806 lines
34 KiB
Python
806 lines
34 KiB
Python
"""
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Trading Executor for MEXC API Integration
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This module handles the execution of trading signals through the MEXC exchange API.
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It includes position management, risk controls, and safety features.
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"""
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import logging
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import time
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import os
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from datetime import datetime, timedelta
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from typing import Dict, List, Optional, Any
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from dataclasses import dataclass
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from threading import Lock
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import sys
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# Add NN directory to path for exchange interfaces
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sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'NN'))
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from NN.exchanges import MEXCInterface
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from .config import get_config
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from .config_sync import ConfigSynchronizer
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logger = logging.getLogger(__name__)
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@dataclass
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class Position:
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"""Represents an open trading position"""
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symbol: str
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side: str # 'LONG' or 'SHORT'
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quantity: float
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entry_price: float
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entry_time: datetime
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order_id: str
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unrealized_pnl: float = 0.0
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def calculate_pnl(self, current_price: float) -> float:
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"""Calculate unrealized P&L for the position"""
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if self.side == 'LONG':
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self.unrealized_pnl = (current_price - self.entry_price) * self.quantity
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else: # SHORT
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self.unrealized_pnl = (self.entry_price - current_price) * self.quantity
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return self.unrealized_pnl
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@dataclass
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class TradeRecord:
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"""Record of a completed trade"""
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symbol: str
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side: str
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quantity: float
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entry_price: float
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exit_price: float
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entry_time: datetime
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exit_time: datetime
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pnl: float
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fees: float
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confidence: float
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class TradingExecutor:
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"""Handles trade execution through MEXC API with risk management"""
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def __init__(self, config_path: str = "config.yaml"):
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"""Initialize the trading executor"""
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self.config = get_config(config_path)
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self.mexc_config = self.config.get('mexc_trading', {})
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# Initialize MEXC interface
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api_key = os.getenv('MEXC_API_KEY', self.mexc_config.get('api_key', ''))
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api_secret = os.getenv('MEXC_SECRET_KEY', self.mexc_config.get('api_secret', ''))
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# Determine trading mode from unified config
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trading_mode = self.mexc_config.get('trading_mode', 'simulation')
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# Map trading mode to exchange test_mode and execution mode
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if trading_mode == 'simulation':
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exchange_test_mode = True
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self.simulation_mode = True
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elif trading_mode == 'testnet':
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exchange_test_mode = True
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self.simulation_mode = False
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elif trading_mode == 'live':
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exchange_test_mode = False
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self.simulation_mode = False
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else:
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logger.warning(f"Unknown trading_mode '{trading_mode}', defaulting to simulation")
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exchange_test_mode = True
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self.simulation_mode = True
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self.exchange = MEXCInterface(
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api_key=api_key,
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api_secret=api_secret,
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test_mode=exchange_test_mode
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)
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# Trading state
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self.positions: Dict[str, Position] = {}
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self.trade_history: List[TradeRecord] = []
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self.daily_trades = 0
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self.daily_loss = 0.0
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self.last_trade_time = {}
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self.trading_enabled = self.mexc_config.get('enabled', False)
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self.trading_mode = trading_mode
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# Legacy compatibility (deprecated)
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self.dry_run = self.simulation_mode
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# Thread safety
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self.lock = Lock()
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# Connect to exchange
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if self.trading_enabled:
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self._connect_exchange()
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logger.info(f"Trading Executor initialized - Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
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# Initialize config synchronizer for automatic fee updates
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self.config_synchronizer = ConfigSynchronizer(
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config_path=config_path,
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mexc_interface=self.exchange if self.trading_enabled else None
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)
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# Perform initial fee sync on startup if trading is enabled
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if self.trading_enabled and self.exchange:
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try:
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logger.info("TRADING EXECUTOR: Performing initial fee synchronization with MEXC API")
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sync_result = self.config_synchronizer.sync_trading_fees(force=True)
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if sync_result.get('status') == 'success':
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logger.info("TRADING EXECUTOR: Fee synchronization completed successfully")
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if sync_result.get('changes_made'):
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logger.info(f"TRADING EXECUTOR: Fee changes applied: {list(sync_result['changes'].keys())}")
