class TestAuth(unittest.TestCase):
@property
def api_key(self):
return 'MEXC_API_KEY_mock'
@property
def secret_key(self):
return 'MEXC_SECRET_KEY_mock'
@mock.patch('hummingbot.connector.exchange.mexc.mexc_utils.seconds',
mock.MagicMock(return_value=1635249347))
def test_auth_without_params(self):
self.auth = MexcAuth(self.api_key, self.secret_key)
headers = self.auth.add_auth_to_params(
'GET', "/open/api/v2/market/coin/list", {'api_key': self.api_key},
True)
self.assertIn(
"api_key=MEXC_API_KEY_mock&req_time=1635249347"
"&sign=8dc59c2b7f0ad6da9e8844bb5478595a4f83126cb607524d767586437bae8d68",
headers) # noqa: mock
class MexcExchange(ExchangeBase):
MARKET_RECEIVED_ASSET_EVENT_TAG = MarketEvent.ReceivedAsset
MARKET_BUY_ORDER_COMPLETED_EVENT_TAG = MarketEvent.BuyOrderCompleted
MARKET_SELL_ORDER_COMPLETED_EVENT_TAG = MarketEvent.SellOrderCompleted
MARKET_WITHDRAW_ASSET_EVENT_TAG = MarketEvent.WithdrawAsset
MARKET_ORDER_CANCELLED_EVENT_TAG = MarketEvent.OrderCancelled
MARKET_TRANSACTION_FAILURE_EVENT_TAG = MarketEvent.TransactionFailure
MARKET_ORDER_FAILURE_EVENT_TAG = MarketEvent.OrderFailure
MARKET_ORDER_FILLED_EVENT_TAG = MarketEvent.OrderFilled
MARKET_BUY_ORDER_CREATED_EVENT_TAG = MarketEvent.BuyOrderCreated
MARKET_SELL_ORDER_CREATED_EVENT_TAG = MarketEvent.SellOrderCreated
API_CALL_TIMEOUT = 10.0
UPDATE_ORDERS_INTERVAL = 10.0
SHORT_POLL_INTERVAL = 5.0
MORE_SHORT_POLL_INTERVAL = 1.0
LONG_POLL_INTERVAL = 120.0
ORDER_LEN_LIMIT = 20
_logger = None
@classmethod
def logger(cls) -> HummingbotLogger:
if cls._logger is None:
cls._logger = logging.getLogger(__name__)
return cls._logger
def __init__(
self,
mexc_api_key: str,
mexc_secret_key: str,
poll_interval: float = 5.0,
order_book_tracker_data_source_type:
OrderBookTrackerDataSourceType = OrderBookTrackerDataSourceType.
EXCHANGE_API,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True):
super().__init__()
self._throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self._shared_client = aiohttp.ClientSession()
self._async_scheduler = AsyncCallScheduler(call_interval=0.5)
self._data_source_type = order_book_tracker_data_source_type
self._ev_loop = asyncio.get_event_loop()
self._mexc_auth = MexcAuth(api_key=mexc_api_key,
secret_key=mexc_secret_key)
self._in_flight_orders = {}
self._last_poll_timestamp = 0
self._last_timestamp = 0
self._order_book_tracker = MexcOrderBookTracker(
throttler=self._throttler,
trading_pairs=trading_pairs,
shared_client=self._shared_client)
self._poll_notifier = asyncio.Event()
self._poll_interval = poll_interval
self._status_polling_task = None
self._trading_required = trading_required
self._trading_rules = {}
self._trading_rules_polling_task = None
self._user_stream_tracker = MexcUserStreamTracker(
throttler=self._throttler,
mexc_auth=self._mexc_auth,
trading_pairs=trading_pairs,
shared_client=self._shared_client)
self._user_stream_tracker_task = None
self._user_stream_event_listener_task = None
@property
def name(self) -> str:
return "mexc"
@property
def order_book_tracker(self) -> MexcOrderBookTracker:
return self._order_book_tracker
@property
def order_books(self) -> Dict[str, OrderBook]:
return self._order_book_tracker.order_books
@property
def trading_rules(self) -> Dict[str, TradingRule]:
return self._trading_rules
@property
def in_flight_orders(self) -> Dict[str, MexcInFlightOrder]:
return self._in_flight_orders
@property
def limit_orders(self) -> List[LimitOrder]:
return [
in_flight_order.to_limit_order()
for in_flight_order in self._in_flight_orders.values()
]
@property
def tracking_states(self) -> Dict[str, Any]:
return {
client_oid: order.to_json()
for client_oid, order in self._in_flight_orders.items()
if not order.is_done
}
def restore_tracking_states(self, saved_states: Dict[str, Any]):
self._in_flight_orders.update({
key: MexcInFlightOrder.from_json(value)
for key, value in saved_states.items()
})
@property
def shared_client(self) -> aiohttp.ClientSession:
return self._shared_client
@property
def user_stream_tracker(self) -> MexcUserStreamTracker:
return self._user_stream_tracker
@shared_client.setter
def shared_client(self, client: aiohttp.ClientSession):
self._shared_client = client
def start(self, clock: Clock, timestamp: float):
"""
This function is called automatically by the clock.
