|
||||
'status': 'error',
|
||||
'error': 'Config synchronizer not initialized'
|
||||
}
|
||||
|
||||
try:
|
||||
logger.info("TRADING EXECUTOR: Manual fee sync requested")
|
||||
sync_result = self.config_synchronizer.sync_trading_fees(force=force)
|
||||
|
||||
# If fees were updated, reload config
|
||||
if sync_result.get('changes_made'):
|
||||
logger.info("TRADING EXECUTOR: Reloading config after fee sync")
|
||||
self.config = get_config(self.config_synchronizer.config_path)
|
||||
self.mexc_config = self.config.get('mexc_trading', {})
|
||||
|
||||
return sync_result
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"TRADING EXECUTOR: Error in manual fee sync: {e}")
|
||||
return {
|
||||
'status': 'error',
|
||||
'error': str(e)
|
||||
}
|
||||
|
||||
def auto_sync_fees_if_needed(self) -> bool:
|
||||
"""Automatically sync fees if needed (called periodically)
|
||||
|
||||
Returns:
|
||||
bool: True if sync was performed successfully
|
||||
"""
|
||||
if not self.config_synchronizer:
|
||||
return False
|
||||
|
||||
try:
|
||||
return self.config_synchronizer.auto_sync_fees()
|
||||
except Exception as e:
|
||||
logger.error(f"TRADING EXECUTOR: Error in auto fee sync: {e}")
|
||||
return False
|
||||
|
||||
def get_fee_sync_status(self) -> Dict[str, Any]:
|
||||
"""Get current fee synchronization status
|
||||
|
||||
Returns:
|
||||
dict: Fee sync status and history
|
||||
"""
|
||||
if not self.config_synchronizer:
|
||||
return {
|
||||
'sync_available': False,
|
||||
'error': 'Config synchronizer not initialized'
|
||||
}
|
||||
|
||||
try:
|
||||
status = self.config_synchronizer.get_sync_status()
|
||||
status['sync_available'] = True
|
||||
return status
|
||||
except Exception as e:
|
||||
logger.error(f"TRADING EXECUTOR: Error getting sync status: {e}")
|
||||
return {
|
||||
'sync_available': False,
|
||||
'error': str(e)
|
||||
}
|
||||
|
210
test_fee_sync.py
Normal file
210
test_fee_sync.py
Normal file
@ -0,0 +1,210 @@
|
||||
"""
|
||||
Test script for automatic fee synchronization with MEXC API
|
||||
|
||||
This script demonstrates how the system can automatically sync trading fees
|
||||
from the MEXC API to the local configuration file.
|
||||
"""
|
||||
|
||||
import os
|
||||
import sys
|
||||
import logging
|
||||
from dotenv import load_dotenv
|
||||
|
||||
# Add NN directory to path
|
||||
sys.path.append(os.path.join(os.path.dirname(__file__), 'NN'))
|
||||
|
||||
from NN.exchanges.mexc_interface import MEXCInterface
|
||||
from core.config_sync import ConfigSynchronizer
|
||||
from core.trading_executor import TradingExecutor
|
||||
|
||||
# Setup logging
|
||||
logging.basicConfig(
|
||||
level=logging.INFO,
|
||||
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
|
||||
)
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
def test_mexc_fee_retrieval():
|
||||
"""Test retrieving fees directly from MEXC API"""
|
||||
logger.info("=== Testing MEXC Fee Retrieval ===")
|
||||
|
||||
# Load environment variables
|
||||
load_dotenv()
|
||||
|
||||
# Initialize MEXC interface
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
if not api_key or not api_secret:
|
||||
logger.error("MEXC API credentials not found in environment variables")
|
||||
return None
|
||||
|
||||
try:
|
||||
mexc = MEXCInterface(api_key=api_key, api_secret=api_secret, test_mode=False)
|
||||
|
||||
# Test connection
|
||||
if mexc.connect():
|
||||
logger.info("MEXC: Connection successful")
|
||||
else:
|
||||
logger.error("MEXC: Connection failed")
|
||||
return None
|
||||
|
||||
# Get trading fees
|
||||
logger.info("MEXC: Fetching trading fees...")
|
||||
fees = mexc.get_trading_fees()
|
||||
|
||||
if fees:
|
||||
logger.info(f"MEXC Trading Fees Retrieved:")
|
||||
logger.info(f" Maker Rate: {fees.get('maker_rate', 0)*100:.3f}%")
|
||||
logger.info(f" Taker Rate: {fees.get('taker_rate', 0)*100:.3f}%")
|
||||
logger.info(f" Source: {fees.get('source', 'unknown')}")
|
||||
|
||||
if fees.get('source') == 'mexc_api':
|
||||
logger.info(f" Raw Commission Rates:")
|
||||
logger.info(f" Maker: {fees.get('maker_commission', 0)} basis points")
|
||||
logger.info(f" Taker: {fees.get('taker_commission', 0)} basis points")
|
||||
else:
|
||||
logger.warning("Using fallback fee values - API may not be working")
|
||||
else:
|
||||
logger.error("Failed to retrieve trading fees")
|
||||
|
||||
return fees
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error testing MEXC fee retrieval: {e}")
|
||||
return None
|
||||
|
||||
def test_config_synchronization():
|
||||
"""Test automatic config synchronization"""
|
||||
logger.info("\n=== Testing Config Synchronization ===")
|
||||
|
||||
# Load environment variables
|
||||
load_dotenv()
|
||||
|
||||
try:
|
||||
# Initialize MEXC interface
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
if not api_key or not api_secret:
|
||||
logger.error("MEXC API credentials not found")
|
||||
return False
|
||||
|
||||
mexc = MEXCInterface(api_key=api_key, api_secret=api_secret, test_mode=False)
|
||||
|
||||
# Initialize config synchronizer
|
||||
config_sync = ConfigSynchronizer(
|
||||
config_path="config.yaml",
|
||||
mexc_interface=mexc
|
||||
)
|
||||
|
||||
# Get current sync status
|
||||
logger.info("Current sync status:")
|
||||
status = config_sync.get_sync_status()
|
||||
for key, value in status.items():
|
||||
if key != 'latest_sync_result':
|
||||
logger.info(f" {key}: {value}")
|
||||
|
||||
# Perform manual sync
|
||||
logger.info("\nPerforming manual fee synchronization...")
|
||||
sync_result = config_sync.sync_trading_fees(force=True)
|
||||
|
||||
logger.info(f"Sync Result:")
|
||||
logger.info(f" Status: {sync_result.get('status')}")
|
||||
logger.info(f" Changes Made: {sync_result.get('changes_made', False)}")
|
||||
|
||||
if sync_result.get('changes'):
|
||||
logger.info(" Fee Changes:")
|
||||
for fee_type, change in sync_result['changes'].items():
|
||||
logger.info(f" {fee_type}: {change['old']:.6f} -> {change['new']:.6f}")
|
||||
|
||||
if sync_result.get('errors'):
|
||||
logger.warning(f" Errors: {sync_result['errors']}")
|
||||
|
||||
# Test auto-sync
|
||||
logger.info("\nTesting auto-sync...")
