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