"""
super().start(clock, timestamp)
def stop(self, clock: Clock):
"""
This function is called automatically by the clock.
"""
super().stop(clock)
async def start_network(self):
"""
This function is required by NetworkIterator base class and is called automatically.
It starts tracking order book, polling trading rules,
updating statuses and tracking user data.
"""
await self.stop_network()
self._order_book_tracker.start()
self._trading_rules_polling_task = safe_ensure_future(
self._trading_rules_polling_loop())
if self._trading_required:
self._status_polling_task = safe_ensure_future(
self._status_polling_loop())
self._user_stream_tracker_task = safe_ensure_future(
self._user_stream_tracker.start())
self._user_stream_event_listener_task = safe_ensure_future(
self._user_stream_event_listener())
await self._update_balances()
async def stop_network(self):
self._order_book_tracker.stop()
if self._status_polling_task is not None:
self._status_polling_task.cancel()
self._status_polling_task = None
if self._trading_rules_polling_task is not None:
self._trading_rules_polling_task.cancel()
self._trading_rules_polling_task = None
if self._user_stream_tracker_task is not None:
self._user_stream_tracker_task.cancel()
self._user_stream_tracker_task = None
if self._user_stream_event_listener_task is not None:
self._user_stream_event_listener_task.cancel()
self._user_stream_event_listener_task = None
async def check_network(self) -> NetworkStatus:
try:
resp = await self._api_request(method="GET",
path_url=CONSTANTS.MEXC_PING_URL)
if 'code' not in resp or resp['code'] != 200:
raise Exception()
except asyncio.CancelledError:
raise
except Exception:
return NetworkStatus.NOT_CONNECTED
return NetworkStatus.CONNECTED
def tick(self, timestamp: float):
"""
Is called automatically by the clock for each clock's tick (1 second by default).
It checks if status polling task is due for execution.
"""
# now = time.time()
poll_interval = self.MORE_SHORT_POLL_INTERVAL
last_tick = int(self._last_timestamp / poll_interval)
current_tick = int(timestamp / poll_interval)
if current_tick > last_tick:
if not self._poll_notifier.is_set():
self._poll_notifier.set()
self._last_timestamp = timestamp
async def _http_client(self) -> aiohttp.ClientSession:
if self._shared_client is None:
self._shared_client = aiohttp.ClientSession()
return self._shared_client
async def _api_request(self,
method: str,
path_url: str,
params: Optional[Dict[str, Any]] = {},
data={},
is_auth_required: bool = False,
limit_id: Optional[str] = None) -> Dict[str, Any]:
headers = {"Content-Type": "application/json"}
if path_url in CONSTANTS.MEXC_PLACE_ORDER:
headers.update({'source': 'HUMBOT'})
client = await self._http_client()
text_data = ujson.dumps(data) if data else None
limit_id = limit_id or path_url
path_url = self._mexc_auth.add_auth_to_params(method, path_url, params,
is_auth_required)
url = urljoin(CONSTANTS.MEXC_BASE_URL, path_url)
async with self._throttler.execute_task(limit_id):
response_core = await client.request(
method=method.upper(),
url=url,
headers=headers,
# params=params if params else None, #mexc`s params is already in the url
data=text_data,
)
# async with response_core as response:
if response_core.status != 200:
raise IOError(
f"Error request from {url}. Response: {await response_core.json()}."
