pengcong001
/
Binance.TradeRobot.API
1
0
Fork 0
Code Issues Pull Requests Projects Releases Wiki Activity
Browse Source

1.卖币，还币使用交易所资产

master
shanji 3 years ago
parent
ae882c9a2e
commit
137e70449d
5 changed files with 69 additions and 57 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Split View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 89
      Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/D21OrderPublishBusiness.cs
  2. 15
      Binance.TradeRobot.Business/Business/TradeBusiness/Spot/D21TradeBusiness.cs
  3. 2
      Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml
  4. 2
      Binance.TradeRobot.Model/Db/Order/SpotOrder.cs
  5. 18
      SDKTestConsole/Program.cs

89
Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/D21OrderPublishBusiness.cs
View File

@ -9,6 +9,7 @@ using Microsoft.Extensions.DependencyInjection;
using SDKAdapter.APIClient;
using SDKAdapter.Model;
using System;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Linq;
using Yitter.IdGenerator;
@ -18,11 +19,27 @@ namespace Binance.TradeRobot.Business
[BatchRegistration(ServiceLifetime.Singleton, RegistrationType.Interface)]
internal class D21OrderPublishBusiness : BaseSpotOrderPublishBusiness, ISpotOrderPublishBusiness
{
private ConcurrentDictionary<long, decimal> spotFeeDictionary;
public Enums.TradePolicy TradePolicy => Enums.TradePolicy.D21;
public D21OrderPublishBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, RobotBusiness robotBusiness, UserBusiness userBusiness, ExchangeBusiness exchangeBusiness) : base(fsql, logManager, idGenerator, memoryCache, dingBusiness, robotBusiness, userBusiness, exchangeBusiness)
{
spotFeeDictionary = new ConcurrentDictionary<long, decimal>();
}
private decimal AddSpotFee(long orderId, decimal currentTradeFee, bool deleteKey)
{
if (!spotFeeDictionary.TryGetValue(orderId, out decimal fee))
{
fee = 0M;
spotFeeDictionary.TryAdd(orderId, fee);
}
fee += currentTradeFee;
spotFeeDictionary[orderId] = fee;
if (deleteKey)
spotFeeDictionary.TryRemove(orderId, out _);
return fee;
}
@ -67,8 +84,26 @@ namespace Binance.TradeRobot.Business
});
}
if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.PartiallyFilled)
{
logList.Add(new ExecutionLog()
{
Id = idGenerator.NewLong(),
CreateTime = DateTime.Now,
OrderId = spotOrderPublishInfo.OrderId,
RobotId = spotOrderPublishInfo.RobotId,
SourceSingal = Enums.SingalType.订单推送,
Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState},成交额:{spotOrderPublishInfo.LastTradeAmount},成交量:{spotOrderPublishInfo.LastTradeQuantity},成交价:{spotOrderPublishInfo.LastTradePrice},手续费({spotOrderPublishInfo.FeeUnit}):{spotOrderPublishInfo.Fee}"
});
updateSpotOrder = null;
_ = AddSpotFee(spotOrderPublishInfo.OrderId, spotOrderPublishInfo.Fee, false);
}
if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Filled)
{
var fee = AddSpotFee(spotOrderPublishInfo.OrderId, spotOrderPublishInfo.Fee, true);
var avgTradePrice = spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity; //计算成交均价
logList.Add(new ExecutionLog()
{
@ -77,29 +112,31 @@ namespace Binance.TradeRobot.Business
OrderId = spotOrderPublishInfo.OrderId,
RobotId = spotOrderPublishInfo.RobotId,
SourceSingal = Enums.SingalType.订单推送,
Content = $"收到订单" +
$"推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState},成交额:{spotOrderPublishInfo.LastTradeAmount},成交量:{spotOrderPublishInfo.LastTradeQuantity},成交价:{spotOrderPublishInfo.LastTradePrice},手续费({spotOrderPublishInfo.FeeUnit}):{spotOrderPublishInfo.Fee}"
Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState},成交额:{spotOrderPublishInfo.LastTradeAmount},成交量:{spotOrderPublishInfo.LastTradeQuantity},成交价:{spotOrderPublishInfo.LastTradePrice},手续费({spotOrderPublishInfo.FeeUnit}):{spotOrderPublishInfo.Fee},总手续费:{fee}"
});
//更新交易信息
updateSpotOrder = updateSpotOrder.Set(o => o.TradeAmount, spotOrderPublishInfo.CummulativeTradeAmount)
.Set(o => o.TradeQuantity, spotOrderPublishInfo.CummulativeTradeQuantity)
.Set(o => o.TradePrice, avgTradePrice)
.Set(o => o.TradeFee, spotOrderPublishInfo.Fee)
.Set(o => o.TradeFee, fee)
.Set(o => o.TradeFeeUnit, spotOrderPublishInfo.FeeUnit)