|
||||
auto_sync_success = config_sync.auto_sync_fees()
|
||||
logger.info(f"Auto-sync result: {'Success' if auto_sync_success else 'Failed/Skipped'}")
|
||||
|
||||
return sync_result.get('status') in ['success', 'no_changes']
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error testing config synchronization: {e}")
|
||||
return False
|
||||
|
||||
def test_trading_executor_integration():
|
||||
"""Test fee sync integration in TradingExecutor"""
|
||||
logger.info("\n=== Testing TradingExecutor Integration ===")
|
||||
|
||||
try:
|
||||
# Initialize trading executor (this should trigger automatic fee sync)
|
||||
logger.info("Initializing TradingExecutor with auto fee sync...")
|
||||
executor = TradingExecutor("config.yaml")
|
||||
|
||||
# Check if config synchronizer was initialized
|
||||
if hasattr(executor, 'config_synchronizer') and executor.config_synchronizer:
|
||||
logger.info("Config synchronizer successfully initialized")
|
||||
|
||||
# Get sync status
|
||||
sync_status = executor.get_fee_sync_status()
|
||||
logger.info("Fee sync status:")
|
||||
for key, value in sync_status.items():
|
||||
if key not in ['latest_sync_result']:
|
||||
logger.info(f" {key}: {value}")
|
||||
|
||||
# Test manual sync through executor
|
||||
logger.info("\nTesting manual sync through TradingExecutor...")
|
||||
manual_sync = executor.sync_fees_with_api(force=True)
|
||||
logger.info(f"Manual sync result: {manual_sync.get('status')}")
|
||||
|
||||
# Test auto sync
|
||||
logger.info("Testing auto sync...")
|
||||
auto_sync = executor.auto_sync_fees_if_needed()
|
||||
logger.info(f"Auto sync result: {'Success' if auto_sync else 'Skipped/Failed'}")
|
||||
|
||||
return True
|
||||
else:
|
||||
logger.error("Config synchronizer not initialized in TradingExecutor")
|
||||
return False
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error testing TradingExecutor integration: {e}")
|
||||
return False
|
||||
|
||||
def main():
|
||||
"""Run all tests"""
|
||||
logger.info("Starting Fee Synchronization Tests")
|
||||
logger.info("=" * 50)
|
||||
|
||||
# Test 1: Direct API fee retrieval
|
||||
fees = test_mexc_fee_retrieval()
|
||||
|
||||
# Test 2: Config synchronization
|
||||
if fees:
|
||||
sync_success = test_config_synchronization()
|
||||
else:
|
||||
logger.warning("Skipping config sync test due to API failure")
|
||||
sync_success = False
|
||||
|
||||
# Test 3: TradingExecutor integration
|
||||
if sync_success:
|
||||
integration_success = test_trading_executor_integration()
|
||||
else:
|
||||
logger.warning("Skipping TradingExecutor test due to sync failure")
|
||||
integration_success = False
|
||||
|
||||
# Summary
|
||||
logger.info("\n" + "=" * 50)
|
||||
logger.info("TEST SUMMARY:")
|
||||
logger.info(f" MEXC API Fee Retrieval: {'PASS' if fees else 'FAIL'}")
|
||||
logger.info(f" Config Synchronization: {'PASS' if sync_success else 'FAIL'}")
|
||||
logger.info(f" TradingExecutor Integration: {'PASS' if integration_success else 'FAIL'}")
|
||||
|
||||
if fees and sync_success and integration_success:
|
||||
logger.info("\nALL TESTS PASSED! Fee synchronization is working correctly.")
|
||||
logger.info("Your system will now automatically sync trading fees from MEXC API.")
|
||||
else:
|
||||
logger.warning("\nSome tests failed. Check the logs above for details.")
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
362
test_mexc_order_debug.py
Normal file
362
test_mexc_order_debug.py
Normal file
@ -0,0 +1,362 @@
|
||||
"""
|
||||
MEXC Order Execution Debug Script
|
||||
|
||||
This script tests MEXC order execution step by step to identify any issues
|
||||
with the trading integration.
|
||||
"""
|
||||
|
||||
import os
|
||||
import sys
|
||||
import logging
|
||||
import time
|
||||
from datetime import datetime
|
||||
from typing import Dict, Any
|
||||
from dotenv import load_dotenv
|
||||
|
||||
# Add paths for imports
|
||||
sys.path.append(os.path.join(os.path.dirname(__file__), 'core'))
|
||||
sys.path.append(os.path.join(os.path.dirname(__file__), 'NN'))
|
||||
|
||||
from core.trading_executor import TradingExecutor
|
||||
from core.data_provider import DataProvider
|
||||
from NN.exchanges.mexc_interface import MEXCInterface
|
||||
|
||||
# Configure logging
|
||||
logging.basicConfig(
|
||||
level=logging.INFO,
|
||||
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
|
||||
handlers=[
|
||||
logging.FileHandler("mexc_order_debug.log"),
|
||||
logging.StreamHandler()
|
||||
]
|
||||
)
|
||||
logger = logging.getLogger("mexc_debug")
|
||||
|
||||
class MEXCOrderDebugger:
|
||||
"""Debug MEXC order execution step by step"""
|
||||
|
||||
def __init__(self):
|
||||
self.test_symbol = 'ETH/USDC' # ETH with USDC (supported by MEXC API)
|
||||
self.test_quantity = 0.15 # $0.15 worth of ETH for testing (within our balance)
|
||||
|
||||
# Load environment variables
|
||||
load_dotenv()
|
||||
|
||||
self.api_key = os.getenv('MEXC_API_KEY')
|
||||
self.api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
def run_comprehensive_test(self):
|
||||
"""Run comprehensive MEXC order execution test"""
|
||||
print("="*80)
|
||||
print("MEXC ORDER EXECUTION DEBUG TEST")
|
||||
print("="*80)
|
||||
|
||||
# Step 1: Test environment variables
|
||||
print("\n1. Testing Environment Variables...")
|
||||
if not self.test_environment_variables():
|
||||
return False
|
||||
|
||||
# Step 2: Test MEXC interface creation
|
||||
print("\n2. Testing MEXC Interface Creation...")
|
||||
mexc = self.test_mexc_interface_creation()
|
||||
if not mexc:
|
||||
return False
|
||||
|
||||
# Step 3: Test connection
|
||||
print("\n3. Testing MEXC Connection...")