)
try:
parsed_response = await response_core.json()
return parsed_response
except Exception as ex:
raise IOError(f"Error parsing data from {url}." + repr(ex))
async def _update_balances(self):
path_url = CONSTANTS.MEXC_BALANCE_URL
msg = await self._api_request("GET",
path_url=path_url,
is_auth_required=True)
if msg['code'] == 200:
balances = msg['data']
else:
raise Exception(msg)
self.logger().info(f" _update_balances error: {msg} ")
return
self._account_available_balances.clear()
self._account_balances.clear()
for k, balance in balances.items():
# if Decimal(balance['frozen']) + Decimal(balance['available']) > Decimal(0.0001):
self._account_balances[k] = Decimal(balance['frozen']) + Decimal(
balance['available'])
self._account_available_balances[k] = Decimal(balance['available'])
async def _update_trading_rules(self):
try:
last_tick = int(self._last_timestamp / 60.0)
current_tick = int(self.current_timestamp / 60.0)
if current_tick > last_tick or len(self._trading_rules) < 1:
exchange_info = await self._api_request(
"GET", path_url=CONSTANTS.MEXC_SYMBOL_URL)
trading_rules_list = self._format_trading_rules(
exchange_info['data'])
self._trading_rules.clear()
for trading_rule in trading_rules_list:
self._trading_rules[
trading_rule.trading_pair] = trading_rule
except Exception as ex:
self.logger().error("Error _update_trading_rules:" + str(ex),
exc_info=True)
def _format_trading_rules(
self, raw_trading_pair_info: List[Dict[str,
Any]]) -> List[TradingRule]:
trading_rules = []
for info in raw_trading_pair_info:
try:
trading_rules.append(
TradingRule(
trading_pair=convert_from_exchange_trading_pair(
info['symbol']),
# min_order_size=Decimal(info["min_amount"]),
# max_order_size=Decimal(info["max_amount"]),
min_price_increment=Decimal(
num_to_increment(info["price_scale"])),
min_base_amount_increment=Decimal(
num_to_increment(info["quantity_scale"])),
# min_quote_amount_increment=Decimal(info["1e-{info['value-precision']}"]),
# min_notional_size=Decimal(info["min-order-value"])
min_notional_size=Decimal(info["min_amount"]),
# max_notional_size=Decimal(info["max_amount"]),
))
except Exception:
self.logger().error(
f"Error parsing the trading pair rule {info}. Skipping.",
exc_info=True)
return trading_rules
async def get_order_status(self, exchangge_order_id: str,
trading_pair: str) -> Dict[str, Any]:
params = {"order_ids": exchangge_order_id}
msg = await self._api_request(
"GET",
path_url=CONSTANTS.MEXC_ORDER_DETAILS_URL,
params=params,
is_auth_required=True)
if msg["code"] == 200:
return msg['data'][0]
async def _update_order_status(self):
last_tick = int(self._last_poll_timestamp /
self.UPDATE_ORDERS_INTERVAL)
current_tick = int(self.current_timestamp /
self.UPDATE_ORDERS_INTERVAL)
if current_tick > last_tick and len(self._in_flight_orders) > 0:
tracked_orders = list(self._in_flight_orders.values())
for tracked_order in tracked_orders:
try:
exchange_order_id = await tracked_order.get_exchange_order_id(
)
try:
order_update = await self.get_order_status(
exchange_order_id, tracked_order.trading_pair)
except MexcAPIError as ex:
err_code = ex.error_payload.get("error").get(
'err-code')
self.stop_tracking_order(tracked_order.client_order_id)
self.logger().info(
f"The limit order {tracked_order.client_order_id} "
f"has failed according to order status API. - {err_code}"
)
self.trigger_event(
self.MARKET_ORDER_FAILURE_EVENT_TAG,
MarketOrderFailureEvent(
self.current_timestamp,
tracked_order.client_order_id,
tracked_order.order_type))
continue
if order_update is None:
self.logger().network(
f"Error fetching status update for the order {tracked_order.client_order_id}: "
f"{exchange_order_id}.",
app_warning_msg=
f"Could not fetch updates for the order {tracked_order.client_order_id}. "
f"The order has either been filled or canceled.")
