position history with fees
This commit is contained in:
Dobromir Popov
@ -1,17 +1,23 @@
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import logging
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import time
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from typing import Dict, Any, List, Optional
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import asyncio
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import json
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import websockets
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from typing import Dict, Any, List, Optional, Callable
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import requests
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import hmac
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import hashlib
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from urllib.parse import urlencode
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from datetime import datetime
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from threading import Thread, Lock
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from collections import deque
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from .exchange_interface import ExchangeInterface
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logger = logging.getLogger(__name__)
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class MEXCInterface(ExchangeInterface):
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"""MEXC Exchange API Interface"""
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"""MEXC Exchange API Interface with WebSocket support"""
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def __init__(self, api_key: str = None, api_secret: str = None, test_mode: bool = True):
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"""Initialize MEXC exchange interface.
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@ -25,6 +31,247 @@ class MEXCInterface(ExchangeInterface):
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self.base_url = "https://api.mexc.com"
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self.api_version = "api/v3"
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# WebSocket configuration
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self.ws_base_url = "wss://wbs.mexc.com/ws"
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self.websocket_tasks = {}
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self.is_streaming = False
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self.stream_lock = Lock()
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self.tick_callbacks = []
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self.ticker_callbacks = []
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# Data buffers for reliability
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self.recent_ticks = {} # {symbol: deque}
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self.current_prices = {} # {symbol: price}
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self.buffer_size = 1000
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def add_tick_callback(self, callback: Callable[[Dict[str, Any]], None]):
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"""Add callback for real-time tick data"""
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self.tick_callbacks.append(callback)
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logger.info(f"Added MEXC tick callback: {len(self.tick_callbacks)} total")
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def add_ticker_callback(self, callback: Callable[[Dict[str, Any]], None]):
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"""Add callback for real-time ticker data"""
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self.ticker_callbacks.append(callback)
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logger.info(f"Added MEXC ticker callback: {len(self.ticker_callbacks)} total")
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def _notify_tick_callbacks(self, tick_data: Dict[str, Any]):
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"""Notify all tick callbacks with new data"""
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for callback in self.tick_callbacks:
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try:
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callback(tick_data)
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except Exception as e:
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logger.error(f"Error in MEXC tick callback: {e}")
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def _notify_ticker_callbacks(self, ticker_data: Dict[str, Any]):
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"""Notify all ticker callbacks with new data"""
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for callback in self.ticker_callbacks:
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try:
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callback(ticker_data)
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except Exception as e:
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logger.error(f"Error in MEXC ticker callback: {e}")
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async def start_websocket_streams(self, symbols: List[str], stream_types: List[str] = None):
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"""Start WebSocket streams for multiple symbols
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Args:
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symbols: List of symbols in 'BTC/USDT' format
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stream_types: List of stream types ['trade', 'ticker', 'depth'] (default: ['trade', 'ticker'])
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"""
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if stream_types is None:
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stream_types = ['trade', 'ticker']
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self.is_streaming = True
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logger.info(f"Starting MEXC WebSocket streams for {symbols} with types {stream_types}")
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# Initialize buffers for symbols
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for symbol in symbols:
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mexc_symbol = symbol.replace('/', '').upper()
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self.recent_ticks[mexc_symbol] = deque(maxlen=self.buffer_size)
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# Start streams for each symbol and stream type combination
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for symbol in symbols:
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for stream_type in stream_types:
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task = asyncio.create_task(self._websocket_stream(symbol, stream_type))
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task_key = f"{symbol}_{stream_type}"
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self.websocket_tasks[task_key] = task
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async def stop_websocket_streams(self):
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"""Stop all WebSocket streams"""
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logger.info("Stopping MEXC WebSocket streams")
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self.is_streaming = False
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# Cancel all tasks
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for task_key, task in self.websocket_tasks.items():
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if not task.done():
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task.cancel()
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try:
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await task
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except asyncio.CancelledError:
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pass
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self.websocket_tasks.clear()
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async def _websocket_stream(self, symbol: str, stream_type: str):
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"""Individual WebSocket stream for a symbol and stream type"""
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mexc_symbol = symbol.replace('/', '').upper()
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# MEXC WebSocket stream naming convention
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if stream_type == 'trade':
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stream_name = f"{mexc_symbol}@trade"
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elif stream_type == 'ticker':
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stream_name = f"{mexc_symbol}@ticker"
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elif stream_type == 'depth':
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stream_name = f"{mexc_symbol}@depth"
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else:
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logger.error(f"Unsupported MEXC stream type: {stream_type}")
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return
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url = f"{self.ws_base_url}"
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while self.is_streaming:
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try:
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logger.info(f"Connecting to MEXC WebSocket: {stream_name}")
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async with websockets.connect(url) as websocket:
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# Subscribe to the stream
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subscribe_msg = {
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"method": "SUBSCRIPTION",
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"params": [stream_name]
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}
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await websocket.send(json.dumps(subscribe_msg))
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logger.info(f"Subscribed to MEXC stream: {stream_name}")
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async for message in websocket:
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if not self.is_streaming:
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break
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try:
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await self._process_websocket_message(mexc_symbol, stream_type, message)
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except Exception as e:
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logger.warning(f"Error processing MEXC message for {stream_name}: {e}")
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except Exception as e:
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logger.error(f"MEXC WebSocket error for {stream_name}: {e}")
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if self.is_streaming:
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logger.info(f"Reconnecting MEXC WebSocket for {stream_name} in 5 seconds...")