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# Reload config to get updated fees
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self.config = get_config(config_path)
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self.mexc_config = self.config.get('mexc_trading', {})
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elif sync_result.get('status') == 'warning':
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logger.warning("TRADING EXECUTOR: Fee sync completed with warnings")
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else:
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logger.warning(f"TRADING EXECUTOR: Fee sync failed: {sync_result.get('status')}")
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except Exception as e:
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logger.warning(f"TRADING EXECUTOR: Initial fee sync failed: {e}")
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logger.info(f"Trading Executor initialized - Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
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def _connect_exchange(self) -> bool:
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"""Connect to the MEXC exchange"""
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try:
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connected = self.exchange.connect()
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if connected:
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logger.info("Successfully connected to MEXC exchange")
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return True
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else:
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logger.error("Failed to connect to MEXC exchange")
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if not self.dry_run:
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self.trading_enabled = False
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return False
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except Exception as e:
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logger.error(f"Error connecting to MEXC exchange: {e}")
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self.trading_enabled = False
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return False
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def execute_signal(self, symbol: str, action: str, confidence: float,
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current_price: float = None) -> bool:
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"""Execute a trading signal
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Args:
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symbol: Trading symbol (e.g., 'ETH/USDT')
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action: Trading action ('BUY', 'SELL', 'HOLD')
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confidence: Confidence level (0.0 to 1.0)
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current_price: Current market price
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Returns:
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bool: True if trade executed successfully
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"""
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if not self.trading_enabled:
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logger.info(f"Trading disabled - Signal: {action} {symbol} (confidence: {confidence:.2f})")
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return False
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if action == 'HOLD':
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return True
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# Check safety conditions
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if not self._check_safety_conditions(symbol, action):
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return False
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# Get current price if not provided
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if current_price is None:
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ticker = self.exchange.get_ticker(symbol)
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if not ticker:
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logger.error(f"Failed to get current price for {symbol}")
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return False
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current_price = ticker['last']
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with self.lock:
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try:
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if action == 'BUY':
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return self._execute_buy(symbol, confidence, current_price)
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elif action == 'SELL':
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return self._execute_sell(symbol, confidence, current_price)
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else:
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logger.warning(f"Unknown action: {action}")
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return False
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except Exception as e:
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logger.error(f"Error executing {action} signal for {symbol}: {e}")
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return False
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def _check_safety_conditions(self, symbol: str, action: str) -> bool:
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"""Check if it's safe to execute a trade"""
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# Check if trading is stopped
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if self.mexc_config.get('emergency_stop', False):
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logger.warning("Emergency stop is active - no trades allowed")
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return False
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# Check symbol allowlist
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allowed_symbols = self.mexc_config.get('allowed_symbols', [])
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if allowed_symbols and symbol not in allowed_symbols:
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logger.warning(f"Symbol {symbol} not in allowed list: {allowed_symbols}")
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return False
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# Check daily loss limit
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max_daily_loss = self.mexc_config.get('max_daily_loss_usd', 5.0)
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if self.daily_loss >= max_daily_loss:
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logger.warning(f"Daily loss limit reached: ${self.daily_loss:.2f} >= ${max_daily_loss}")
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return False
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# Check daily trade limit
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max_daily_trades = self.mexc_config.get('max_trades_per_hour', 2) * 24
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if self.daily_trades >= max_daily_trades:
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logger.warning(f"Daily trade limit reached: {self.daily_trades}")
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return False
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# Check trade interval
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min_interval = self.mexc_config.get('min_trade_interval_seconds', 300)
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last_trade = self.last_trade_time.get(symbol, datetime.min)
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if (datetime.now() - last_trade).total_seconds() < min_interval:
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logger.info(f"Trade interval not met for {symbol}")
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return False
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# Check concurrent positions
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max_positions = self.mexc_config.get('max_concurrent_positions', 1)
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if len(self.positions) >= max_positions and action == 'BUY':
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logger.warning(f"Maximum concurrent positions reached: {len(self.positions)}")
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return False
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return True
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def _execute_buy(self, symbol: str, confidence: float, current_price: float) -> bool:
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"""Execute a buy order"""
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# Check if we already have a position
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if symbol in self.positions:
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logger.info(f"Already have position in {symbol}")
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return False
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# Calculate position size
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position_value = self._calculate_position_size(confidence, current_price)
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quantity = position_value / current_price
