市价止损 市价卖出取消止损

Binance.TradeRobot.API/Binance.TradeRobot.API.xml

@@ -74,6 +74,11 @@
             </summary>
             <param name="robotId"></param>
         </member>
+        <member name="M:Binance.TradeRobot.API.Controllers.RobotController.RefreshRobotRuningTime">
+            <summary>
+            刷新机器人运行时长
+            </summary>
+        </member>
         <member name="M:Binance.TradeRobot.API.Controllers.RobotController.AddPyramidPolicyRobot(Binance.TradeRobot.Model.Dto.AddRobotRequest)">
             <summary>
             创建金字塔策略机器人
@@ -92,6 +97,11 @@
             </summary>
             <returns></returns>
         </member>
+        <member name="M:Binance.TradeRobot.API.Controllers.RobotController.D21Remedy">
+            <summary>
+            D21补救检查
+            </summary>
+        </member>
         <member name="M:Binance.TradeRobot.API.Controllers.SingalController.D21Singal(Binance.TradeRobot.Model.Dto.D21SingalRequest)">
             <summary>
             D21杠杆/合约信号接口

Binance.TradeRobot.API/Controllers/RobotController.cs

@@ -41,6 +41,7 @@ namespace Binance.TradeRobot.API.Controllers
         /// 刷新机器人运行时长
         /// </summary>
         [HttpPost]
+        [AllowAnonymous]
         public void RefreshRobotRuningTime()
         {
             robotBusiness.RefreshRobotRuningTime();
@@ -80,6 +81,7 @@ namespace Binance.TradeRobot.API.Controllers
         /// D21补救检查
         /// </summary>
         [HttpPost]
+        [AllowAnonymous]
         public void D21Remedy()
         {
             robotBusiness.D21Remedy();

Binance.TradeRobot.Business/Binance.TradeRobot.Business.xml

@@ -27,6 +27,11 @@
             <param name="exchangeAPIKey"></param>
             <exception cref="T:Binance.TradeRobot.Model.Base.BusinessException"></exception>
         </member>
+        <member name="M:Binance.TradeRobot.Business.RobotBusiness.RefreshRobotRuningTime">
+            <summary>
+            刷新机器人运行时长
+            </summary>
+        </member>
         <member name="M:Binance.TradeRobot.Business.RobotBusiness.AddRobotWithTran(Binance.TradeRobot.Model.Dto.AddRobotRequest,System.Data.Common.DbTransaction)">
             <summary>
             添加机器人和账户

Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/BaseSpotOrderPublishBusiness.cs

@@ -14,6 +14,7 @@ namespace Binance.TradeRobot.Business
         protected DingBusiness dingBusiness;
         protected RobotBusiness robotBusiness;
         protected UserBusiness userBusiness;
+        protected ExchangeBusiness exchangeBusiness;
 
         public BaseSpotOrderPublishBusiness(IFreeSql fsql,
                                             NLogManager logManager,
@@ -21,11 +22,13 @@ namespace Binance.TradeRobot.Business
                                             IMemoryCache memoryCache,
                                             DingBusiness dingBusiness,
                                             RobotBusiness robotBusiness,
-                                            UserBusiness userBusiness) : base(fsql, logManager, idGenerator, memoryCache)
+                                            UserBusiness userBusiness,
+                                            ExchangeBusiness exchangeBusiness) : base(fsql, logManager, idGenerator, memoryCache)
         {
             this.dingBusiness = dingBusiness;
             this.robotBusiness = robotBusiness;
             this.userBusiness = userBusiness;
+            this.exchangeBusiness = exchangeBusiness;
         }
 
         /// <summary>
@@ -42,7 +45,7 @@ namespace Binance.TradeRobot.Business
                 if (!isOrderExists)
                 {
                     tryCount--;
-                    Thread.Sleep(1000);
+                    Thread.Sleep(3000);
                     continue;
                 }
                 return;
@@ -71,5 +74,18 @@ namespace Binance.TradeRobot.Business
             logManager.GetLogger(loggerName).Error(ex, errorMsg);
             dingBusiness.Send($"{errorMsg} {ex.Message}");
         }
+
+        /// <summary>
+        /// 创建客户端订单号
+        /// </summary>
+        /// <param name="robotId"></param>
+        /// <param name="tradePolicy"></param>
+        /// <returns></returns>
+        protected string CreateClientOrderId(long robotId, Enums.TradePolicy tradePolicy)
+        {
+            var guid = Guid.NewGuid();
+            var random = new Random(guid.GetHashCode());
+            return $"{Convert.ToChar(random.Next(97, 123))}{guid.ToString().Substring(0, 4)}_{robotId}_{(int)tradePolicy}";
+        }
     }
 }

Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/D21OrderPublishBusiness.cs

@@ -1,9 +1,12 @@
 using Binance.TradeRobot.Common.DI;
+using Binance.TradeRobot.Common.Extensions;
 using Binance.TradeRobot.Model.Base;
 using Binance.TradeRobot.Model.Db;
+using Binance.TradeRobot.Model.Dto;
 using FreeSql;
 using Microsoft.Extensions.Caching.Memory;
 using Microsoft.Extensions.DependencyInjection;
+using SDKAdapter.APIClient;
 using SDKAdapter.Model;
 using System;
 using System.Collections.Generic;
@@ -17,7 +20,7 @@ namespace Binance.TradeRobot.Business
     {
         public Enums.TradePolicy TradePolicy => Enums.TradePolicy.D21;
 
-        public D21OrderPublishBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, RobotBusiness robotBusiness, UserBusiness userBusiness) : base(fsql, logManager, idGenerator, memoryCache, dingBusiness, robotBusiness, userBusiness)
+        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)
         {
 
         }
@@ -37,6 +40,8 @@ namespace Binance.TradeRobot.Business
                 if (robot == null)
                     throw new BusinessException($"未找到机器人");
 
+                var symbolInfo = exchangeBusiness.GetSymbol(spotOrderPublishInfo.Exchange, spotOrderPublishInfo.Symbol);
+
                 var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
 
                 IUpdate<SpotOrder> updateSpotOrder = fsql.Update<SpotOrder>(spotOrderPublishInfo.OrderId).Set(o => o.State, spotOrderPublishInfo.SpotOrderState);
@@ -44,6 +49,7 @@ namespace Binance.TradeRobot.Business
                 IList<IUpdate<User>> updateUserList = null;
                 List<UserAccountProfitLossRecord> insertUserAccountProfitLossRecordList = null;
                 IUpdate<D21Policy> updateD21Policy = null;
+                List<SpotOrder> insertStopLossOrderList = null;
 
 
                 if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected ||
@@ -97,8 +103,30 @@ namespace Binance.TradeRobot.Business
 
                         if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
                         {
-                            //市价买单完全成交,根据策略挂止损单
+                            #region 市价买单挂止损
+                            insertStopLossOrderList = new List<SpotOrder>();
+                            try
+                            {
+                                if (robot.D21Policy.Level1PositionStopLossRatio > 0 && robot.D21Policy.Level1PriceStopLossRatio > 0)
+                                    StopLossOrderPlace(robot, symbolInfo, avgTradePrice, quantity, insertStopLossOrderList, logList, apiClient, true);
 
+                                if (robot.D21Policy.Level2PositionStopLossRatio > 0 &&
+                                    robot.D21Policy.Level2PriceStopLossRatio > 0 &&
+                                    robot.D21Policy.Level2PositionStopLossRatio + robot.D21Policy.Level1PositionStopLossRatio == 100)
+                                    StopLossOrderPlace(robot, symbolInfo, avgTradePrice, quantity, insertStopLossOrderList, logList, apiClient, false);
+                            }
+                            catch (Exception ex)
+                            {
+                                logList.Add(new ExecutionLog()
+                                {
+                                    Id = idGenerator.NewLong(),
+                                    SourceSingal = Enums.SingalType.订单推送,
+                                    RobotId = robot.Id,
+                                    CreateTime = DateTime.Now,
+                                    Content = $"止损单挂单失败,{ex.Message}"
+                                });
+                            }
+                            #endregion
                         }
                     }
                     else if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Sell)
@@ -109,7 +137,21 @@ namespace Binance.TradeRobot.Business
                         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
@@ -173,9 +215,6 @@ namespace Binance.TradeRobot.Business
                             });
                         }
                     }
-
-
-
                 }
 
                 fsql.Transaction(() =>
@@ -189,6 +228,8 @@ namespace Binance.TradeRobot.Business
                     if (updateUserList != null && updateUserList.Count() > 0)
                         foreach (var u in updateUserList)
                             u.ExecuteAffrows();
+                    if (insertStopLossOrderList != null && insertStopLossOrderList.Count() > 0)
+                        fsql.Insert(insertStopLossOrderList).ExecuteAffrows();
                 });
 
