fix the canceled orders bugs

gateway/binance_future.py

@@ -120,7 +120,8 @@ def request(self, req_method: RequestMethod, path: str, requery_dict=None, verif
 
         for i in range(0, self.try_counts):
             try:
-                response = requests.request(req_method.value, url=url, headers=headers, timeout=self.timeout, proxies=self.proxies)
+                response = requests.request(req_method.value, url=url, headers=headers, timeout=self.timeout,
+                                            proxies=self.proxies)
                 if response.status_code == 200:
                     return response.json()
                 else:
@@ -211,6 +212,7 @@ def get_kline(self, symbol, interval: Interval, start_time=None, end_time=None,
             if isinstance(data, list) and len(data):
                 return data
         return []
+
     def get_latest_price(self, symbol):
         path = "/fapi/v1/ticker/price"
         query_dict = {"symbol": symbol}
@@ -299,23 +301,23 @@ def place_order(self, symbol: str, order_side: OrderSide, order_type: OrderType,
         # print(params)
         return self.request(RequestMethod.POST, path=path, requery_dict=params, verify=True)
 
-    def get_order(self, symbol, client_order_id=None):
+    def get_order(self, symbol, client_order_id: str = ""):
         path = "/fapi/v1/order"
-        query_dict = {"symbol": symbol, "timestamp": self._timestamp()}
+        params = {"symbol": symbol, "timestamp": self._timestamp()}
         if client_order_id:
-            query_dict["origClientOrderId"] = client_order_id
+            params["origClientOrderId"] = client_order_id
 
-        return self.request(RequestMethod.GET, path, query_dict, verify=True)
+        return self.request(RequestMethod.GET, path, params, verify=True)
 
-    def cancel_order(self, symbol, client_order_id=None):
+    def cancel_order(self, symbol, client_order_id: str = ""):
         path = "/fapi/v1/order"
         params = {"symbol": symbol, "timestamp": self._timestamp()}
         if client_order_id:
             params["origClientOrderId"] = client_order_id
 
         return self.request(RequestMethod.DELETE, path, params, verify=True)
 
-    def get_open_orders(self, symbol=None):
+    def get_open_orders(self, symbol: str = ""):
         path = "/fapi/v1/openOrders"
 
         params = {"timestamp": self._timestamp()}

gateway/binance_spot.py

@@ -1,4 +1,3 @@
-
 """
 
     币安推荐码:  返佣10%
@@ -17,7 +16,6 @@
     服务器购买地址: https://www.ucloud.cn/site/global.html?invitation_code=C1x2EA81CD79B8C#dongjing
 """
 
-
 import requests
 import time
 import hmac
@@ -88,7 +86,7 @@ def __init__(self, api_key=None, secret=None, host=None, proxy_host=None, proxy_
         self.timeout = timeout
         self.order_count_lock = Lock()
         self.order_count = 1_000_000
-        self.try_counts = try_counts # 失败尝试的次数.
+        self.try_counts = try_counts  # 失败尝试的次数.
         self.proxy_host = proxy_host
         self.proxy_port = proxy_port
 
@@ -116,7 +114,8 @@ def request(self, req_method: RequestMethod, path: str, requery_dict=None, verif
         headers = {"X-MBX-APIKEY": self.api_key}
         for i in range(0, self.try_counts):
             try:
-                response = requests.request(req_method.value, url=url, headers=headers, timeout=self.timeout, proxies=self.proxies)
+                response = requests.request(req_method.value, url=url, headers=headers, timeout=self.timeout,
+                                            proxies=self.proxies)
                 if response.status_code == 200:
                     return response.json()
                 else:
@@ -309,15 +308,23 @@ def place_order(self, symbol: str, order_side: OrderSide, order_type: OrderType,
 
         return self.request(RequestMethod.POST, path=path, requery_dict=params, verify=True)
 
-    def get_order(self, symbol: str, client_order_id: str):
+    def get_order(self, symbol: str, client_order_id: str = ""):
         """
         获取订单状态.
         :param symbol:
         :param client_order_id:
         :return:
         """
         path = "/api/v3/order"
-        prams = {"symbol": symbol, "timestamp": self.get_current_timestamp(), "origClientOrderId": client_order_id}
+        prams = {"symbol": symbol, "timestamp": self.get_current_timestamp()}
+        if client_order_id:
+            prams["origClientOrderId"] = client_order_id
+
+        return self.request(RequestMethod.GET, path, prams, verify=True)
+
+    def get_all_orders(self, symbol:str):
+        path = "/api/v3/allOrders"
+        prams = {"symbol": symbol, "timestamp": self.get_current_timestamp()}
 
         return self.request(RequestMethod.GET, path, prams, verify=True)
 

trader/binance_future_trader.py

@@ -102,7 +102,19 @@ def start(self):
                     if check_order.get('status') == OrderStatus.CANCELED.value:
                         delete_buy_orders.append(buy_order)
 