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logger.info(f"Executing BUY: {quantity:.6f} {symbol} at ${current_price:.2f} "
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f"(value: ${position_value:.2f}, confidence: {confidence:.2f})")
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if self.simulation_mode:
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logger.info(f"SIMULATION MODE ({self.trading_mode.upper()}) - Trade logged but not executed")
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# Create mock position for tracking
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self.positions[symbol] = Position(
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symbol=symbol,
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side='LONG',
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quantity=quantity,
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entry_price=current_price,
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entry_time=datetime.now(),
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order_id=f"sim_{int(time.time())}"
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)
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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return True
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try:
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# Get order type from config
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order_type = self.mexc_config.get('order_type', 'market').lower()
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# For limit orders, set price slightly above market for immediate execution
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limit_price = None
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if order_type == 'limit':
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# Set buy price slightly above market to ensure immediate execution
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limit_price = current_price * 1.001 # 0.1% above market
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# Place buy order
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order = self.exchange.place_order(
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symbol=symbol,
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side='buy',
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order_type=order_type,
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quantity=quantity,
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price=limit_price
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)
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if order:
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# Create position record
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self.positions[symbol] = Position(
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symbol=symbol,
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side='LONG',
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quantity=quantity,
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entry_price=current_price,
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entry_time=datetime.now(),
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order_id=order.get('orderId', 'unknown')
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)
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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logger.info(f"BUY order executed: {order}")
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return True
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else:
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logger.error("Failed to place BUY order")
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return False
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except Exception as e:
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logger.error(f"Error executing BUY order: {e}")
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return False
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def _execute_sell(self, symbol: str, confidence: float, current_price: float) -> bool:
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"""Execute a sell order"""
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# Check if we have a position to sell
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if symbol not in self.positions:
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logger.info(f"No position to sell in {symbol}")
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return False
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position = self.positions[symbol]
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logger.info(f"Executing SELL: {position.quantity:.6f} {symbol} at ${current_price:.2f} "
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f"(confidence: {confidence:.2f})")
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if self.simulation_mode:
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logger.info(f"SIMULATION MODE ({self.trading_mode.upper()}) - Trade logged but not executed")
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# Calculate P&L
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pnl = position.calculate_pnl(current_price)
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# Create trade record
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trade_record = TradeRecord(
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symbol=symbol,
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side='LONG',
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quantity=position.quantity,
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entry_price=position.entry_price,
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exit_price=current_price,
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entry_time=position.entry_time,
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exit_time=datetime.now(),
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pnl=pnl,
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fees=0.0,
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confidence=confidence
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)
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self.trade_history.append(trade_record)
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self.daily_loss += max(0, -pnl) # Add to daily loss if negative
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# Remove position
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del self.positions[symbol]
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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logger.info(f"Position closed - P&L: ${pnl:.2f}")
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return True
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try:
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# Get order type from config
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order_type = self.mexc_config.get('order_type', 'market').lower()
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# For limit orders, set price slightly below market for immediate execution
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limit_price = None
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if order_type == 'limit':
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# Set sell price slightly below market to ensure immediate execution
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limit_price = current_price * 0.999 # 0.1% below market
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# Place sell order
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order = self.exchange.place_order(
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symbol=symbol,
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side='sell',
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order_type=order_type,
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quantity=position.quantity,
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price=limit_price
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)
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if order:
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# Calculate P&L
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pnl = position.calculate_pnl(current_price)
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fees = self._calculate_trading_fee(order, symbol, position.quantity, current_price)
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# Create trade record
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trade_record = TradeRecord(
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symbol=symbol,
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side='LONG',
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quantity=position.quantity,
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entry_price=position.entry_price,
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exit_price=current_price,
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entry_time=position.entry_time,
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exit_time=datetime.now(),
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pnl=pnl - fees,
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fees=fees,
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confidence=confidence
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)
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self.trade_history.append(trade_record)