.Set(o => o.LastTradeTime, spotOrderPublishInfo.LastTradeTime);
//查询交易所真实资产
var currentAsset = apiClient.GetIsolatedMarginAccountAssets().FirstOrDefault(x => x.Symbol == spotOrderPublishInfo.Symbol);
if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Buy)
{
var quantity = spotOrderPublishInfo.CummulativeTradeQuantity - spotOrderPublishInfo.Fee; //扣除基础币手续费,得到真实购买数量
var quantity = spotOrderPublishInfo.CummulativeTradeQuantity - fee; //扣除基础币手续费,得到真实购买数量
//基础币可用资产,交易所账户持币数量
//更新机器人账户
updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity + quantity)
updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity, currentAsset.BaseFree)
.Set(ra => ra.SpotCurrencyAmount + spotOrderPublishInfo.CummulativeTradeAmount);
//交易所账户真实持币数量
var exchangAccountSpotCurrencyQuantity = apiClient.GetIsolatedMarginAccountAssets().FirstOrDefault(x => x.Symbol == spotOrderPublishInfo.Symbol).BaseFree;
updateSpotOrder = updateSpotOrder.Set(o => o.RobotAccountSpotCurrencyQuantity, robot.RobotAccount.SpotCurrencyQuantity + quantity)
.Set(o => o.ExchangeAccountSpotCurrencyQuantity, exchangAccountSpotCurrencyQuantity);
updateSpotOrder = updateSpotOrder.Set(o => o.RobotAccountSpotCurrencyQuantity, currentAsset.BaseFree);
if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
{
@ -134,28 +171,9 @@ namespace Binance.TradeRobot.Business
updateUserList = new List<IUpdate<User>>();
insertUserAccountProfitLossRecordList = new List<UserAccountProfitLossRecord>();
//if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
//{
//市价卖单完全成交,取消尚未触发的限价止损单
//try
//{
// CancelStopLossOrder(robot, apiClient);
//}
//catch (Exception ex)
//{
// logList.Add(new ExecutionLog()
// {
// Id = idGenerator.NewLong(),
// SourceSingal = Enums.SingalType.订单推送,
// RobotId = robot.Id,
// CreateTime = DateTime.Now,
// Content = $"取消止损单失败,{ex.Message}"
// });
//}
//}
var interest = 0M; //借币利息
var loanAmount = robot.RobotAccount.LoanAmount; //借币金额
var loanAmount = currentAsset.QuoteBorrowed; //借币金额
if (loanAmount > 0M)
{
//还币
@ -163,25 +181,22 @@ namespace Binance.TradeRobot.Business
logList[0].Content = $"{logList[0].Content},借币金额:{loanAmount},还币利息:{interest}";
}
var buyAmount = spotOrderPublishInfo.CummulativeTradeQuantity * robot.RobotAccount.SpotCurrencyAvgPrice; //本次卖出对应的持仓金额
var profit = spotOrderPublishInfo.CummulativeTradeQuantity * (avgTradePrice - robot.RobotAccount.SpotCurrencyAvgPrice) - spotOrderPublishInfo.Fee - interest; //计算利润
var profit = spotOrderPublishInfo.CummulativeTradeQuantity * (avgTradePrice - robot.RobotAccount.SpotCurrencyAvgPrice) - fee - interest; //计算利润
updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity - spotOrderPublishInfo.CummulativeTradeQuantity)
updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity, currentAsset.BaseFree)
.Set(ra => ra.SpotCurrencyAmount - buyAmount)
.Set(ra => ra.TotalProfit + profit)
.Set(ra => ra.ClosePositionCount + 1)
.SetIf(profit > 0M, ra => ra.WinCount + 1)
.SetIf(interest > 0M, ra => ra.LoanAmount - loanAmount);
//交易所账户真实持币数量
var exchangAccountSpotCurrencyQuantity = apiClient.GetIsolatedMarginAccountAssets().FirstOrDefault(x => x.Symbol == spotOrderPublishInfo.Symbol).BaseFree;
.SetIf(interest > 0M, ra => ra.LoanAmount, 0M);
updateSpotOrder = updateSpotOrder.SetIf(interest > 0M, o => o.LoanInterest, interest)
.Set(o => o.Profit, profit)
.Set(o => o.HistoryTotalProfit, robot.RobotAccount.TotalProfit + profit)
.Set(o => o.RobotAccountSpotCurrencyQuantity, robot.RobotAccount.SpotCurrencyQuantity - spotOrderPublishInfo.CummulativeTradeQuantity)
.Set(o => o.ExchangeAccountSpotCurrencyQuantity, exchangAccountSpotCurrencyQuantity);
.Set(o => o.RobotAccountSpotCurrencyQuantity, currentAsset.BaseFree);
if (profit > 0) //盈利复投
updateD21Policy = fsql.Update<D21Policy>(robot.D21Policy.Id).Set(p => p.Position + profit);
@ -220,7 +235,7 @@ namespace Binance.TradeRobot.Business
fsql.Transaction(() =>
{
fsql.Insert(logList).ExecuteAffrows();
updateSpotOrder.ExecuteAffrows();
updateSpotOrder?.ExecuteAffrows();
updateRobotAccount?.ExecuteAffrows();
updateD21Policy?.ExecuteAffrows();
if (insertUserAccountProfitLossRecordList != null && insertUserAccountProfitLossRecordList.Count() > 0)

