fa7208f5f3
在 `binance_order_event_logger.py` 和 `user_data_stream.py` 中更新了 ALGO_UPDATE 事件的字段处理逻辑，增强了对不同字段名的兼容性，确保在获取算法 ID 和客户端算法 ID 时能够正确解析多种可能的字段。这一改进提升了系统在处理算法订单时的灵活性与准确性。
87 lines
3.3 KiB
Python
87 lines
3.3 KiB
Python
"""
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币安订单推送事件日志：将 ORDER_TRADE_UPDATE / ALGO_UPDATE 等写入日志文件，便于与 DB 对账。
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每行一条 JSON，含 event_type、account_id、时间、关键字段，方便 grep / 脚本分析。
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"""
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import json
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import logging
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import os
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import time
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from pathlib import Path
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from typing import Any, Dict, Optional
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logger = logging.getLogger(__name__)
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_LOG_DIR: Optional[Path] = None
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_LOG_PATH: Optional[Path] = None
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def _get_log_path() -> Optional[Path]:
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global _LOG_DIR, _LOG_PATH
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if _LOG_PATH is not None:
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return _LOG_PATH
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try:
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root = Path(__file__).resolve().parent.parent
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_LOG_DIR = root / "logs"
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_LOG_DIR.mkdir(parents=True, exist_ok=True)
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_LOG_PATH = _LOG_DIR / "binance_order_events.log"
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return _LOG_PATH
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except Exception as e:
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logger.debug(f"binance_order_event_logger 无法创建日志路径: {e}")
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return None
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def _default_serializer(obj):
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if hasattr(obj, "isoformat"):
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return obj.isoformat()
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raise TypeError(f"Object of type {type(obj).__name__} is not JSON serializable")
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def log_order_event(account_id: int, event_type: str, event_time_ms: Optional[int], data: Dict[str, Any]) -> None:
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"""
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将币安订单推送事件写入日志文件（每行一条 JSON）。
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Args:
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account_id: 账号 ID
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event_type: ORDER_TRADE_UPDATE / ALGO_UPDATE 等
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event_time_ms: 事件时间（毫秒）
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data: 原始 payload（如 o 或 a 部分），会提取关键字段
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"""
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path = _get_log_path()
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if not path:
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return
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try:
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# 提取关键字段便于对账
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row = {
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"ts": int(time.time() * 1000),
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"event_type": event_type,
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"account_id": account_id,
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"E": event_time_ms,
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}
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if event_type == "ORDER_TRADE_UPDATE" and data:
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o = data
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row["symbol"] = (o.get("s") or "").strip()
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row["orderId"] = o.get("i")
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row["clientOrderId"] = (o.get("c") or "").strip() or None
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row["event"] = (o.get("x") or "").strip() # NEW/TRADE/CANCELED
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row["status"] = (o.get("X") or "").strip() # NEW/FILLED/CANCELED
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row["reduceOnly"] = o.get("R") is True
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if row["status"] == "FILLED":
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row["avgPrice"] = o.get("ap")
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row["executedQty"] = o.get("z")
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row["realizedPnl"] = o.get("rp")
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elif event_type == "ALGO_UPDATE" and data:
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o = data
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row["symbol"] = (o.get("s") or "").strip()
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# 币安文档：aid=Algo Id，兼容 i/algoId；caid=Client Algo Id，兼容 c/clientAlgoId
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row["algoId"] = o.get("aid") or o.get("i") or o.get("algoId")
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row["clientAlgoId"] = (o.get("caid") or o.get("c") or o.get("clientAlgoId") or "").strip() or None
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row["algoStatus"] = (o.get("X") or "").strip() # TRIGGERED/FINISHED
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row["triggeredOrderId"] = o.get("ai") or o.get("triggeredOrderId") or None
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else:
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row["raw"] = data
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line = json.dumps(row, ensure_ascii=False, default=_default_serializer) + "\n"
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with open(path, "a", encoding="utf-8") as f:
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f.write(line)
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except Exception as e:
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logger.debug(f"binance_order_event_logger 写入失败: {e}")
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