continue
tracked_order.last_state = order_update['state']
order_status = order_update['state']
new_confirmed_amount = Decimal(
order_update['deal_quantity'])
execute_amount_diff = new_confirmed_amount - tracked_order.executed_amount_base
if execute_amount_diff > s_decimal_0:
execute_price = Decimal(
Decimal(order_update['deal_amount']) /
Decimal(order_update['deal_quantity']))
tracked_order.executed_amount_base = Decimal(
order_update['deal_quantity'])
tracked_order.executed_amount_quote = Decimal(
order_update['deal_amount'])
order_filled_event = OrderFilledEvent(
self.current_timestamp,
tracked_order.client_order_id,
tracked_order.trading_pair,
tracked_order.trade_type,
tracked_order.order_type,
execute_price,
execute_amount_diff,
self.get_fee(
tracked_order.base_asset,
tracked_order.quote_asset,
tracked_order.order_type,
tracked_order.trade_type,
execute_amount_diff,
execute_price,
),
exchange_trade_id=exchange_order_id)
self.logger().info(
f"Filled {execute_amount_diff} out of {tracked_order.amount} of the "
f"order {tracked_order.client_order_id}.")
self.trigger_event(self.MARKET_ORDER_FILLED_EVENT_TAG,
order_filled_event)
if order_status == "FILLED":
fee_paid, fee_currency = await self.get_deal_detail_fee(
tracked_order.exchange_order_id)
tracked_order.fee_paid = fee_paid
tracked_order.fee_asset = fee_currency
tracked_order.last_state = order_status
self.stop_tracking_order(tracked_order.client_order_id)
if tracked_order.trade_type is TradeType.BUY:
self.logger().info(
f"The BUY {tracked_order.order_type} order {tracked_order.client_order_id} has completed "
f"according to order delta restful API.")
self.trigger_event(
self.MARKET_BUY_ORDER_COMPLETED_EVENT_TAG,
BuyOrderCompletedEvent(
self.current_timestamp,
tracked_order.client_order_id,
tracked_order.base_asset,
tracked_order.quote_asset,
tracked_order.fee_asset
or tracked_order.quote_asset,
tracked_order.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.fee_paid,
tracked_order.order_type))
elif tracked_order.trade_type is TradeType.SELL:
self.logger().info(
f"The SELL {tracked_order.order_type} order {tracked_order.client_order_id} has completed "
f"according to order delta restful API.")
self.trigger_event(
self.MARKET_SELL_ORDER_COMPLETED_EVENT_TAG,
SellOrderCompletedEvent(
self.current_timestamp,
tracked_order.client_order_id,
tracked_order.base_asset,
tracked_order.quote_asset,
tracked_order.fee_asset
or tracked_order.quote_asset,
tracked_order.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.fee_paid,
tracked_order.order_type))
continue
if order_status == "CANCELED" or order_status == "PARTIALLY_CANCELED":
tracked_order.last_state = order_status
self.stop_tracking_order(tracked_order.client_order_id)
self.logger().info(
f"Order {tracked_order.client_order_id} has been cancelled "
f"according to order delta restful API.")
self.trigger_event(
self.MARKET_ORDER_CANCELLED_EVENT_TAG,
OrderCancelledEvent(self.current_timestamp,
tracked_order.client_order_id))
except Exception as ex:
self.logger().error("_update_order_status error ..." +
repr(ex),
exc_info=True)
def _reset_poll_notifier(self):
self._poll_notifier = asyncio.Event()
async def _status_polling_loop(self):
while True:
try:
self._reset_poll_notifier()
await self._poll_notifier.wait()
await safe_gather(
self._update_balances(),
self._update_order_status(),
)
self._last_poll_timestamp = self.current_timestamp
except asyncio.CancelledError:
raise
except Exception as ex:
self.logger().network(
"Unexpected error while fetching account updates." +
repr(ex),
exc_info=True,
app_warning_msg="Could not fetch account updates from MEXC. "
"Check API key and network connection.")
await asyncio.sleep(0.5)
async def _trading_rules_polling_loop(self):
while True:
try:
await self._update_trading_rules()
await asyncio.sleep(60)
except asyncio.CancelledError:
raise
except Exception as ex:
self.logger().network(
"Unexpected error while fetching trading rules." +
repr(ex),
exc_info=True,
app_warning_msg=
"Could not fetch new trading rules from MEXC. "
"Check network connection.")