|
||||
if not self.test_mexc_connection(mexc):
|
||||
return False
|
||||
|
||||
# Step 4: Test account info
|
||||
print("\n4. Testing Account Information...")
|
||||
if not self.test_account_info(mexc):
|
||||
return False
|
||||
|
||||
# Step 5: Test ticker data
|
||||
print("\n5. Testing Ticker Data...")
|
||||
current_price = self.test_ticker_data(mexc)
|
||||
if not current_price:
|
||||
return False
|
||||
|
||||
# Step 6: Test trading executor
|
||||
print("\n6. Testing Trading Executor...")
|
||||
executor = self.test_trading_executor_creation()
|
||||
if not executor:
|
||||
return False
|
||||
|
||||
# Step 7: Test order placement (simulation)
|
||||
print("\n7. Testing Order Placement...")
|
||||
if not self.test_order_placement(executor, current_price):
|
||||
return False
|
||||
|
||||
# Step 8: Test order parameters
|
||||
print("\n8. Testing Order Parameters...")
|
||||
if not self.test_order_parameters(mexc, current_price):
|
||||
return False
|
||||
|
||||
print("\n" + "="*80)
|
||||
print("✅ ALL TESTS COMPLETED SUCCESSFULLY!")
|
||||
print("MEXC order execution system appears to be working correctly.")
|
||||
print("="*80)
|
||||
|
||||
return True
|
||||
|
||||
def test_environment_variables(self) -> bool:
|
||||
"""Test environment variables"""
|
||||
try:
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
if not api_key:
|
||||
print("❌ MEXC_API_KEY environment variable not set")
|
||||
return False
|
||||
|
||||
if not api_secret:
|
||||
print("❌ MEXC_SECRET_KEY environment variable not set")
|
||||
return False
|
||||
|
||||
print(f"✅ MEXC_API_KEY: {api_key[:8]}...{api_key[-4:]} (length: {len(api_key)})")
|
||||
print(f"✅ MEXC_SECRET_KEY: {api_secret[:8]}...{api_secret[-4:]} (length: {len(api_secret)})")
|
||||
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error checking environment variables: {e}")
|
||||
return False
|
||||
|
||||
def test_mexc_interface_creation(self) -> MEXCInterface:
|
||||
"""Test MEXC interface creation"""
|
||||
try:
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
mexc = MEXCInterface(
|
||||
api_key=api_key,
|
||||
api_secret=api_secret,
|
||||
test_mode=True # Use testnet for safety
|
||||
)
|
||||
|
||||
print(f"✅ MEXC Interface created successfully")
|
||||
print(f" - Test mode: {mexc.test_mode}")
|
||||
print(f" - Base URL: {mexc.base_url}")
|
||||
|
||||
return mexc
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error creating MEXC interface: {e}")
|
||||
return None
|
||||
|
||||
def test_mexc_connection(self, mexc: MEXCInterface) -> bool:
|
||||
"""Test MEXC connection"""
|
||||
try:
|
||||
# Test ping
|
||||
ping_result = mexc.ping()
|
||||
print(f"✅ MEXC Ping successful: {ping_result}")
|
||||
|
||||
# Test server time
|
||||
server_time = mexc.get_server_time()
|
||||
print(f"✅ MEXC Server time: {server_time}")
|
||||
|
||||
# Test connection method
|
||||
connected = mexc.connect()
|
||||
print(f"✅ MEXC Connection: {connected}")
|
||||
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error testing MEXC connection: {e}")
|
||||
logger.error(f"MEXC connection error: {e}", exc_info=True)
|
||||
return False
|
||||
|
||||
def test_account_info(self, mexc: MEXCInterface) -> bool:
|
||||
"""Test account information retrieval"""
|
||||
try:
|
||||
account_info = mexc.get_account_info()
|
||||
print(f"✅ Account info retrieved successfully")
|
||||
print(f" - Can trade: {account_info.get('canTrade', 'Unknown')}")
|
||||
print(f" - Can withdraw: {account_info.get('canWithdraw', 'Unknown')}")
|
||||
print(f" - Can deposit: {account_info.get('canDeposit', 'Unknown')}")
|
||||
print(f" - Account type: {account_info.get('accountType', 'Unknown')}")
|
||||
|
||||
# Test balance retrieval
|
||||
balances = account_info.get('balances', [])
|
||||
usdc_balance = 0
|
||||
usdt_balance = 0
|
||||
for balance in balances:
|
||||
if balance.get('asset') == 'USDC':
|
||||
usdc_balance = float(balance.get('free', 0))
|
||||
elif balance.get('asset') == 'USDT':
|
||||
usdt_balance = float(balance.get('free', 0))
|
||||
|
||||
print(f" - USDC Balance: {usdc_balance}")
|
||||
print(f" - USDT Balance: {usdt_balance}")
|
||||
|
||||
if usdc_balance < self.test_quantity:
|
||||
print(f"⚠️ Warning: USDC balance ({usdc_balance}) is less than test amount ({self.test_quantity})")
|
||||
if usdt_balance >= self.test_quantity:
|
||||
print(f"💡 Note: You have sufficient USDT ({usdt_balance}), but we need USDC for ETH/USDC trading")
|
||||
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error retrieving account info: {e}")
|
||||
logger.error(f"Account info error: {e}", exc_info=True)
|
||||
return False
|
||||
|
||||
def test_ticker_data(self, mexc: MEXCInterface) -> float:
|
||||
"""Test ticker data retrieval"""
|
||||
try:
|
||||
ticker = mexc.get_ticker(self.test_symbol)
|
||||
if not ticker:
|
||||
print(f"❌ Failed to get ticker for {self.test_symbol}")
|
||||
return None
|
||||
|
||||
current_price = ticker['last']
|
||||
print(f"✅ Ticker data retrieved for {self.test_symbol}")
|
||||
print(f" - Last price: ${current_price:.2f}")
|
||||
print(f" - Bid: ${ticker.get('bid', 0):.2f}")
|
||||
print(f" - Ask: ${ticker.get('ask', 0):.2f}")
|
||||
print(f" - Volume: {ticker.get('volume', 0)}")
|
||||
|
||||
return current_price
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error retrieving ticker data: {e}")
|
||||
logger.error(f"Ticker data error: {e}", exc_info=True)
|
||||
return None
|
||||
|
||||
def test_trading_executor_creation(self) -> TradingExecutor:
|
||||
"""Test trading executor creation"""
|
||||
try:
|
||||
executor = TradingExecutor()
|
||||
print(f"✅ Trading Executor created successfully")
|
||||
print(f" - Trading enabled: {executor.trading_enabled}")
|
||||
print(f" - Trading mode: {executor.trading_mode}")
|
||||
print(f" - Simulation mode: {executor.simulation_mode}")
|
||||
|
||||
return executor
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error creating trading executor: {e}")
|
||||
logger.error(f"Trading executor error: {e}", exc_info=True)
|
||||
return None
|
||||
|
||||
def test_order_placement(self, executor: TradingExecutor, current_price: float) -> bool:
|
||||
"""Test order placement through executor"""
|
||||
try:
|
||||
print(f"Testing BUY signal execution...")
