feat: implement Mid-Price logic and separate error logging (v1.8.6)

- Implement Mid-Price calculation (Bid+Ask)/2 for Maker orders to improve fill rates.
- Add separate 'logs/ping_pong_errors.log' for WARNING and ERROR messages.
- Add RotatingFileHandler for error logs (5MB cap, 2 backups).
- Refine 'leverage not modified' (110043) handling from ERROR to INFO.
- Improve order verification with explicit status checks and race condition handling.
- Verify script syntax and update version to 1.8.6.

src/strategies/ping_pong_bot.py

@@ -5,6 +5,7 @@ import hmac
 import hashlib
 import json
 import logging
+from logging.handlers import RotatingFileHandler
 import asyncio
 import pandas as pd
 import numpy as np
@@ -30,14 +31,28 @@ load_dotenv()
 log_level = os.getenv("LOG_LEVEL", "INFO")
 
 # Setup Logging
-logging.basicConfig(
+log_dir = "logs"
-    level=getattr(logging, log_level),
+os.makedirs(log_dir, exist_ok=True)
-    format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
+error_log_path = os.path.join(log_dir, "ping_pong_errors.log")
-    handlers=[
+
-        logging.StreamHandler()
+# Create logger
-    ]
-)
 logger = logging.getLogger("PingPongBot")
+logger.setLevel(logging.DEBUG) # Catch everything, handlers will filter
+
+# Formatter
+formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')
+
+# Console Handler (Normal logs)
+ch = logging.StreamHandler()
+ch.setLevel(getattr(logging, log_level))
+ch.setFormatter(formatter)
+logger.addHandler(ch)
+
+# Error File Handler (Warnings and Errors only)
+fh = RotatingFileHandler(error_log_path, maxBytes=5*1024*1024, backupCount=2)
+fh.setLevel(logging.WARNING)
+fh.setFormatter(formatter)
+logger.addHandler(fh)
 
 class DatabaseManager:
     """Minimal Database Manager for the bot"""
@@ -165,7 +180,7 @@ class PingPongStrategy:
 
 class PingPongBot:
     def __init__(self, config_path="config/ping_pong_config.yaml"):
-        self.version = "1.8.2"
+        self.version = "1.8.6"
         with open(config_path, 'r') as f:
             self.config = yaml.safe_load(f)
         
@@ -361,13 +376,21 @@ class PingPongBot:
                 buyLeverage=str(self.leverage),
                 sellLeverage=str(self.leverage)
             )
+            
+            # If pybit returns normally, check the retCode
             if res['retCode'] == 0:
                 logger.info(f"Leverage successfully set to {self.leverage}x")
             elif res['retCode'] == 110043: # Leverage not modified
                 logger.info(f"Leverage is already {self.leverage}x")
             else:
                 logger.warning(f"Bybit Leverage Warning: {res['retMsg']} (Code: {res['retCode']})")
+                
         except Exception as e:
+            # Check if exception contains "leverage not modified" or code 110043
+            err_str = str(e)
+            if "110043" in err_str or "leverage not modified" in err_str.lower():
+                logger.info(f"Leverage is already correctly set ({self.leverage}x)")
+            else:
                 logger.error(f"Failed to set leverage on Bybit: {e}")
 
     async def close_all_positions(self):
@@ -510,13 +533,21 @@ class PingPongBot:
         max_retries = 5
         for attempt in range(1, max_retries + 1):
             try:
-                # Fresh market price for limit order
+                # Fresh Bid/Ask for Mid-Price Limit order
                 ticker = await asyncio.to_thread(self.session.get_tickers, category=self.category, symbol=self.symbol)
-                if ticker['retCode'] == 0:
+                if ticker['retCode'] == 0 and ticker['result']['list']:
-                    self.market_price = float(ticker['result']['list'][0]['lastPrice'])
+                    t = ticker['result']['list'][0]
+                    bid = float(t.get('bid1Price', 0))
+                    ask = float(t.get('ask1Price', 0))
+                    last = float(t.get('lastPrice', 0))
+                    
+                    if bid > 0 and ask > 0:
+                        self.market_price = (bid + ask) / 2
+                    else:
+                        self.market_price = last
                 
                 price_str = str(round(self.market_price, 1))
-                self.status_msg = f"Chase {trade}: {attempt}/{max_retries} @ {price_str}"
+                self.status_msg = f"Chase {trade}: {attempt}/{max_retries} @ {price_str} (Mid)"
                 
                 res = await asyncio.to_thread(self.session.place_order,
                     category=self.category, symbol=self.symbol, side=side, orderType="Limit",
@@ -525,6 +556,17 @@ class PingPongBot:
                 )
                 