await asyncio.sleep(0.5)
async def _iter_user_event_queue(self) -> AsyncIterable[Dict[str, Any]]:
while True:
try:
yield await self._user_stream_tracker.user_stream.get()
except asyncio.CancelledError:
raise
except Exception as ex:
self.logger().error(
f"Unknown error. Retrying after 1 second. {ex}",
exc_info=True)
await asyncio.sleep(1.0)
async def _user_stream_event_listener(self):
async for stream_message in self._iter_user_event_queue():
# self.logger().info(f"stream_message:{stream_message}")
try:
if 'channel' in stream_message.keys(
) and stream_message['channel'] == 'push.personal.account':
continue
elif 'channel' in stream_message.keys(
) and stream_message['channel'] == 'push.personal.order':
await self._process_order_message(stream_message)
else:
self.logger().debug(
f"Unknown event received from the connector ({stream_message})"
)
except asyncio.CancelledError:
raise
except Exception as e:
self.logger().error(
f"Unexpected error in user stream listener lopp. {e}",
exc_info=True)
await asyncio.sleep(5.0)
async def _process_order_message(self, stream_message: Dict[str, Any]):
client_order_id = stream_message["data"]["clientOrderId"]
# trading_pair = convert_from_exchange_trading_pair(stream_message["symbol"])
# 1:NEW,2:FILLED,3:PARTIALLY_FILLED,4:CANCELED,5:PARTIALLY_CANCELED
order_status = ws_order_status_convert_to_str(
stream_message["data"]["status"])
tracked_order = self._in_flight_orders.get(client_order_id, None)
if tracked_order is None:
return
# Update balance in time
await self._update_balances()
if order_status in {"FILLED", "PARTIALLY_FILLED"}:
executed_amount = Decimal(str(
stream_message["data"]['quantity'])) - Decimal(
str(stream_message["data"]['remainQuantity']))
execute_price = Decimal(str(stream_message["data"]['price']))
execute_amount_diff = executed_amount - tracked_order.executed_amount_base
if execute_amount_diff > s_decimal_0:
tracked_order.executed_amount_base = executed_amount
tracked_order.executed_amount_quote = Decimal(
str(stream_message["data"]['amount'])) - Decimal(
str(stream_message["data"]['remainAmount']))
current_fee = self.get_fee(tracked_order.base_asset,
tracked_order.quote_asset,
tracked_order.order_type,
tracked_order.trade_type,
execute_amount_diff, execute_price)
self.logger().info(
f"Filled {execute_amount_diff} out of {tracked_order.amount} of "
)
self.trigger_event(
self.MARKET_ORDER_FILLED_EVENT_TAG,
OrderFilledEvent(
self.current_timestamp,
tracked_order.client_order_id,
tracked_order.trading_pair,
tracked_order.trade_type,
tracked_order.order_type,
execute_price,
execute_amount_diff,
current_fee,
exchange_trade_id=tracked_order.exchange_order_id))
if order_status == "FILLED":
fee_paid, fee_currency = await self.get_deal_detail_fee(
tracked_order.exchange_order_id)
tracked_order.fee_paid = fee_paid
tracked_order.fee_asset = fee_currency
tracked_order.last_state = order_status
if tracked_order.trade_type is TradeType.BUY:
self.logger().info(
f"The BUY {tracked_order.order_type} order {tracked_order.client_order_id} has completed "
f"according to order delta websocket API.")
self.trigger_event(
self.MARKET_BUY_ORDER_COMPLETED_EVENT_TAG,
BuyOrderCompletedEvent(
self.current_timestamp, tracked_order.client_order_id,
tracked_order.base_asset, tracked_order.quote_asset,
tracked_order.fee_asset or tracked_order.quote_asset,
tracked_order.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.fee_paid, tracked_order.order_type))
elif tracked_order.trade_type is TradeType.SELL:
self.logger().info(
f"The SELL {tracked_order.order_type} order {tracked_order.client_order_id} has completed "
f"according to order delta websocket API.")
self.trigger_event(
self.MARKET_SELL_ORDER_COMPLETED_EVENT_TAG,
SellOrderCompletedEvent(
self.current_timestamp, tracked_order.client_order_id,
tracked_order.base_asset, tracked_order.quote_asset,
tracked_order.fee_asset or tracked_order.quote_asset,
tracked_order.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.fee_paid, tracked_order.order_type))
self.stop_tracking_order(tracked_order.client_order_id)
return
if order_status == "CANCELED" or order_status == "PARTIALLY_CANCELED":
tracked_order.last_state = order_status
self.logger().info(
f"Order {tracked_order.client_order_id} has been cancelled "
f"according to order delta websocket API.")