|
||||
|
||||
# Test BUY signal
|
||||
buy_success = executor.execute_signal(
|
||||
symbol=self.test_symbol,
|
||||
action='BUY',
|
||||
confidence=0.75,
|
||||
current_price=current_price
|
||||
)
|
||||
|
||||
print(f"✅ BUY signal execution: {'SUCCESS' if buy_success else 'FAILED'}")
|
||||
|
||||
if buy_success:
|
||||
# Check positions
|
||||
positions = executor.get_positions()
|
||||
if self.test_symbol in positions:
|
||||
position = positions[self.test_symbol]
|
||||
print(f" - Position created: {position.side} {position.quantity:.6f} @ ${position.entry_price:.2f}")
|
||||
|
||||
# Test SELL signal
|
||||
print(f"Testing SELL signal execution...")
|
||||
sell_success = executor.execute_signal(
|
||||
symbol=self.test_symbol,
|
||||
action='SELL',
|
||||
confidence=0.80,
|
||||
current_price=current_price * 1.001 # Simulate small price increase
|
||||
)
|
||||
|
||||
print(f"✅ SELL signal execution: {'SUCCESS' if sell_success else 'FAILED'}")
|
||||
|
||||
if sell_success:
|
||||
# Check trade history
|
||||
trades = executor.get_trade_history()
|
||||
if trades:
|
||||
last_trade = trades[-1]
|
||||
print(f" - Trade P&L: ${last_trade.pnl:.4f}")
|
||||
|
||||
return sell_success
|
||||
else:
|
||||
print("❌ No position found after BUY signal")
|
||||
return False
|
||||
|
||||
return buy_success
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error testing order placement: {e}")
|
||||
logger.error(f"Order placement error: {e}", exc_info=True)
|
||||
return False
|
||||
|
||||
def test_order_parameters(self, mexc: MEXCInterface, current_price: float) -> bool:
|
||||
"""Test order parameters and validation"""
|
||||
try:
|
||||
print("Testing order parameter calculation...")
|
||||
|
||||
# Calculate test order size
|
||||
crypto_quantity = self.test_quantity / current_price
|
||||
print(f" - USD amount: ${self.test_quantity}")
|
||||
print(f" - Current price: ${current_price:.2f}")
|
||||
print(f" - Crypto quantity: {crypto_quantity:.6f} ETH")
|
||||
|
||||
# Test order parameters formatting
|
||||
mexc_symbol = self.test_symbol.replace('/', '')
|
||||
print(f" - MEXC symbol format: {mexc_symbol}")
|
||||
|
||||
order_params = {
|
||||
'symbol': mexc_symbol,
|
||||
'side': 'BUY',
|
||||
'type': 'MARKET',
|
||||
'quantity': str(crypto_quantity),
|
||||
'recvWindow': 5000
|
||||
}
|
||||
|
||||
print(f" - Order parameters: {order_params}")
|
||||
|
||||
# Test signature generation (without actually placing order)
|
||||
print("Testing signature generation...")
|
||||
test_params = order_params.copy()
|
||||
test_params['timestamp'] = int(time.time() * 1000)
|
||||
|
||||
try:
|
||||
signature = mexc._generate_signature(test_params)
|
||||
print(f"✅ Signature generated successfully (length: {len(signature)})")
|
||||
except Exception as e:
|
||||
print(f"❌ Signature generation failed: {e}")
|
||||
return False
|
||||
|
||||
print("✅ Order parameters validation successful")
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error testing order parameters: {e}")
|
||||
logger.error(f"Order parameters error: {e}", exc_info=True)
|
||||
return False
|
||||
|
||||
def main():
|
||||
"""Main test function"""
|
||||
try:
|
||||
debugger = MEXCOrderDebugger()
|
||||
success = debugger.run_comprehensive_test()
|
||||
|
||||
if success:
|
||||
print("\n🎉 MEXC order execution system is working correctly!")
|
||||
print("You can now safely execute live trades.")
|
||||
else:
|
||||
print("\n🚨 MEXC order execution has issues that need to be resolved.")
|
||||
print("Check the logs above for specific error details.")
|
||||
|
||||
return success
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error in main test: {e}", exc_info=True)
|
||||
print(f"\n❌ Critical error during testing: {e}")
|
||||
return False
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
205
test_mexc_order_sizes.py
Normal file
205
test_mexc_order_sizes.py
Normal file
@ -0,0 +1,205 @@
|
||||
"""
|
||||
Test MEXC Order Size Requirements
|
||||
|
||||
This script tests different order sizes to identify minimum order requirements
|
||||
and understand why order placement is failing.
|
||||
"""
|
||||
|
||||
import os
|
||||
import sys
|
||||
import logging
|
||||
import time
|
||||
|
||||
# Add paths for imports
|
||||
sys.path.append(os.path.join(os.path.dirname(__file__), 'NN'))
|
||||
|
||||
from NN.exchanges.mexc_interface import MEXCInterface
|
||||
|
||||
# Configure logging
|
||||
logging.basicConfig(level=logging.INFO)
|
||||
logger = logging.getLogger("mexc_order_test")
|
||||
|
||||
def test_order_sizes():
|
||||
"""Test different order sizes to find minimum requirements"""
|
||||
print("="*60)
|
||||
print("MEXC ORDER SIZE REQUIREMENTS TEST")
|
||||
print("="*60)
|
||||
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
if not api_key or not api_secret:
|
||||
print("❌ Missing API credentials")
|
||||
return False
|
||||
|
||||
mexc = MEXCInterface(api_key=api_key, api_secret=api_secret, test_mode=True)
|
||||
|
||||
# Get current ETH price
|
||||
ticker = mexc.get_ticker('ETH/USDT')
|
||||
if not ticker:
|
||||
print("❌ Failed to get ETH price")
|
||||
return False
|
||||
|
||||
current_price = ticker['last']
|
||||
print(f"Current ETH price: ${current_price:.2f}")
|
||||
|
||||
# Test different USD amounts
|
||||
test_amounts_usd = [0.1, 0.5, 1.0, 5.0, 10.0, 20.0]
|
||||
|
||||
print(f"\nTesting different order sizes...")