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self.daily_loss += max(0, -(pnl - fees)) # Add to daily loss if negative
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# Remove position
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del self.positions[symbol]
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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logger.info(f"SELL order executed: {order}")
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logger.info(f"Position closed - P&L: ${pnl - fees:.2f}")
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return True
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else:
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logger.error("Failed to place SELL order")
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return False
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except Exception as e:
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logger.error(f"Error executing SELL order: {e}")
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return False
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def _calculate_position_size(self, confidence: float, current_price: float) -> float:
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"""Calculate position size based on configuration and confidence"""
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max_value = self.mexc_config.get('max_position_value_usd', 1.0)
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min_value = self.mexc_config.get('min_position_value_usd', 0.1)
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# Scale position size by confidence
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base_value = max_value * confidence
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position_value = max(min_value, min(base_value, max_value))
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return position_value
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def update_positions(self, symbol: str, current_price: float):
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"""Update position P&L with current market price"""
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if symbol in self.positions:
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with self.lock:
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self.positions[symbol].calculate_pnl(current_price)
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def get_positions(self) -> Dict[str, Position]:
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"""Get current positions"""
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return self.positions.copy()
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def get_trade_history(self) -> List[TradeRecord]:
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"""Get trade history"""
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return self.trade_history.copy()
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def get_daily_stats(self) -> Dict[str, Any]:
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"""Get daily trading statistics with enhanced fee analysis"""
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total_pnl = sum(trade.pnl for trade in self.trade_history)
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total_fees = sum(trade.fees for trade in self.trade_history)
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gross_pnl = total_pnl + total_fees # P&L before fees
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winning_trades = len([t for t in self.trade_history if t.pnl > 0])
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losing_trades = len([t for t in self.trade_history if t.pnl < 0])
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total_trades = len(self.trade_history)
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# Calculate average trade values
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avg_trade_pnl = total_pnl / max(1, total_trades)
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avg_trade_fee = total_fees / max(1, total_trades)
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avg_winning_trade = sum(t.pnl for t in self.trade_history if t.pnl > 0) / max(1, winning_trades)
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avg_losing_trade = sum(t.pnl for t in self.trade_history if t.pnl < 0) / max(1, losing_trades)
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# Enhanced fee analysis from config
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fee_structure = self.mexc_config.get('trading_fees', {})
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maker_fee_rate = fee_structure.get('maker', 0.0000)
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taker_fee_rate = fee_structure.get('taker', 0.0005)
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default_fee_rate = fee_structure.get('default', 0.0005)
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# Calculate fee efficiency
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total_volume = sum(trade.quantity * trade.exit_price for trade in self.trade_history)
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effective_fee_rate = (total_fees / max(0.01, total_volume)) if total_volume > 0 else 0
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fee_impact_on_pnl = (total_fees / max(0.01, abs(gross_pnl))) * 100 if gross_pnl != 0 else 0
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return {
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'daily_trades': self.daily_trades,
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'daily_loss': self.daily_loss,
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'total_pnl': total_pnl,
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'gross_pnl': gross_pnl,
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'total_fees': total_fees,
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'winning_trades': winning_trades,
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'losing_trades': losing_trades,
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'total_trades': total_trades,
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'win_rate': winning_trades / max(1, total_trades),
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'avg_trade_pnl': avg_trade_pnl,
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'avg_trade_fee': avg_trade_fee,
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'avg_winning_trade': avg_winning_trade,
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'avg_losing_trade': avg_losing_trade,
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'positions_count': len(self.positions),
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'fee_rates': {
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'maker': f"{maker_fee_rate*100:.3f}%",
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'taker': f"{taker_fee_rate*100:.3f}%",
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'default': f"{default_fee_rate*100:.3f}%",
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'effective': f"{effective_fee_rate*100:.3f}%" # Actual rate based on trades
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},
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'fee_analysis': {
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'total_volume': total_volume,
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'fee_impact_percent': fee_impact_on_pnl,
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'is_fee_efficient': fee_impact_on_pnl < 5.0, # Less than 5% impact is good
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|
'fee_savings_vs_market': (0.001 - effective_fee_rate) * total_volume if effective_fee_rate < 0.001 else 0
|
|
}
|
|
}
|
|
|
|
def emergency_stop(self):
|
|
"""Emergency stop all trading"""
|
|
logger.warning("EMERGENCY STOP ACTIVATED")
|
|
self.trading_enabled = False
|
|
|
|
# Close all positions if in live mode
|
|
if not self.dry_run:
|
|
for symbol, position in self.positions.items():
|
|
try:
|
|
ticker = self.exchange.get_ticker(symbol)
|
|
if ticker:
|
|
self._execute_sell(symbol, 1.0, ticker['last'])
|
|
except Exception as e:
|
|
logger.error(f"Error closing position {symbol} during emergency stop: {e}")
|
|
|
|
def reset_daily_stats(self):
|
|
"""Reset daily statistics (call at start of new day)"""
|
|
self.daily_trades = 0
|
|
self.daily_loss = 0.0
|
|
logger.info("Daily trading statistics reset")
|
|
|
|
def get_account_balance(self) -> Dict[str, Dict[str, float]]:
|
|
"""Get account balance information from MEXC
|
|
|
|
Returns:
|
|
Dict with asset balances in format:
|
|
{
|
|
'USDT': {'free': 100.0, 'locked': 0.0},
|
|
'ETH': {'free': 0.5, 'locked': 0.0},
|
|
...
|
|
}
|
|
"""
|
|
try:
|
|
if not self.exchange:
|
|
logger.error("Exchange interface not available")
|
|
return {}
|
|
|
|
# Get account info from MEXC
|
|
account_info = self.exchange.get_account_info()
|
|
if not account_info:
|
|
logger.error("Failed to get account info from MEXC")
|
|
return {}
|
|
|
|
balances = {}
|
|
for balance in account_info.get('balances', []):
|
|
asset = balance.get('asset', '')
|
|
free = float(balance.get('free', 0))
|
|
locked = float(balance.get('locked', 0))
|
|
|
|
# Only include assets with non-zero balance
|
|
if free > 0 or locked > 0:
|
|
balances[asset] = {
|
|
'free': free,
|
|
'locked': locked,
|
|
'total': free + locked
|
|
}
|
|
|
|
logger.info(f"Retrieved balances for {len(balances)} assets")
|
|
return balances
|
|
|
|
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)
|
|
}
|