             }
@@ -197,5 +238,76 @@ namespace Binance.TradeRobot.Business
                 HandleError(ex, logList, spotOrderPublishInfo.LoggerName, spotOrderPublishInfo.RobotId, spotOrderPublishInfo.OrderId, step);
             }
         }
+
+        /// <summary>
+        /// 挂止损单
+        /// </summary>
+        /// <param name="d21Robot"></param>
+        /// <param name="symbolInfo"></param>
+        /// <param name="avgTradePrice"></param>
+        /// <param name="buyQuantity"></param>
+        /// <param name="insertStopLossOrderList"></param>
+        /// <param name="logList"></param>
+        /// <param name="baseAPIClient"></param>
+        /// <param name="isFirstStopLoss"></param>
+        private void StopLossOrderPlace(D21PolicyRobotResponse d21Robot,
+                                        SymbolInfo symbolInfo,
+                                        decimal avgTradePrice,
+                                        decimal buyQuantity,
+                                        IList<SpotOrder> insertStopLossOrderList,
+                                        IList<ExecutionLog> logList,
+                                        BaseAPIClient baseAPIClient,
+                                        bool isFirstStopLoss)
+        {
+            var positionStopLossRatio = (isFirstStopLoss ? d21Robot.D21Policy.Level1PositionStopLossRatio : d21Robot.D21Policy.Level2PositionStopLossRatio) / 100;
+            var priceStopLossRatio = (isFirstStopLoss ? d21Robot.D21Policy.Level1PriceStopLossRatio : d21Robot.D21Policy.Level2PriceStopLossRatio) / 100;
+
+            var stopPrice = avgTradePrice - avgTradePrice * priceStopLossRatio;
+            var stopQuantity = (buyQuantity * positionStopLossRatio).CutDecimal(symbolInfo.SaleQuantityAccuracy);
+            var stopLossClientOrderId = CreateClientOrderId(d21Robot.Id, d21Robot.TradePolicy);
+            var stopOrderId = baseAPIClient.IsolatedMarginPlaceOrder(d21Robot.Symbol,
+                                                                     Enums.TradeDirection.Sell,
+                                                                     Enums.OrderType.STOP_LOSS_LIMIT,
+                                                                     stopPrice: stopPrice,
+                                                                     price: stopPrice,
+                                                                     quantity: stopQuantity,
+                                                                     newClientOrderId: stopLossClientOrderId);
+            var stopLossOrder = new SpotOrder()
+            {
+                Id = stopOrderId,
+                CreateTime = DateTime.Now,
+                ExchangeId = d21Robot.ExchangeId,
+                LoanAmount = 0M,
+                OrderType = Enums.OrderType.STOP_LOSS_LIMIT,
+                PolicyType = Enums.TradePolicy.D21,
+                RobotId = d21Robot.Id,
+                State = Enums.SpotOrderState.Created,
+                Symbol = d21Robot.Symbol,
+                TradeDirection = Enums.TradeDirection.Sell
+            };
+            insertStopLossOrderList.Add(stopLossOrder);
+
+            logList.Add(new ExecutionLog()
+            {
+                Id = idGenerator.NewLong(),
+                SourceSingal = Enums.SingalType.订单推送,
+                RobotId = d21Robot.Id,
+                OrderId = stopOrderId,
+                CreateTime = DateTime.Now,
+                Content = $"{(isFirstStopLoss ? 1 : 2)}级止损挂单成功,订单号:{stopOrderId},挂单数量:{stopQuantity}"
+            });
+        }
+
+        private void CancelStopLossOrder(D21PolicyRobotResponse d21Robot, BaseAPIClient baseAPIClient)
+        {
+            var stopLossOrderIdList = fsql.Select<SpotOrder>().Where(o => o.OrderType == Enums.OrderType.STOP_LOSS_LIMIT &&
+                                                                          o.State == Enums.SpotOrderState.Created &&
+                                                                          o.RobotId == d21Robot.Id).ToList(o => o.Id);
+            if (stopLossOrderIdList == null || stopLossOrderIdList.Count() == 0)
+                return;
+
+            foreach (var stopLossOrderId in stopLossOrderIdList)
+                baseAPIClient.CancelIsolateMarginOrder(d21Robot.Symbol, stopLossOrderId);
+        }
     }
 }

Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml

@@ -749,11 +749,6 @@
             运行时长(s)
             </summary>
         </member>
-        <member name="P:Binance.TradeRobot.Model.Dto.RobotResponse.SymbolInfo">
-            <summary>
-            订单推送日志Key
-            </summary>
-        </member>
         <member name="P:Binance.TradeRobot.Model.Dto.RobotResponse.RobotAccount">
             <summary>
             机器人账户对象

SDKAdapter/APIClient/BaseAPIClient.cs

@@ -92,5 +92,16 @@ namespace SDKAdapter.APIClient
         {
             throw new NotImplementedException();
         }
+
+        /// <summary>
+        /// 取消逐仓杠杆订单
+        /// </summary>
+        /// <param name="symbol"></param>
+        /// <param name="orderId"></param>
+        /// <exception cref="NotImplementedException"></exception>
+        public virtual void CancelIsolateMarginOrder(string symbol, long orderId)
+        {
+            throw new NotImplementedException();
+        }
     }
 }

SDKAdapter/APIClient/BinanceAPIClient.cs

@@ -134,5 +134,10 @@ namespace SDKAdapter.APIClient
                 throw new Exception($"下单失败 {orderType} {tradeDirection} {r.Error?.Message}");
             return r.Data.Id;
         }
+
+        public override void CancelIsolateMarginOrder(string symbol, long orderId)
+        {
+            _ = binanceClient.SpotApi.Trading.CancelMarginOrderAsync(symbol, orderId, isIsolated: true);
+        }
     }
 }