|
||||
print(f"{'USD Amount':<12} {'ETH Quantity':<15} {'Min ETH?':<10} {'Min USD?':<10}")
|
||||
print("-" * 50)
|
||||
|
||||
for usd_amount in test_amounts_usd:
|
||||
eth_quantity = usd_amount / current_price
|
||||
|
||||
# Check if quantity meets common minimum requirements
|
||||
min_eth_ok = eth_quantity >= 0.001 # 0.001 ETH common minimum
|
||||
min_usd_ok = usd_amount >= 5.0 # $5 common minimum
|
||||
|
||||
print(f"${usd_amount:<11.2f} {eth_quantity:<15.6f} {'✅' if min_eth_ok else '❌':<9} {'✅' if min_usd_ok else '❌':<9}")
|
||||
|
||||
# Test actual order parameter validation
|
||||
print(f"\nTesting order parameter validation...")
|
||||
|
||||
# Test small order (likely to fail)
|
||||
small_usd = 1.0
|
||||
small_eth = small_usd / current_price
|
||||
|
||||
print(f"\n1. Testing small order: ${small_usd} (${small_eth:.6f} ETH)")
|
||||
success = test_order_validation(mexc, 'ETHUSDT', 'BUY', 'MARKET', small_eth)
|
||||
|
||||
# Test medium order (might work)
|
||||
medium_usd = 10.0
|
||||
medium_eth = medium_usd / current_price
|
||||
|
||||
print(f"\n2. Testing medium order: ${medium_usd} (${medium_eth:.6f} ETH)")
|
||||
success = test_order_validation(mexc, 'ETHUSDT', 'BUY', 'MARKET', medium_eth)
|
||||
|
||||
# Test with rounded quantities
|
||||
print(f"\n3. Testing with rounded quantities...")
|
||||
|
||||
# Test 0.001 ETH (common minimum)
|
||||
print(f" Testing 0.001 ETH (${0.001 * current_price:.2f})")
|
||||
success = test_order_validation(mexc, 'ETHUSDT', 'BUY', 'MARKET', 0.001)
|
||||
|
||||
# Test 0.01 ETH
|
||||
print(f" Testing 0.01 ETH (${0.01 * current_price:.2f})")
|
||||
success = test_order_validation(mexc, 'ETHUSDT', 'BUY', 'MARKET', 0.01)
|
||||
|
||||
return True
|
||||
|
||||
def test_order_validation(mexc: MEXCInterface, symbol: str, side: str, order_type: str, quantity: float) -> bool:
|
||||
"""Test order parameter validation without actually placing the order"""
|
||||
try:
|
||||
# Prepare order parameters
|
||||
params = {
|
||||
'symbol': symbol,
|
||||
'side': side,
|
||||
'type': order_type,
|
||||
'quantity': str(quantity),
|
||||
'recvWindow': 5000,
|
||||
'timestamp': int(time.time() * 1000)
|
||||
}
|
||||
|
||||
# Generate signature
|
||||
signature = mexc._generate_signature(params)
|
||||
params['signature'] = signature
|
||||
|
||||
print(f" Params: {params}")
|
||||
|
||||
# Try to validate parameters by making the request but catching the specific error
|
||||
headers = {'X-MEXC-APIKEY': mexc.api_key}
|
||||
url = f"{mexc.base_url}/{mexc.api_version}/order"
|
||||
|
||||
import requests
|
||||
|
||||
# Make the request to see what specific error we get
|
||||
response = requests.post(url, params=params, headers=headers, timeout=30)
|
||||
|
||||
if response.status_code == 200:
|
||||
print(" ✅ Order would be accepted (parameters valid)")
|
||||
return True
|
||||
else:
|
||||
response_data = response.json() if response.headers.get('content-type', '').startswith('application/json') else {'msg': response.text}
|
||||
error_code = response_data.get('code', 'Unknown')
|
||||
error_msg = response_data.get('msg', 'Unknown error')
|
||||
|
||||
print(f" ❌ Error {error_code}: {error_msg}")
|
||||
|
||||
# Analyze specific error codes
|
||||
if error_code == 400001:
|
||||
print(" → Invalid parameter format")
|
||||
elif error_code == 700002:
|
||||
print(" → Invalid signature")
|
||||
elif error_code == 70016:
|
||||
print(" → Order size too small")
|
||||
elif error_code == 70015:
|
||||
print(" → Insufficient balance")
|
||||
elif 'LOT_SIZE' in error_msg:
|
||||
print(" → Lot size violation (quantity precision/minimum)")
|
||||
elif 'MIN_NOTIONAL' in error_msg:
|
||||
print(" → Minimum notional value not met")
|
||||
|
||||
return False
|
||||
|
||||
except Exception as e:
|
||||
print(f" ❌ Exception: {e}")
|
||||
return False
|
||||
|
||||
def get_symbol_info():
|
||||
"""Get symbol trading rules and limits"""
|
||||
print("\nGetting symbol trading rules...")
|
||||
|
||||
try:
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
mexc = MEXCInterface(api_key=api_key, api_secret=api_secret, test_mode=True)
|
||||
|
||||
# Try to get exchange info
|
||||
import requests
|
||||
|
||||
url = f"{mexc.base_url}/{mexc.api_version}/exchangeInfo"
|
||||
response = requests.get(url, timeout=30)
|
||||
|
||||
if response.status_code == 200:
|
||||
exchange_info = response.json()
|
||||
|
||||
# Find ETHUSDT symbol info
|
||||
for symbol_info in exchange_info.get('symbols', []):
|
||||
if symbol_info.get('symbol') == 'ETHUSDT':
|
||||
print(f"Found ETHUSDT trading rules:")
|
||||
print(f" Status: {symbol_info.get('status')}")
|
||||
print(f" Base asset: {symbol_info.get('baseAsset')}")
|
||||
print(f" Quote asset: {symbol_info.get('quoteAsset')}")
|
||||
|
||||
# Check filters
|
||||
for filter_info in symbol_info.get('filters', []):
|
||||
filter_type = filter_info.get('filterType')
|
||||
if filter_type == 'LOT_SIZE':
|
||||
print(f" Lot Size Filter:")
|
||||
print(f" Min Qty: {filter_info.get('minQty')}")
|
||||
print(f" Max Qty: {filter_info.get('maxQty')}")
|
||||
print(f" Step Size: {filter_info.get('stepSize')}")
|
||||
elif filter_type == 'MIN_NOTIONAL':
|
||||
print(f" Min Notional Filter:")
|
||||
print(f" Min Notional: {filter_info.get('minNotional')}")
|
||||
elif filter_type == 'PRICE_FILTER':
|
||||
print(f" Price Filter:")
|
||||
print(f" Min Price: {filter_info.get('minPrice')}")
|
||||
print(f" Max Price: {filter_info.get('maxPrice')}")
|
||||
print(f" Tick Size: {filter_info.get('tickSize')}")
|
||||
|
||||
break
|
||||
else:
|
||||
print("❌ ETHUSDT symbol not found in exchange info")
|
||||
else:
|
||||
print(f"❌ Failed to get exchange info: {response.status_code}")
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Error getting symbol info: {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
get_symbol_info()
|
||||
test_order_sizes()
|
321
test_mexc_signature.py
Normal file
321
test_mexc_signature.py
Normal file
@ -0,0 +1,321 @@
|
||||
"""
|
||||
Test MEXC Signature Generation
|
||||
|
||||
This script tests the MEXC signature generation to ensure it's correct
|
||||
according to the MEXC API documentation.
