32c50466f3
在 `binance_client.py` 中新增 `client_algo_id` 参数以支持 ALGO_UPDATE 的精确匹配。更新 `position_manager.py` 以生成并缓存 SL_/TP_ 的 `client_algo_id`，确保在止损和止盈时能够正确关联到相应的订单。`user_data_stream.py` 中优化了 ALGO_UPDATE 处理逻辑，优先使用 `clientAlgoId` 进行订单匹配，并在 Redis 中缓存相关信息。这些改进提升了系统在处理算法订单时的准确性与效率。
86 lines
3.2 KiB
Python
86 lines
3.2 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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row["algoId"] = o.get("aid") # 币安 ALGO_UPDATE 用 aid
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row["clientAlgoId"] = (o.get("caid") or "").strip() or None # 币安用 caid，SL_/TP_+entry_order_id
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row["algoStatus"] = (o.get("X") or "").strip() # TRIGGERED/FINISHED
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row["triggeredOrderId"] = o.get("ai") or None # 触发后的普通订单 id
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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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