self.trigger_event(
self.MARKET_ORDER_CANCELLED_EVENT_TAG,
OrderCancelledEvent(self.current_timestamp,
tracked_order.client_order_id))
self.stop_tracking_order(tracked_order.client_order_id)
@property
def status_dict(self) -> Dict[str, bool]:
return {
"order_books_initialized":
self._order_book_tracker.ready,
"acount_balance":
len(self._account_balances) > 0
if self._trading_required else True,
"trading_rule_initialized":
len(self._trading_rules) > 0
}
def supported_order_types(self):
return [OrderType.LIMIT, OrderType.MARKET]
@property
def ready(self) -> bool:
return all(self.status_dict.values())
async def place_order(self, order_id: str, trading_pair: str,
amount: Decimal, is_buy: bool, order_type: OrderType,
price: Decimal) -> str:
if order_type is OrderType.LIMIT:
order_type_str = "LIMIT_ORDER"
elif order_type is OrderType.LIMIT_MAKER:
order_type_str = "POST_ONLY"
data = {
'client_order_id': order_id,
'order_type': order_type_str,
'trade_type': "BID" if is_buy else "ASK",
'symbol': convert_to_exchange_trading_pair(trading_pair),
'quantity': str(amount),
'price': str(price)
}
exchange_order_id = await self._api_request(
"POST",
path_url=CONSTANTS.MEXC_PLACE_ORDER,
params={},
data=data,
is_auth_required=True)
return str(exchange_order_id.get('data'))
async def execute_buy(self,
order_id: str,
trading_pair: str,
amount: Decimal,
order_type: OrderType,
price: Optional[Decimal] = s_decimal_0):
trading_rule = self._trading_rules[trading_pair]
if not order_type.is_limit_type():
self.trigger_event(
self.MARKET_ORDER_FAILURE_EVENT_TAG,
MarketOrderFailureEvent(self.current_timestamp, order_id,
order_type))
raise Exception(f"Unsupported order type: {order_type}")
decimal_price = self.quantize_order_price(trading_pair, price)
decimal_amount = self.quantize_order_amount(trading_pair, amount,
decimal_price)
if decimal_price * decimal_amount < trading_rule.min_notional_size:
self.trigger_event(
self.MARKET_ORDER_FAILURE_EVENT_TAG,
MarketOrderFailureEvent(self.current_timestamp, order_id,
order_type))
raise ValueError(
f"Buy order amount {decimal_amount} is lower than the notional size "
)
try:
exchange_order_id = await self.place_order(order_id, trading_pair,
decimal_amount, True,
order_type,
decimal_price)
self.start_tracking_order(order_id=order_id,
exchange_order_id=exchange_order_id,
trading_pair=trading_pair,
order_type=order_type,
trade_type=TradeType.BUY,
price=decimal_price,
amount=decimal_amount)
tracked_order = self._in_flight_orders.get(order_id)
if tracked_order is not None:
self.logger().info(
f"Created {order_type.name.upper()} buy order {order_id} for {decimal_amount} {trading_pair}."
)
self.trigger_event(
self.MARKET_BUY_ORDER_CREATED_EVENT_TAG,
BuyOrderCreatedEvent(self.current_timestamp, order_type,
trading_pair, decimal_amount,
decimal_price, order_id))
except asyncio.CancelledError:
raise
except Exception as ex:
self.stop_tracking_order(order_id)
order_type_str = order_type.name.lower()
self.logger().network(
f"Error submitting buy {order_type_str} order to Mexc for "
f"{decimal_amount} {trading_pair} "
f"{decimal_price if order_type is OrderType.LIMIT else ''}."
f"{decimal_price}." + repr(ex),
exc_info=True,
app_warning_msg=
"Failed to submit buy order to Mexc. Check API key and network connection."