-                        print(f"{buy_order.get('symbol')}: buy order was canceled, time: {datetime.now()}")
+                        symbol = buy_order.get('symbol')
+                        print(f"{symbol}: buy order was canceled, time: {datetime.now()}")
+
+                        price = float(check_order.get('price'))
+                        qty = float(check_order.get('executedQty', 0))
+                        min_qty = self.symbols_dict.get(symbol).get('min_qty', 0)
+
+                        if qty > 0:
+                            self.positions.update(symbol=symbol, trade_price=price, trade_amount=qty, min_qty=min_qty,
+                                                  is_buy=True)
+
+                            logging.info(
+                                f"{symbol}: buy order was partially filled, price: {price}, qty: {qty}, time: {datetime.now()}")
 
                     elif check_order.get('status') == OrderStatus.FILLED.value:
                         delete_buy_orders.append(buy_order)
@@ -142,7 +154,20 @@ def start(self):
                     if check_order.get('status') == OrderStatus.CANCELED.value:
                         delete_sell_orders.append(sell_order)
 
-                        print(f"{sell_order.get('symbol')}: sell order was canceled, time: {datetime.now()}")
+                        symbol = sell_order.get('symbol')
+                        print(f"{symbol}: sell order was canceled, time: {datetime.now()}")
+
+                        price = float(check_order.get('price'))
+                        qty = float(check_order.get('executedQty', 0))
+                        min_qty = self.symbols_dict.get(symbol).get('min_qty', 0)
+
+                        if qty > 0:
+                            self.positions.update(symbol=symbol, trade_price=price, trade_amount=qty, min_qty=min_qty,
+                                                  is_buy=False)
+
+                            logging.info(
+                                f"{symbol}: sell order was partially filled, price: {price}, qty: {qty}, total_profit: {self.positions.total_profit}, time: {datetime.now()}")
+
                     elif check_order.get('status') == OrderStatus.FILLED.value:
                         delete_sell_orders.append(sell_order)
 

trader/binance_spot_trader.py

@@ -49,9 +49,12 @@ def get_exchange_info(self):
             items = data.get('symbols', [])
             for item in items:
 
+                symbol = item['symbol']
+                if symbol.__contains__('UP') or symbol.__contains__('DOWN'):
+                    continue
+
                 if item.get('quoteAsset') == 'USDT' and item.get('status') == "TRADING":
 
-                    symbol = item['symbol']
                     symbol_data = {"symbol": symbol}
                     for filters in item['filters']:
                         if filters['filterType'] == 'PRICE_FILTER':
@@ -100,7 +103,20 @@ def start(self):
                     if check_order.get('status') == OrderStatus.CANCELED.value:
                         delete_buy_orders.append(buy_order)
 
-                        print(f"{buy_order.get('symbol')}: buy order was canceled, time: {datetime.now()}")
+                        symbol = buy_order.get('symbol')
+                        print(f"{symbol}: buy order was canceled,  time: {datetime.now()}")
+
+                        min_qty = self.symbols_dict.get(symbol).get('min_qty', 0)
+                        price = float(check_order.get('price'))
+                        qty = float(check_order.get('executedQty', 0))
+
+                        if qty > 0:
+                            self.positions.update(symbol=symbol, trade_price=price, trade_amount=qty, min_qty=min_qty,
+                                                  is_buy=True)
+
+                            logging.info(
+                                f"{symbol}: buy order was partially filled, price: {price}, qty: {qty}, time: {datetime.now()}")
+
 
                     elif check_order.get('status') == OrderStatus.FILLED.value:
                         delete_buy_orders.append(buy_order)
@@ -140,7 +156,21 @@ def start(self):
                     if check_order.get('status') == OrderStatus.CANCELED.value:
                         delete_sell_orders.append(sell_order)
 
-                        print(f"{sell_order.get('symbol')}: sell order was canceled, time: {datetime.now()}")
+                        symbol = sell_order.get('symbol')
+                        print(f"{symbol}: sell order was canceled, time: {datetime.now()}")
+
+                        min_qty = self.symbols_dict.get(symbol).get('min_qty', 0)
+                        price = float(check_order.get('price'))
+                        qty = float(check_order.get('executedQty', 0))
+
+                        if qty > 0:
+                            self.positions.update(symbol=symbol, trade_price=price, trade_amount=qty, min_qty=min_qty,
+                                                  is_buy=False)
+
+                            logging.info(
+                                f"{symbol}: sell order was partially filled, price: {price}, qty: {qty}, total_profit: {self.positions.total_profit}, time: {datetime.now()}")
+
+
                     elif check_order.get('status') == OrderStatus.FILLED.value:
                         delete_sell_orders.append(sell_order)
 
@@ -259,7 +289,6 @@ def start(self):
             else:
                 print(f"{s}: bid_price: {bid_price}, ask_price: {bid_price}")
 
-
         pos_symbols = self.positions.positions.keys()  # 有仓位的交易对信息.
         pos_count = len(pos_symbols)  # 仓位的个数.
 
@@ -295,7 +324,8 @@ def start(self):
                                                          order_type=OrderType.LIMIT, quantity=qty,
                                                          price=bid_price)
 
-                print(f"{s} hour change: {signal['pct']}, 4hour change: {signal['pct_4h']}, place buy order: {buy_order}")
+                print(
+                    f"{s} hour change: {signal['pct']}, 4hour change: {signal['pct_4h']}, place buy order: {buy_order}")
                 if buy_order:
                     # resolve buy orders
                     orders = self.buy_orders_dict.get(s, [])