                 if res['retCode'] != 0:
+                    # Specific check for race condition: order filled while trying to place/cancel
+                    if res['retCode'] in [110001, 170213, 170210]:
+                        # Check if actually filled
+                        history = await asyncio.to_thread(self.session.get_order_history, 
+                                                        category=self.category, symbol=self.symbol, limit=1)
+                        if history['retCode'] == 0 and history['result']['list']:
+                            latest = history['result']['list'][0]
+                            if latest['orderStatus'] == "Filled" and float(latest['cumExecQty']) > 0:
+                                await self._process_filled_order(latest['orderId'], trade, qty_str, attempts=attempt)
+                                return
+                    
                     logger.warning(f"Maker rejected (Try {attempt}): {res['retMsg']}")
                     await asyncio.sleep(2)
                     continue
@@ -534,16 +576,38 @@ class PingPongBot:
                 # Monitor for fill (Wait 10 seconds)
                 for _ in range(10):
                     await asyncio.sleep(1)
-                    open_orders = await asyncio.to_thread(self.session.get_open_orders, 
+                    # Check order history for definitive status
+                    history = await asyncio.to_thread(self.session.get_order_history, 
                                                     category=self.category, symbol=self.symbol, orderId=order_id)
-                    if open_orders['retCode'] == 0 and not open_orders['result']['list']:
+                    if history['retCode'] == 0 and history['result']['list']:
-                        # Order filled (or manually cancelled)
+                        status = history['result']['list'][0]['orderStatus']
+                        if status == "Filled":
                             await self._process_filled_order(order_id, trade, qty_str, attempts=attempt)
                             return
+                        elif status in ["Cancelled", "Rejected", "Deactivated"]:
+                            break # Go to retry
                 
                 # Timeout: Cancel and retry
-                await asyncio.to_thread(self.session.cancel_order, category=self.category, symbol=self.symbol, orderId=order_id)
+                try:
-                logger.info(f"Maker {trade} timed out, cancelling and retrying ({attempt}/{max_retries})")
+                    cancel_res = await asyncio.to_thread(self.session.cancel_order, category=self.category, symbol=self.symbol, orderId=order_id)
+                    # Even if successful, double check if it filled in the last millisecond
+                    if cancel_res['retCode'] in [0, 110001, 170213]:
+                        history = await asyncio.to_thread(self.session.get_order_history, 
+                                                        category=self.category, symbol=self.symbol, orderId=order_id)
+                        if history['retCode'] == 0 and history['result']['list'] and history['result']['list'][0]['orderStatus'] == "Filled":
+                            await self._process_filled_order(order_id, trade, qty_str, attempts=attempt)
+                            return
+                except Exception as ce:
+                    # Handle exception for 110001
+                    if "110001" in str(ce) or "170213" in str(ce):
+                        history = await asyncio.to_thread(self.session.get_order_history, 
+                                                        category=self.category, symbol=self.symbol, orderId=order_id)
+                        if history['retCode'] == 0 and history['result']['list'] and history['result']['list'][0]['orderStatus'] == "Filled":
+                            await self._process_filled_order(order_id, trade, qty_str, attempts=attempt)
+                            return
+                    logger.warning(f"Cancel error during chase: {ce}")
+                
+                logger.info(f"Maker {trade} timed out, retrying ({attempt}/{max_retries})")
                 
             except Exception as e:
                 logger.error(f"Maker Chase Error (Try {attempt}): {e}")
@@ -557,7 +621,8 @@ class PingPongBot:
         self.last_signal = f"{trade} {qty_str}"
         self.status_msg = f"Order Success: {trade} ({self.exec_type})"
         
-        # Wait for Bybit indexing
+        # Wait for Bybit indexing (multiple attempts if needed)
+        for _ in range(3):
             await asyncio.sleep(1.5)
             try:
                 exec_info = await asyncio.to_thread(self.session.get_executions, 
@@ -581,10 +646,12 @@ class PingPongBot:
                     self.total_fees += usd_fee
                     self.total_realized_pnl += usd_pnl
                     await self.log_transaction(trade, qty_str, exec_price, pnl=usd_pnl, fee=usd_fee, attempts=attempts, status="Filled")
-            else:
+                    return
-                await self.log_transaction(trade, qty_str, self.market_price, attempts=attempts, status=f"Filled ({self.exec_type})")
             except Exception as e:
-            logger.error(f"Error processing filled order {order_id}: {e}")
+                logger.error(f"Execution fetch error: {e}")
+        
+        # Fallback if execution list is still empty after retries
+        await self.log_transaction(trade, qty_str, self.market_price, attempts=attempts, status=f"Filled ({self.exec_type})")
 
     def render_dashboard(self):
         self.console.print("\n" + "="*60)