gogo2/MEXC_FEE_SYNC_IMPLEMENTATION.md

MEXC API Fee Synchronization Implementation

Overview

This implementation adds automatic synchronization of trading fees between the MEXC API and your local configuration files. The system will:

1. Fetch current trading fees from MEXC API on startup
2. Automatically update your config.yaml with the latest fees
3. Periodically sync fees to keep them current
4. Maintain backup of configuration files
5. Track sync history for auditing

Features

✅ Automatic Fee Retrieval

• Fetches maker/taker commission rates from MEXC account API
• Converts basis points to decimal percentages
• Handles API errors gracefully with fallback values

✅ Smart Configuration Updates

• Only updates config when fees actually change
• Creates timestamped backups before modifications
• Preserves all other configuration settings
• Adds metadata tracking when fees were last synced

✅ Integration with Trading System

• Automatically syncs on TradingExecutor startup
• Reloads configuration after fee updates
• Provides manual sync methods for testing
• Includes sync status in trading statistics

✅ Robust Error Handling

• Graceful fallback to hardcoded values if API fails
• Comprehensive logging of all sync operations
• Detailed error reporting and recovery

Implementation Details

New Files Added

1. core/config_sync.py - Main synchronization logic
2. test_fee_sync.py - Test script for validation
3. MEXC_FEE_SYNC_IMPLEMENTATION.md - This documentation

Enhanced Files

1. NN/exchanges/mexc_interface.py - Added fee retrieval methods
2. core/trading_executor.py - Integrated sync functionality

Usage

Automatic Synchronization (Default)

When you start your trading system, fees will be automatically synced:

# This now includes automatic fee sync on startup
executor = TradingExecutor("config.yaml")

Manual Synchronization

# Force immediate sync
sync_result = executor.sync_fees_with_api(force=True)

# Check sync status
status = executor.get_fee_sync_status()

# Auto-sync if needed
executor.auto_sync_fees_if_needed()

Direct API Testing

# Test the fee sync functionality
python test_fee_sync.py

Configuration Changes

New Config Sections Added

trading:
  trading_fees:
    maker: 0.0000          # Auto-updated from MEXC API
    taker: 0.0005          # Auto-updated from MEXC API  
    default: 0.0005        # Auto-updated from MEXC API
  
  # New metadata section (auto-generated)
  fee_sync_metadata:
    last_sync: "2024-01-15T10:30:00"
    api_source: "mexc"
    sync_enabled: true
    api_commission_rates:
      maker: 0              # Raw basis points from API
      taker: 50             # Raw basis points from API

Backup Files

The system creates timestamped backups:

• config.yaml.backup_20240115_103000
• Keeps configuration history for safety

Sync History

Detailed sync history is maintained in:

• logs/config_sync_history.json
• Contains last 100 sync operations
• Useful for debugging and auditing

API Methods Added

MEXCInterface New Methods

# Get account-level trading fees
fees = mexc.get_trading_fees()
# Returns: {'maker_rate': 0.0000, 'taker_rate': 0.0005, 'source': 'mexc_api'}

# Get symbol-specific fees (future enhancement)
fees = mexc.get_symbol_trading_fees("ETH/USDT")

ConfigSynchronizer Methods

# Manual fee sync
sync_result = config_sync.sync_trading_fees(force=True)

# Auto sync (respects timing intervals)
success = config_sync.auto_sync_fees()

# Get sync status and history
status = config_sync.get_sync_status()

# Enable/disable auto-sync
config_sync.enable_auto_sync(True)

TradingExecutor New Methods

# Sync fees through trading executor
result = executor.sync_fees_with_api(force=True)

# Check if auto-sync is needed
executor.auto_sync_fees_if_needed()

# Get comprehensive sync status
status = executor.get_fee_sync_status()

Error Handling

API Connection Failures

• Falls back to existing config values
• Logs warnings but doesn't stop trading
• Retries on next sync interval

Configuration File Issues

• Creates backups before any changes
• Validates config structure before saving
• Recovers from backup if save fails

Fee Validation

• Checks for reasonable fee ranges (0-1%)
• Logs warnings for unusual fee changes
• Requires significant change (>0.000001) to update

Sync Timing

Default Intervals

• Startup sync: Immediate on TradingExecutor initialization
• Auto-sync interval: Every 3600 seconds (1 hour)
• Manual sync: Available anytime

Configurable Settings

config_sync.sync_interval = 1800  # 30 minutes
config_sync.backup_enabled = True

Benefits

1. Always Current Fees

• No more outdated hardcoded fees
• Automatic updates when MEXC changes rates
• Accurate P&L calculations

2. Zero Maintenance

• Set up once, works automatically
• No manual config file editing needed
• Handles fee tier changes automatically

3. Audit Trail

• Complete history of all fee changes
• Timestamped sync records
• Easy troubleshooting and compliance

4. Safety First

• Configuration backups before changes
• Graceful error handling
• Can disable auto-sync if needed

Testing

Run Complete Test Suite

python test_fee_sync.py

Test Output Example

=== Testing MEXC Fee Retrieval ===
MEXC: Connection successful
MEXC: Fetching trading fees...
MEXC Trading Fees Retrieved:
  Maker Rate: 0.000%
  Taker Rate: 0.050%
  Source: mexc_api

=== Testing Config Synchronization ===
CONFIG SYNC: Fetching trading fees from MEXC API
CONFIG SYNC: Updated taker fee: 0.0005 -> 0.0005
CONFIG SYNC: Successfully synced trading fees

=== Testing TradingExecutor Integration ===
TRADING EXECUTOR: Performing initial fee synchronization with MEXC API
TRADING EXECUTOR: Fee synchronization completed successfully

TEST SUMMARY:
  MEXC API Fee Retrieval: PASS
  Config Synchronization: PASS  
  TradingExecutor Integration: PASS

ALL TESTS PASSED! Fee synchronization is working correctly.

Next Steps

Immediate Use

1. Run python test_fee_sync.py to verify setup
2. Start your trading system normally
3. Check logs for successful fee sync messages

Optional Enhancements

1. Add symbol-specific fee rates
2. Implement webhook notifications for fee changes
3. Add GUI controls for sync management
4. Export sync history to CSV/Excel

Security Notes

• Uses existing MEXC API credentials from .env
• Only reads account info (no trading permissions needed for fees)
• Configuration backups protect against data loss
• All sync operations are logged for audit

Troubleshooting

Common Issues

1. "No MEXC interface available"

   • Check API credentials in .env file
   • Verify trading is enabled in config

2. "API returned fallback values"

   • MEXC API may be temporarily unavailable
   • System continues with existing fees

3. "Failed to save updated config"

   • Check file permissions on config.yaml
   • Ensure disk space is available

Debug Logging

import logging
logging.getLogger('core.config_sync').setLevel(logging.DEBUG)

This implementation provides a robust, automatic solution for keeping your trading fees synchronized with MEXC's current rates, ensuring accurate trading calculations and eliminating manual configuration maintenance.