15
Binance.TradeRobot.Business/Business/TradeBusiness/Spot/D21TradeBusiness.cs
View File

@ -310,18 +310,25 @@ namespace Binance.TradeRobot.Business
CancelStopLossOrder(robot);
#endregion
#region 验证卖币数量
step = "验证卖币数量";
#region 查询卖币数量
step = "查询卖币数量";
Thread.Sleep(1000);
var saleQuantity = robot.RobotAccount.SpotCurrencyQuantity.CutDecimal(symbolInfo.SaleQuantityAccuracy);
var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
var isolatedMarginAccountAssetList = apiClient.GetIsolatedMarginAccountAssets();
var currentAsset = isolatedMarginAccountAssetList.FirstOrDefault(x => x.Symbol == robot.Symbol);
var saleQuantity = currentAsset.BaseFree.CutDecimal(symbolInfo.SaleQuantityAccuracy);
if (saleQuantity == 0M)
throw new BusinessException("没有足够的卖币数量");
//var saleQuantity = robot.RobotAccount.SpotCurrencyQuantity.CutDecimal(symbolInfo.SaleQuantityAccuracy);
//if (saleQuantity == 0M)
// throw new BusinessException("没有足够的卖币数量");
#endregion
#region 下单
step = "下单";
var newestPrice = globalContext.GetSpotNewestPrice(robot.KLineKey) ?? singalRequest.ClosePrice;
var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
var clientOrderId = CreateClientOrderId(robot.Id, robot.TradePolicy);
var orderId = apiClient.IsolatedMarginPlaceOrder(robot.Symbol,

2
Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml
View File

@ -276,7 +276,7 @@
</member>
<member name="P:Binance.TradeRobot.Model.Db.SpotOrder.ExchangeAccountSpotCurrencyQuantity">
<summary>
交易所账户持仓数
交易所账户持仓数（废弃）
</summary>
</member>
<member name="P:Binance.TradeRobot.Model.Db.D21Policy.ExecutionMode">

2
Binance.TradeRobot.Model/Db/Order/SpotOrder.cs
View File

@ -125,7 +125,7 @@ namespace Binance.TradeRobot.Model.Db
public decimal RobotAccountSpotCurrencyQuantity { get; set; } = 0.0M;
/// <summary>
/// 交易所账户持仓数
/// 交易所账户持仓数（废弃）
/// </summary>
[Column(DbType = "decimal(18,8)")]
public decimal ExchangeAccountSpotCurrencyQuantity { get; set; } = 0.0M;

18
SDKTestConsole/Program.cs
View File

@ -17,8 +17,8 @@ namespace SDKTestConsole
private static SpotOrderWebSocketClient orderWebSocketClient;
static void Main(string[] args)
{
var apiKey = "pXKdUPbGN4DNar2f2HRoL2qxHoCWcLNf9V5uHTL2lBVCxz66eE8PMPwBw9h8RbKf";
var secret = "c14tJd7kpMnePKRDoo4nzZk4bIn9bDO8ZCYo69amB4uspLgO5s4GlzYvTwD2zYav";
var apiKey = "RsQ5RuhYbNRXCTGAQXhwb5Dt3jgPnwKXfR1OXz0qWmf3IsAC7zPQd14WGIr18rDA";
var secret = "yxW4PPb65rVpdo7fMt2mZcbNOtjOe3J4fMSRVtX5YJfj7kRzHW3dY6xfoW4jje1I";
var client = BaseAPIClient.Create(Enums.Exchange.Binance, 0, apiKey, secret);
//逐仓杠杆账户资产
@ -49,10 +49,6 @@ namespace SDKTestConsole
var stopLossClientOrderId = "stoploss2_286129845448773_1";
long stopLossOrderId = 0;
var spotClientOption = new BinanceApiClientOptions()
{
BaseAddress = "https://api.binance.com",
@ -69,14 +65,8 @@ namespace SDKTestConsole
SpotApiOptions = spotClientOption
});
var binanceSocketClient = new BinanceSocketClient();
var r = client.GetIsolatedMarginAccountAssets();
//25.07786941
var i = client.IsolatedMarginRepay("GMTUSDT", 0.00009176M);
var r = binanceClient.SpotApi.Trading.GetMarginOrderAsync("GMTUSDT", 901880136, isIsolated: true).Result;
Console.WriteLine(JsonConvert.SerializeObject(r.Data));
Console.ReadKey();
}
}

Write Preview
Loading…
Cancel
Save