|
||||
"""
|
||||
|
||||
import os
|
||||
import sys
|
||||
import hashlib
|
||||
import hmac
|
||||
from urllib.parse import urlencode
|
||||
import time
|
||||
import requests
|
||||
|
||||
# Add paths for imports
|
||||
sys.path.append(os.path.join(os.path.dirname(__file__), 'NN'))
|
||||
|
||||
from NN.exchanges.mexc_interface import MEXCInterface
|
||||
|
||||
def test_signature_generation():
|
||||
"""Test MEXC signature generation with known examples"""
|
||||
print("="*60)
|
||||
print("MEXC SIGNATURE GENERATION TEST")
|
||||
print("="*60)
|
||||
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
if not api_key or not api_secret:
|
||||
print("❌ Missing API credentials")
|
||||
return False
|
||||
|
||||
print(f"API Key: {api_key[:8]}...{api_key[-4:]}")
|
||||
print(f"API Secret: {api_secret[:8]}...{api_secret[-4:]}")
|
||||
|
||||
# Test 1: Simple signature generation
|
||||
print("\n1. Testing basic signature generation...")
|
||||
|
||||
test_params = {
|
||||
'symbol': 'ETHUSDT',
|
||||
'side': 'BUY',
|
||||
'type': 'MARKET',
|
||||
'quantity': '0.001',
|
||||
'timestamp': 1640995200000,
|
||||
'recvWindow': 5000
|
||||
}
|
||||
|
||||
# Generate signature manually
|
||||
sorted_params = sorted(test_params.items())
|
||||
query_string = urlencode(sorted_params)
|
||||
expected_signature = hmac.new(
|
||||
api_secret.encode('utf-8'),
|
||||
query_string.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).hexdigest()
|
||||
|
||||
print(f"Query string: {query_string}")
|
||||
print(f"Expected signature: {expected_signature}")
|
||||
|
||||
# Generate signature using MEXC interface
|
||||
mexc = MEXCInterface(api_key=api_key, api_secret=api_secret, test_mode=True)
|
||||
actual_signature = mexc._generate_signature(test_params)
|
||||
|
||||
print(f"Actual signature: {actual_signature}")
|
||||
|
||||
if expected_signature == actual_signature:
|
||||
print("✅ Signature generation matches expected")
|
||||
else:
|
||||
print("❌ Signature generation mismatch")
|
||||
return False
|
||||
|
||||
# Test 2: Real order parameters
|
||||
print("\n2. Testing with real order parameters...")
|
||||
|
||||
current_timestamp = int(time.time() * 1000)
|
||||
real_params = {
|
||||
'symbol': 'ETHUSDT',
|
||||
'side': 'BUY',
|
||||
'type': 'MARKET',
|
||||
'quantity': '0.001',
|
||||
'timestamp': current_timestamp,
|
||||
'recvWindow': 5000
|
||||
}
|
||||
|
||||
real_signature = mexc._generate_signature(real_params)
|
||||
sorted_real_params = sorted(real_params.items())
|
||||
real_query_string = urlencode(sorted_real_params)
|
||||
|
||||
print(f"Real timestamp: {current_timestamp}")
|
||||
print(f"Real query string: {real_query_string}")
|
||||
print(f"Real signature: {real_signature}")
|
||||
|
||||
# Test 3: Verify parameter ordering
|
||||
print("\n3. Testing parameter ordering sensitivity...")
|
||||
|
||||
# Test with parameters in different order
|
||||
unordered_params = {
|
||||
'timestamp': current_timestamp,
|
||||
'symbol': 'ETHUSDT',
|
||||
'recvWindow': 5000,
|
||||
'type': 'MARKET',
|
||||
'side': 'BUY',
|
||||
'quantity': '0.001'
|
||||
}
|
||||
|
||||
unordered_signature = mexc._generate_signature(unordered_params)
|
||||
|
||||
if real_signature == unordered_signature:
|
||||
print("✅ Parameter ordering handled correctly")
|
||||
else:
|
||||
print("❌ Parameter ordering issue")
|
||||
return False
|
||||
|
||||
# Test 4: Check for common issues
|
||||
print("\n4. Checking for common signature issues...")
|
||||
|
||||
# Check if any parameters need special encoding
|
||||
special_params = {
|
||||
'symbol': 'ETHUSDT',
|
||||
'side': 'BUY',
|
||||
'type': 'MARKET',
|
||||
'quantity': '0.0028417810009889397', # Full precision from error log
|
||||
'timestamp': current_timestamp,
|
||||
'recvWindow': 5000
|
||||
}
|
||||
|
||||
special_signature = mexc._generate_signature(special_params)
|
||||
special_sorted = sorted(special_params.items())
|
||||
special_query = urlencode(special_sorted)
|
||||
|
||||
print(f"Special quantity: {special_params['quantity']}")
|
||||
print(f"Special query: {special_query}")
|
||||
print(f"Special signature: {special_signature}")
|
||||
|
||||
# Test 5: Compare with error log signature
|
||||
print("\n5. Comparing with error log...")
|
||||
|
||||
# From the error log, we have this signature:
|
||||
error_log_signature = "2a52436039e24b593ab0ab20ac1a67e2323654dc14190ee2c2cde341930d27d4"
|
||||
error_timestamp = 1748349875981
|
||||
|
||||
error_params = {
|
||||
'symbol': 'ETHUSDT',
|
||||
'side': 'BUY',
|
||||
'type': 'MARKET',
|
||||
'quantity': '0.0028417810009889397',
|
||||
'recvWindow': 5000,
|
||||
'timestamp': error_timestamp
|
||||
}
|
||||
|
||||
recreated_signature = mexc._generate_signature(error_params)
|
||||
|
||||
print(f"Error log signature: {error_log_signature}")
|
||||
print(f"Recreated signature: {recreated_signature}")
|
||||
|
||||
if error_log_signature == recreated_signature:
|
||||
print("✅ Signature recreation matches error log")
|
||||
else:
|
||||
print("❌ Signature recreation doesn't match - potential algorithm issue")
|
||||
|
||||
# Debug the query string
|
||||
debug_sorted = sorted(error_params.items())
|
||||
debug_query = urlencode(debug_sorted)
|
||||
print(f"Debug query string: {debug_query}")
|
||||
|
||||
# Try manual HMAC
|
||||
manual_sig = hmac.new(
|
||||
api_secret.encode('utf-8'),
|
||||
debug_query.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).hexdigest()
|
||||
print(f"Manual signature: {manual_sig}")
|
||||
|
||||
print("\n" + "="*60)
|
||||
print("SIGNATURE TEST COMPLETED")
|
||||
print("="*60)
|
||||
|
||||
return True
|
||||
|
||||
def test_mexc_api_call():
|
||||
"""Test a simple authenticated API call to verify signature works"""
|
||||
print("\n6. Testing authenticated API call...")
