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

订单记录机器人账户持仓数量和交易所账户持仓数量

master
shanji 3 years ago
parent
6218567c12
commit
61888080ba
6 changed files with 47 additions and 121 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. 28
      Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/D21OrderPublishBusiness.cs
  2. 2
      Binance.TradeRobot.Business/Business/TradeBusiness/Spot/D21TradeBusiness.cs
  3. 2
      Binance.TradeRobot.Business/GlobalContext.cs
  4. 10
      Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml
  5. 13
      Binance.TradeRobot.Model/Db/Order/SpotOrder.cs
  6. 113
      SDKTestConsole/Program.cs

28
Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/D21OrderPublishBusiness.cs
View File

@ -25,7 +25,6 @@ namespace Binance.TradeRobot.Business
public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo)
{
//var logger = logManager.GetLogger(spotOrderPublishInfo.LoggerName);
var step = string.Empty;
var logList = new List<ExecutionLog>();
try
@ -38,6 +37,8 @@ namespace Binance.TradeRobot.Business
if (robot == null)
throw new BusinessException($"未找到机器人");
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);
IUpdate<RobotAccount> updateRobotAccount = null;
IList<IUpdate<User>> updateUserList = null;
@ -62,7 +63,6 @@ namespace Binance.TradeRobot.Business
if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Filled)
{
var avgTradePrice = spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity; //计算成交均价
logList.Add(new ExecutionLog()
{
@ -85,9 +85,16 @@ namespace Binance.TradeRobot.Business
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
//更新机器人账户
updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity + quantity)
.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);
if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
{
//市价买单完全成交,根据策略挂止损单
@ -110,7 +117,6 @@ namespace Binance.TradeRobot.Business
if (loanAmount > 0M)
{
//还币
var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
interest = apiClient.IsolatedMarginRepay(robot.Symbol, loanAmount);
logList[0].Content = $"{logList[0].Content},借币金额:{loanAmount},还币利息:{interest}";
}
@ -120,20 +126,25 @@ namespace Binance.TradeRobot.Business
var profit = spotOrderPublishInfo.CummulativeTradeQuantity * (avgTradePrice - robot.RobotAccount.SpotCurrencyAvgPrice) - spotOrderPublishInfo.Fee - interest; //计算利润
updateSpotOrder = updateSpotOrder.SetIf(interest > 0M, o => o.LoanInterest, interest)
.Set(o => o.Profit, profit)
.Set(o => o.HistoryTotalProfit, robot.RobotAccount.TotalProfit + profit);
updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity - spotOrderPublishInfo.CummulativeTradeQuantity)
.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;
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);
if (profit > 0) //盈利复投
updateD21Policy = fsql.Update<D21Policy>(robot.D21Policy.Id).Set(p => p.Position + profit);
var capitalChangeType = profit > 0M ? Enums.CapitalChangeType.Add : Enums.CapitalChangeType.Reduce;
var userList = userBusiness.GetUserList(multiplyBy100: false);
foreach (var user in userList)
@ -162,6 +173,9 @@ namespace Binance.TradeRobot.Business
});
}
}
}
fsql.Transaction(() =>

2
Binance.TradeRobot.Business/Business/TradeBusiness/Spot/D21TradeBusiness.cs
View File

@ -243,7 +243,7 @@ namespace Binance.TradeRobot.Business
fsql.Insert(logList).ExecuteAffrows();
fsql.Insert(buyOrder).ExecuteAffrows();
if (diffAmount > 0M)
fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.LoanAmount + diffAmount).ExecuteAffrows();
fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.LoanAmount, accountLoanAmount).ExecuteAffrows();
if (previewTradeAmount != d21Robot.D21Policy.Position) //借币失败 仓位减少
fsql.Update<D21Policy>(d21Robot.D21Policy.Id).Set(d => d.Position, previewTradeAmount).ExecuteAffrows();
});

2
Binance.TradeRobot.Business/GlobalContext.cs
View File

@ -7,6 +7,7 @@ using SDKAdapter.WebSockets.Order.Spot;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;
namespace Binance.TradeRobot.Business
{
@ -100,6 +101,7 @@ namespace Binance.TradeRobot.Business
public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo)
{
var orderPublishBusiness = spotOrderPublishBusinessList.FirstOrDefault(p => p.TradePolicy == spotOrderPublishInfo.TradePolicy);
Thread.Sleep(1000);
orderPublishBusiness.OnSpotOrderPublish(spotOrderPublishInfo);
}
}