)
self.trigger_event(
self.MARKET_ORDER_FAILURE_EVENT_TAG,
MarketOrderFailureEvent(self.current_timestamp, order_id,
order_type))
def buy(self,
trading_pair: str,
amount: Decimal,
order_type=OrderType.MARKET,
price: Decimal = s_decimal_NaN,
**kwargs) -> str:
tracking_nonce = int(get_tracking_nonce())
order_id = str(f"buy-{trading_pair}-{tracking_nonce}")
safe_ensure_future(
self.execute_buy(order_id, trading_pair, amount, order_type,
price))
return order_id
async def execute_sell(self,
order_id: str,
trading_pair: str,
amount: Decimal,
order_type: OrderType,
price: Optional[Decimal] = s_decimal_0):
trading_rule = self._trading_rules[trading_pair]
if not order_type.is_limit_type():
self.trigger_event(
self.MARKET_ORDER_FAILURE_EVENT_TAG,
MarketOrderFailureEvent(self.current_timestamp, order_id,
order_type))
raise Exception(f"Unsupported order type: {order_type}")
decimal_price = self.quantize_order_price(trading_pair, price)
decimal_amount = self.quantize_order_amount(trading_pair, amount,
decimal_price)
if decimal_price * decimal_amount < trading_rule.min_notional_size:
self.trigger_event(
self.MARKET_ORDER_FAILURE_EVENT_TAG,
MarketOrderFailureEvent(self.current_timestamp, order_id,
order_type))
raise ValueError(
f"Sell order amount {decimal_amount} is lower than the notional size "
)
try:
exchange_order_id = await self.place_order(order_id, trading_pair,
decimal_amount, False,
order_type,
decimal_price)
self.start_tracking_order(order_id=order_id,
exchange_order_id=exchange_order_id,
trading_pair=trading_pair,
order_type=order_type,
trade_type=TradeType.SELL,
price=decimal_price,
amount=decimal_amount)
tracked_order = self._in_flight_orders.get(order_id)
if tracked_order is not None:
self.logger().info(
f"Created {order_type.name.upper()} sell order {order_id} for {decimal_amount} {trading_pair}."
)
self.trigger_event(
self.MARKET_SELL_ORDER_CREATED_EVENT_TAG,
SellOrderCreatedEvent(self.current_timestamp, order_type,
trading_pair, decimal_amount,
decimal_price, order_id))
except asyncio.CancelledError:
raise
except Exception as ex:
self.stop_tracking_order(order_id)
order_type_str = order_type.name.lower()
self.logger().network(
f"Error submitting sell {order_type_str} order to Mexc for "
f"{decimal_amount} {trading_pair} "
f"{decimal_price if order_type is OrderType.LIMIT else ''}."
f"{decimal_price}." + ",ex:" + repr(ex),
exc_info=True,
app_warning_msg=
"Failed to submit sell order to Mexc. Check API key and network connection."
)
self.trigger_event(
self.MARKET_ORDER_FAILURE_EVENT_TAG,
MarketOrderFailureEvent(self.current_timestamp, order_id,
order_type))
def sell(self,
trading_pair: str,
amount: Decimal,
order_type: OrderType = OrderType.MARKET,
price: Decimal = s_decimal_NaN,
**kwargs) -> str:
tracking_nonce = int(get_tracking_nonce())
order_id = str(f"sell-{trading_pair}-{tracking_nonce}")
safe_ensure_future(
self.execute_sell(order_id, trading_pair, amount, order_type,
price))
return order_id
async def execute_cancel(self, trading_pair: str, client_order_id: str):
try:
tracked_order = self._in_flight_orders.get(client_order_id)
if tracked_order is None:
# raise ValueError(f"Failed to cancel order - {client_order_id}. Order not found.")
self.logger().network(
f"Failed to cancel order - {client_order_id}. Order not found."
)
return
params = {
"client_order_ids": client_order_id,
}
response = await self._api_request(
"DELETE",
path_url=CONSTANTS.MEXC_ORDER_CANCEL,
params=params,
is_auth_required=True)
if not response['code'] == 200:
raise MexcAPIError("Order could not be canceled")
except MexcAPIError as ex:
self.logger().network(
f"Failed to cancel order {client_order_id} : {repr(ex)}",
exc_info=True,
app_warning_msg=
f"Failed to cancel the order {client_order_id} on Mexc. "
f"Check API key and network connection.")
def cancel(self, trading_pair: str, order_id: str):
safe_ensure_future(self.execute_cancel(trading_pair, order_id))
return order_id
async def cancel_all(self,
timeout_seconds: float) -> List[CancellationResult]:
orders_by_trading_pair = {}
for order in self._in_flight_orders.values():
orders_by_trading_pair[
order.trading_pair] = orders_by_trading_pair.get(
order.trading_pair, [])
orders_by_trading_pair[order.trading_pair].append(order)
if len(orders_by_trading_pair) == 0:
return []
for trading_pair in orders_by_trading_pair:
cancel_order_ids = [
o.exchange_order_id
for o in orders_by_trading_pair[trading_pair]
]
is_need_loop = True
while is_need_loop:
if len(cancel_order_ids) > self.ORDER_LEN_LIMIT:
is_need_loop = True
this_turn_cancel_order_ids = cancel_order_ids[:self.