|
||||
|
||||
try:
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
mexc = MEXCInterface(api_key=api_key, api_secret=api_secret, test_mode=True)
|
||||
|
||||
# Test account info (this should work if signature is correct)
|
||||
account_info = mexc.get_account_info()
|
||||
print("✅ Account info call successful - signature is working")
|
||||
print(f" Account type: {account_info.get('accountType', 'Unknown')}")
|
||||
print(f" Can trade: {account_info.get('canTrade', 'Unknown')}")
|
||||
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Account info call failed: {e}")
|
||||
return False
|
||||
|
||||
# Test exact signature generation for MEXC order placement
|
||||
def test_mexc_order_signature():
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
if not api_key or not api_secret:
|
||||
print("❌ MEXC API keys not found")
|
||||
return
|
||||
|
||||
print("=== MEXC ORDER SIGNATURE DEBUG ===")
|
||||
print(f"API Key: {api_key[:8]}...{api_key[-4:]}")
|
||||
print(f"Secret Key: {api_secret[:8]}...{api_secret[-4:]}")
|
||||
print()
|
||||
|
||||
# Get server time first
|
||||
try:
|
||||
time_resp = requests.get('https://api.mexc.com/api/v3/time')
|
||||
server_time = time_resp.json()['serverTime']
|
||||
print(f"✅ Server time: {server_time}")
|
||||
except Exception as e:
|
||||
print(f"❌ Failed to get server time: {e}")
|
||||
server_time = int(time.time() * 1000)
|
||||
print(f"Using local time: {server_time}")
|
||||
|
||||
# Test order parameters (from MEXC documentation example)
|
||||
params = {
|
||||
'symbol': 'MXUSDT', # Changed to API-supported symbol
|
||||
'side': 'BUY',
|
||||
'type': 'MARKET',
|
||||
'quantity': '1', # Small test quantity (1 MX token)
|
||||
'timestamp': server_time
|
||||
}
|
||||
|
||||
print("\n=== Testing Different Signature Methods ===")
|
||||
|
||||
# Method 1: Sorted parameters with & separator (current approach)
|
||||
print("\n1. Current approach (sorted with &):")
|
||||
sorted_params = sorted(params.items())
|
||||
query_string1 = '&'.join([f"{key}={value}" for key, value in sorted_params])
|
||||
signature1 = hmac.new(
|
||||
api_secret.encode('utf-8'),
|
||||
query_string1.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).hexdigest()
|
||||
print(f"Query: {query_string1}")
|
||||
print(f"Signature: {signature1}")
|
||||
|
||||
# Method 2: URL encoded (like account info that works)
|
||||
print("\n2. URL encoded approach:")
|
||||
sorted_params = sorted(params.items())
|
||||
query_string2 = urlencode(sorted_params)
|
||||
signature2 = hmac.new(
|
||||
api_secret.encode('utf-8'),
|
||||
query_string2.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).hexdigest()
|
||||
print(f"Query: {query_string2}")
|
||||
print(f"Signature: {signature2}")
|
||||
|
||||
# Method 3: MEXC documentation example format
|
||||
print("\n3. MEXC docs example format:")
|
||||
# From MEXC docs: symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=11&recvWindow=5000×tamp=1644489390087
|
||||
query_string3 = f"symbol={params['symbol']}&side={params['side']}&type={params['type']}&quantity={params['quantity']}×tamp={params['timestamp']}"
|
||||
signature3 = hmac.new(
|
||||
api_secret.encode('utf-8'),
|
||||
query_string3.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).hexdigest()
|
||||
print(f"Query: {query_string3}")
|
||||
print(f"Signature: {signature3}")
|
||||
|
||||
# Test all methods by making actual requests
|
||||
print("\n=== Testing Actual Requests ===")
|
||||
|
||||
methods = [
|
||||
("Current approach", signature1, params),
|
||||
("URL encoded", signature2, params),
|
||||
("MEXC docs format", signature3, params)
|
||||
]
|
||||
|
||||
for method_name, signature, test_params in methods:
|
||||
print(f"\n{method_name}:")
|
||||
test_params_copy = test_params.copy()
|
||||
test_params_copy['signature'] = signature
|
||||
|
||||
headers = {'X-MEXC-APIKEY': api_key}
|
||||
|
||||
try:
|
||||
response = requests.post(
|
||||
'https://api.mexc.com/api/v3/order',
|
||||
params=test_params_copy,
|
||||
headers=headers,
|
||||
timeout=10
|
||||
)
|
||||
print(f"Status: {response.status_code}")
|
||||
print(f"Response: {response.text[:200]}...")
|
||||
|
||||
if response.status_code == 200:
|
||||
print("✅ SUCCESS!")
|
||||
break
|
||||
elif "Signature for this request is not valid" in response.text:
|
||||
print("❌ Invalid signature")
|
||||
else:
|
||||
print(f"❌ Other error: {response.status_code}")
|
||||
|
||||
except Exception as e:
|
||||
print(f"❌ Request failed: {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
success = test_signature_generation()
|
||||
|
||||
if success:
|
||||
success = test_mexc_api_call()
|
||||
|
||||
if success:
|
||||
test_mexc_order_signature()
|
||||
print("\n🎉 All signature tests passed!")
|
||||
else:
|
||||
print("\n🚨 Signature tests failed - check the output above")
|
185
test_mexc_timestamp_debug.py
Normal file
185
test_mexc_timestamp_debug.py
Normal file
@ -0,0 +1,185 @@
|
||||
"""
|
||||
MEXC Timestamp and Signature Debug
|
||||
|
||||
This script tests different timestamp and recvWindow combinations to fix the signature validation.