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await asyncio.sleep(5)
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async def _process_websocket_message(self, symbol: str, stream_type: str, message: str):
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"""Process incoming WebSocket message"""
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try:
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data = json.loads(message)
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# Handle subscription confirmation
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if data.get('id') is not None:
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logger.info(f"MEXC WebSocket subscription confirmed for {symbol} {stream_type}")
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return
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# Process data based on stream type
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if stream_type == 'trade' and 'data' in data:
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await self._process_trade_data(symbol, data['data'])
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elif stream_type == 'ticker' and 'data' in data:
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await self._process_ticker_data(symbol, data['data'])
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elif stream_type == 'depth' and 'data' in data:
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await self._process_depth_data(symbol, data['data'])
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except Exception as e:
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logger.error(f"Error processing MEXC WebSocket message: {e}")
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async def _process_trade_data(self, symbol: str, trade_data: Dict[str, Any]):
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"""Process trade data from WebSocket"""
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try:
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# MEXC trade data format
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price = float(trade_data.get('p', 0))
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quantity = float(trade_data.get('q', 0))
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timestamp = datetime.fromtimestamp(int(trade_data.get('t', 0)) / 1000)
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is_buyer_maker = trade_data.get('m', False)
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trade_id = trade_data.get('i', '')
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# Create standardized tick
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tick = {
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'symbol': symbol,
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'timestamp': timestamp,
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'price': price,
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'volume': price * quantity, # Volume in quote currency
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'quantity': quantity,
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'side': 'sell' if is_buyer_maker else 'buy',
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'trade_id': str(trade_id),
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'is_buyer_maker': is_buyer_maker,
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'exchange': 'MEXC',
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'raw_data': trade_data
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}
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# Update buffers
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self.recent_ticks[symbol].append(tick)
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self.current_prices[symbol] = price
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# Notify callbacks
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self._notify_tick_callbacks(tick)
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except Exception as e:
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logger.error(f"Error processing MEXC trade data: {e}")
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async def _process_ticker_data(self, symbol: str, ticker_data: Dict[str, Any]):
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"""Process ticker data from WebSocket"""
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try:
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# MEXC ticker data format
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ticker = {
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'symbol': symbol,
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'timestamp': datetime.now(),
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'price': float(ticker_data.get('c', 0)), # Current price
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'bid': float(ticker_data.get('b', 0)), # Best bid
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'ask': float(ticker_data.get('a', 0)), # Best ask
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'volume': float(ticker_data.get('v', 0)), # Volume
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'high': float(ticker_data.get('h', 0)), # 24h high
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'low': float(ticker_data.get('l', 0)), # 24h low
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'change': float(ticker_data.get('P', 0)), # Price change %
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'exchange': 'MEXC',
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'raw_data': ticker_data
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}
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# Update current price
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self.current_prices[symbol] = ticker['price']
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# Notify callbacks
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self._notify_ticker_callbacks(ticker)
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except Exception as e:
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logger.error(f"Error processing MEXC ticker data: {e}")
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async def _process_depth_data(self, symbol: str, depth_data: Dict[str, Any]):
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"""Process order book depth data from WebSocket"""
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try:
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# Process depth data if needed for future features
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logger.debug(f"MEXC depth data received for {symbol}")
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except Exception as e:
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logger.error(f"Error processing MEXC depth data: {e}")
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def get_current_price(self, symbol: str) -> Optional[float]:
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"""Get current price for a symbol from WebSocket data or REST API fallback"""
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mexc_symbol = symbol.replace('/', '').upper()
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# Try from WebSocket data first
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if mexc_symbol in self.current_prices:
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return self.current_prices[mexc_symbol]
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# Fallback to REST API
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try:
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ticker = self.get_ticker(symbol)
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if ticker and 'price' in ticker:
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return float(ticker['price'])
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except Exception as e:
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logger.warning(f"Failed to get current price for {symbol} from MEXC: {e}")
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return None
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def get_recent_ticks(self, symbol: str, count: int = 100) -> List[Dict[str, Any]]:
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"""Get recent ticks for a symbol"""
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mexc_symbol = symbol.replace('/', '').upper()
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if mexc_symbol in self.recent_ticks:
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return list(self.recent_ticks[mexc_symbol])[-count:]
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return []
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def connect(self) -> bool:
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"""Connect to MEXC API."""
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if not self.api_key or not self.api_secret:
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@ -84,9 +331,15 @@ class MEXCInterface(ExchangeInterface):
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params = {}
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# Add timestamp and recvWindow as required by MEXC
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params['timestamp'] = int(time.time() * 1000)
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# Use 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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params['timestamp'] = int(time.time() * 1000)
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if 'recvWindow' not in params:
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params['recvWindow'] = 5000
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params['recvWindow'] = 10000 # Increased receive window
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# Generate signature using the correct MEXC format
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signature = self._generate_signature(params)
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@ -94,18 +347,18 @@ class MEXCInterface(ExchangeInterface):
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# Set headers as required by MEXC documentation
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headers = {
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'X-MEXC-APIKEY': self.api_key,
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'Content-Type': 'application/x-www-form-urlencoded'
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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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try:
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if method.upper() == 'GET':
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# For GET requests, send parameters as query string
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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 per MEXC documentation
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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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