ORDER_LEN_LIMIT]
cancel_order_ids = cancel_order_ids[self.ORDER_LEN_LIMIT:]
else:
this_turn_cancel_order_ids = cancel_order_ids
is_need_loop = False
self.logger().debug(
f"cancel_order_ids {this_turn_cancel_order_ids} orders_by_trading_pair[trading_pair]"
)
params = {
'order_ids':
quote(','.join([o for o in this_turn_cancel_order_ids])),
}
cancellation_results = []
try:
cancel_all_results = await self._api_request(
"DELETE",
path_url=CONSTANTS.MEXC_ORDER_CANCEL,
params=params,
is_auth_required=True)
for order_result_client_order_id, order_result_value in cancel_all_results[
'data'].items():
for o in orders_by_trading_pair[trading_pair]:
if o.client_order_id == order_result_client_order_id:
result_bool = True if order_result_value == "invalid order state" or order_result_value == "success" else False
cancellation_results.append(
CancellationResult(o.client_order_id,
result_bool))
if result_bool:
self.trigger_event(
self.MARKET_ORDER_CANCELLED_EVENT_TAG,
OrderCancelledEvent(
self.current_timestamp,
order_id=o.client_order_id,
exchange_order_id=o.
exchange_order_id))
self.stop_tracking_order(o.client_order_id)
except Exception as ex:
self.logger().network(
f"Failed to cancel all orders: {this_turn_cancel_order_ids}"
+ repr(ex),
exc_info=True,
app_warning_msg=
"Failed to cancel all orders on Mexc. Check API key and network connection."
)
return cancellation_results
def get_order_book(self, trading_pair: str) -> OrderBook:
if trading_pair not in self._order_book_tracker.order_books:
raise ValueError(f"No order book exists for '{trading_pair}'.")
return self._order_book_tracker.order_books[trading_pair]
def start_tracking_order(self, order_id: str,
exchange_order_id: Optional[str],
trading_pair: str, trade_type: TradeType,
price: Decimal, amount: Decimal,
order_type: OrderType):
self._in_flight_orders[order_id] = MexcInFlightOrder(
client_order_id=order_id,
exchange_order_id=exchange_order_id,
trading_pair=trading_pair,
order_type=order_type,
trade_type=trade_type,
price=price,
amount=amount)
def stop_tracking_order(self, order_id: str):
if order_id in self._in_flight_orders:
del self._in_flight_orders[order_id]
def get_order_price_quantum(self, trading_pair: str,
price: Decimal) -> Decimal:
"""
Used by quantize_order_price() in _create_order()
Returns a price step, a minimum price increment for a given trading pair.
"""
trading_rule = self._trading_rules[trading_pair]
return trading_rule.min_price_increment
def get_order_size_quantum(self, trading_pair: str,
order_size: Decimal) -> Decimal:
"""
Used by quantize_order_price() in _create_order()
Returns an order amount step, a minimum amount increment for a given trading pair.
"""
trading_rule = self._trading_rules[trading_pair]
return Decimal(trading_rule.min_base_amount_increment)
def quantize_order_amount(self,
trading_pair: str,
amount: Decimal,
price: Decimal = s_decimal_0) -> Decimal:
trading_rule = self._trading_rules[trading_pair]
quantized_amount = ExchangeBase.quantize_order_amount(
self, trading_pair, amount)
current_price = self.get_price(trading_pair, False)
calc_price = current_price if price == s_decimal_0 else price
notional_size = calc_price * quantized_amount
if notional_size < trading_rule.min_notional_size * Decimal("1"):
return s_decimal_0
return quantized_amount
def get_fee(self,
base_currency: str,
quote_currency: str,
order_type: OrderType,
order_side: TradeType,
amount: Decimal,
price: Decimal = s_decimal_NaN,
is_maker: Optional[bool] = None) -> AddedToCostTradeFee:
is_maker = order_type is OrderType.LIMIT_MAKER
return AddedToCostTradeFee(percent=self.estimate_fee_pct(is_maker))
async def get_deal_detail_fee(self, order_id: str) -> Dict[str, Any]:
params = {
'order_id': order_id,
}
msg = await self._api_request("GET",
path_url=CONSTANTS.MEXC_DEAL_DETAIL,
params=params,
is_auth_required=True)
fee = s_decimal_0
fee_currency = None
if msg['code'] == 200:
balances = msg['data']
else:
raise Exception(msg)
for order in balances:
fee += Decimal(order['fee'])
fee_currency = order['fee_currency']
return fee, fee_currency