|
||||
"""
|
||||
|
||||
import os
|
||||
import sys
|
||||
import time
|
||||
import hashlib
|
||||
import hmac
|
||||
from urllib.parse import urlencode
|
||||
import requests
|
||||
|
||||
# Add paths for imports
|
||||
sys.path.append(os.path.join(os.path.dirname(__file__), 'NN'))
|
||||
|
||||
def test_mexc_timestamp_debug():
|
||||
"""Test different timestamp strategies"""
|
||||
print("="*60)
|
||||
print("MEXC TIMESTAMP AND SIGNATURE DEBUG")
|
||||
print("="*60)
|
||||
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
if not api_key or not api_secret:
|
||||
print("❌ Missing API credentials")
|
||||
return False
|
||||
|
||||
base_url = "https://api.mexc.com"
|
||||
api_version = "api/v3"
|
||||
|
||||
# Test 1: Get server time directly
|
||||
print("1. Getting server time...")
|
||||
|
||||
try:
|
||||
response = requests.get(f"{base_url}/{api_version}/time", timeout=10)
|
||||
if response.status_code == 200:
|
||||
server_time_data = response.json()
|
||||
server_time = server_time_data['serverTime']
|
||||
local_time = int(time.time() * 1000)
|
||||
time_diff = server_time - local_time
|
||||
|
||||
print(f" Server time: {server_time}")
|
||||
print(f" Local time: {local_time}")
|
||||
print(f" Difference: {time_diff}ms")
|
||||
|
||||
else:
|
||||
print(f" ❌ Failed to get server time: {response.status_code}")
|
||||
return False
|
||||
except Exception as e:
|
||||
print(f" ❌ Error getting server time: {e}")
|
||||
return False
|
||||
|
||||
# Test 2: Try different timestamp strategies
|
||||
strategies = [
|
||||
("Server time exactly", server_time),
|
||||
("Server time - 500ms", server_time - 500),
|
||||
("Server time - 1000ms", server_time - 1000),
|
||||
("Server time - 2000ms", server_time - 2000),
|
||||
("Local time", local_time),
|
||||
("Local time - 1000ms", local_time - 1000),
|
||||
]
|
||||
|
||||
# Test with different recvWindow values
|
||||
recv_windows = [5000, 10000, 30000, 60000]
|
||||
|
||||
print(f"\n2. Testing different timestamp strategies and recvWindow values...")
|
||||
|
||||
for strategy_name, timestamp in strategies:
|
||||
print(f"\n Strategy: {strategy_name} (timestamp: {timestamp})")
|
||||
|
||||
for recv_window in recv_windows:
|
||||
print(f" Testing recvWindow: {recv_window}ms")
|
||||
|
||||
# Test account info request
|
||||
params = {
|
||||
'timestamp': timestamp,
|
||||
'recvWindow': recv_window
|
||||
}
|
||||
|
||||
# Generate signature
|
||||
sorted_params = sorted(params.items())
|
||||
query_string = urlencode(sorted_params)
|
||||
signature = hmac.new(
|
||||
api_secret.encode('utf-8'),
|
||||
query_string.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).hexdigest()
|
||||
|
||||
params['signature'] = signature
|
||||
|
||||
# Make request
|
||||
headers = {'X-MEXC-APIKEY': api_key}
|
||||
url = f"{base_url}/{api_version}/account"
|
||||
|
||||
try:
|
||||
response = requests.get(url, params=params, headers=headers, timeout=10)
|
||||
|
||||
if response.status_code == 200:
|
||||
print(f" ✅ SUCCESS")
|
||||
account_data = response.json()
|
||||
print(f" Account type: {account_data.get('accountType', 'Unknown')}")
|
||||
return True # Found working combination
|
||||
else:
|
||||
error_data = response.json() if 'application/json' in response.headers.get('content-type', '') else {'msg': response.text}
|
||||
error_code = error_data.get('code', 'Unknown')
|
||||
error_msg = error_data.get('msg', 'Unknown')
|
||||
print(f" ❌ Error {error_code}: {error_msg}")
|
||||
|
||||
except Exception as e:
|
||||
print(f" ❌ Exception: {e}")
|
||||
|
||||
print(f"\n❌ No working timestamp/recvWindow combination found")
|
||||
return False
|
||||
|
||||
def test_minimal_signature():
|
||||
"""Test with minimal parameters to isolate signature issues"""
|
||||
print(f"\n3. Testing minimal signature generation...")
|
||||
|
||||
api_key = os.getenv('MEXC_API_KEY')
|
||||
api_secret = os.getenv('MEXC_SECRET_KEY')
|
||||
|
||||
base_url = "https://api.mexc.com"
|
||||
api_version = "api/v3"
|
||||
|
||||
# Get fresh server time
|
||||
try:
|
||||
response = requests.get(f"{base_url}/{api_version}/time", timeout=10)
|
||||
server_time = response.json()['serverTime']
|
||||
print(f" Fresh server time: {server_time}")
|
||||
except Exception as e:
|
||||
print(f" ❌ Failed to get server time: {e}")
|
||||
return False
|
||||
|
||||
# Test with absolute minimal parameters
|
||||
minimal_params = {
|
||||
'timestamp': server_time
|
||||
}
|
||||
|
||||
# Generate signature with minimal params
|
||||
sorted_params = sorted(minimal_params.items())
|
||||
query_string = urlencode(sorted_params)
|
||||
signature = hmac.new(
|
||||
api_secret.encode('utf-8'),
|
||||
query_string.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).hexdigest()
|
||||
|
||||
minimal_params['signature'] = signature
|
||||
|
||||
print(f" Minimal params: {minimal_params}")
|
||||
print(f" Query string: {query_string}")
|
||||
print(f" Signature: {signature}")
|
||||
|
||||
# Test account request with minimal params
|
||||
headers = {'X-MEXC-APIKEY': api_key}
|
||||
url = f"{base_url}/{api_version}/account"
|
||||
|
||||
try:
|
||||
response = requests.get(url, params=minimal_params, headers=headers, timeout=10)
|
||||
|
||||
if response.status_code == 200:
|
||||
print(f" ✅ Minimal signature works!")
|
||||
return True
|
||||
else:
|
||||
error_data = response.json() if 'application/json' in response.headers.get('content-type', '') else {'msg': response.text}
|
||||
print(f" ❌ Minimal signature failed: {error_data.get('code', 'Unknown')} - {error_data.get('msg', 'Unknown')}")
|
||||
return False
|
||||
|
||||
except Exception as e:
|
||||
print(f" ❌ Exception with minimal signature: {e}")
|
||||
return False
|
||||
|
||||
if __name__ == "__main__":
|
||||
success = test_mexc_timestamp_debug()
|
||||
|
||||
if not success:
|
||||
success = test_minimal_signature()
|
||||
|
||||
if success:
|
||||
print(f"\n🎉 Found working MEXC configuration!")
|
||||
else:
|
||||
print(f"\n🚨 MEXC signature/timestamp issue persists")
|
Loading…
x
Reference in New Issue
Block a user