Skip to content

fix paradex mismatch error #11

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
daquexian wants to merge 2 commits into
base: main
Choose a base branch
from
Open

fix paradex mismatch error #11

Show file tree
Hide file tree
Changes from 1 commit
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
e7b8826
fix paradex mismatch error
daquexian Sep 21, 2025
f398b11
fix remaining_size
daquexian Sep 22, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 5 additions & 3 deletions exchanges/paradex.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -492,14 +492,16 @@ async def get_order_info(self, order_id: str) -> Optional[OrderInfo]:
try:
# Get order by ID using official SDK
order_data = self.paradex.api_client.fetch_order(order_id)
size = Decimal(order_data.get('size', 0)).quantize(self.order_size_increment, rounding=ROUND_HALF_UP)
remaining_size = size - Decimal(order_data.get('filled_size', 0))
Copy link
Copy Markdown
Owner

@your-quantguy your-quantguy Sep 21, 2025

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

这里你的逻辑是正确的，但是代码可能不小心写错了。

paradex 返回内容没有 filled_size，只有 remaining_size， 所以这里应该：
remaining_size = Decimal(order_data.get('remaining_size', 0))

这里修复了之后也可以避免 partial fill 时无法正确地下止盈单的问题。

Copy link
Copy Markdown
Author

@daquexian daquexian Sep 22, 2025

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

嗯嗯已修复

return OrderInfo(
order_id=order_data.get('id', ''),
side=order_data.get('side', '').lower(),
size=Decimal(order_data.get('size', 0)).quantize(self.order_size_increment, rounding=ROUND_HALF_UP),
size=size,
price=Decimal(order_data.get('price', 0)),
status=order_data.get('status', ''),
filled_size=Decimal(order_data.get('filled_size', 0)),
remaining_size=Decimal(order_data.get('remaining_size', 0)),
filled_size=size - remaining_size,
remaining_size=remaining_size,
Comment thread
daquexian marked this conversation as resolved.
cancel_reason=order_data.get('cancel_reason', '')
)

Expand Down
2 changes: 0 additions & 2 deletions trading_bot.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -250,13 +250,11 @@ async def _handle_order_result(self, order_result) -> bool:
try:
cancel_result = await self.exchange_client.cancel_order(order_id)
if not cancel_result.success:
self.order_canceled_event.set()
self.logger.log(f"[CLOSE] Failed to cancel order {order_id}: {cancel_result.error_message}", "ERROR")
else:
self.current_order_status = "CANCELED"

except Exception as e:
self.order_canceled_event.set()
Copy link
Copy Markdown
Author

@daquexian daquexian Sep 21, 2025

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

如果 set event，下面会无法获取最新的 order_filled_amount。并且我目前理解出错时不 set event 是更自然的：因为无法知道 cancel 是否成功，所以不在这里直接 set event 而是等待 order_update_handler 来 set（如果理解有误请指正）

Copy link
Copy Markdown
Owner

@your-quantguy your-quantguy Sep 21, 2025

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

这段代码因为需要兼顾三个交易所，所以确实有点绕。我们试图取消 paradex 的订单后的逻辑是这样的：

  1. 如果 paradex 的订单成功取消了，在 paradex.py 的 cancel_order() 中，会回复 cancel_result.success=True，这时的订单状态有两种情况：A. 订单完全没有fill，所以取消就可以了。 B. 订单partial fill，意味着我们需要下一个止盈单。
    在这种情况下，因为 cancel_result.success=True，我们没有在 trading_bot.py 中设定 self.order_canceled_event.set()。是由 websocket 负责设定和获取已成交的订单量，最终下单。
  2. 如果 paradex 的订单没有成功取消了，在排除网络因素的情况下，唯一的可能性是由于整个订单的状态已经是 FILLED。所以我们可以直接跳过 trading_bot.py 中订单取消的5秒等待，直接下一个止盈单。self.order_filled_amount 也是由websocket负责（websocket应该会收到订单成交的信息， 并设定。）

这里的问题是，在第二种情况下，会有race condition。也就是有可能在websocket还没来得及更新，设定self.order_filled_amount 为 order size之前，代码已经到了下止盈单的部分。

我想这也是为什么当延迟比较低时，这个问题不会发生。

Copy link
Copy Markdown
Author

@daquexian daquexian Sep 22, 2025 •
edited
Loading

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

嗯嗯，那按照这个 PR 的改法去掉 event.set() 会有逻辑问题吗

这处改动如果群主觉得不太好也可以只合并另一处 filled_size 的改动，毕竟不止有这一处有网络延迟问题，要解决所有的网络延迟问题就很麻烦了，省事儿的做法还是建议大家都去用 aws 东京（

Copy link
Copy Markdown

@martinwii martinwii Oct 21, 2025

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

开源项目群策群力，不断发展，赞

self.logger.log(f"[CLOSE] Error canceling order {order_id}: {e}", "ERROR")

if self.config.exchange == "backpack":
Expand Down