10
Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml
View File

@ -264,6 +264,16 @@
借币利息
</summary>
</member>
<member name="P:Binance.TradeRobot.Model.Db.SpotOrder.RobotAccountSpotCurrencyQuantity">
<summary>
机器人账户持仓数
</summary>
</member>
<member name="P:Binance.TradeRobot.Model.Db.SpotOrder.ExchangeAccountSpotCurrencyQuantity">
<summary>
交易所账户持仓数
</summary>
</member>
<member name="P:Binance.TradeRobot.Model.Db.D21Policy.ExecutionMode">
<summary>
执行模式

13
Binance.TradeRobot.Model/Db/Order/SpotOrder.cs
View File

@ -109,6 +109,19 @@ namespace Binance.TradeRobot.Model.Db
/// </summary>
[Column(DbType = "decimal(18,8)")]
public decimal LoanInterest { get; set; } = 0.0M;
/// <summary>
/// 机器人账户持仓数
/// </summary>
[Column(DbType = "decimal(18,8)")]
public decimal RobotAccountSpotCurrencyQuantity { get; set; } = 0.0M;
/// <summary>
/// 交易所账户持仓数
/// </summary>
[Column(DbType = "decimal(18,8)")]
public decimal ExchangeAccountSpotCurrencyQuantity { get; set; } = 0.0M;
}
}

113
SDKTestConsole/Program.cs
View File

@ -22,20 +22,6 @@ namespace SDKTestConsole
var marginList = client.GetIsolatedMarginAccountAssets();
var s = JsonConvert.SerializeObject(marginList);
//查询最大借币额度
var maxLoan = client.QueryMaxLoanAmount("GMTUSDT");
//Console.WriteLine(maxLoan);
//借币
//var r1 = client.IsolatedMarginLoan("ETHUSDT", 10M);
//var r2 = client.IsolatedMarginLoan("ETHUSDT", 10M);
//Console.WriteLine(r2.AccountLoanAmount);
//还币
//var r3 = client.IsolatedMarginRepay("ETHUSDT", 20M);
//Console.WriteLine(r3);
var spotClientOption = new BinanceApiClientOptions()
{
BaseAddress = "https://api.binance.com",
@ -54,106 +40,7 @@ namespace SDKTestConsole
var binanceSocketClient = new BinanceSocketClient();
//市价买币
//var r = client.IsolatedMarginPlaceOrder("ETHUSDT",
// Enums.TradeDirection.Buy,
// Enums.OrderType.MARKET,
// quoteAmount: 20M);
//var r = binanceClient.SpotApi.Trading.PlaceMarginOrderAsync("ETHUSDT",
// Binance.Net.Enums.OrderSide.Buy,
// Binance.Net.Enums.SpotOrderType.Market,
// quoteQuantity: 30M, //报价币金额
// //quantity: 100M,
// //timeInForce: Binance.Net.Enums.TimeInForce.GoodTillCanceled,
// //stopPrice: 1899M,
// isIsolated: true,
// orderResponseType: Binance.Net.Enums.OrderResponseType.Full).Result;
//
//市价卖币
//var qty = 0.00985570M.CutDecimal(4);
//var r = client.IsolatedMarginPlaceOrder("ETHUSDT",
// Enums.TradeDirection.Sell,
// Enums.OrderType.MARKET,
// quantity: qty);
//var r = binanceClient.SpotApi.Trading.PlaceMarginOrderAsync("ETHUSDT",
// Binance.Net.Enums.OrderSide.Sell,
// Binance.Net.Enums.SpotOrderType.Market,
// quantity: 0.0098M,
// //quoteQuantity: 20M, //报价币金额
// //quantity: 100M,
// //timeInForce: Binance.Net.Enums.TimeInForce.GoodTillCanceled,
// //stopPrice: 1899M,
// isIsolated: true,
// orderResponseType: Binance.Net.Enums.OrderResponseType.Full).Result;
//止损卖币
//var qty = 0.01224350M.CutDecimal(4);
//var r = client.IsolatedMarginPlaceOrder("ETHUSDT",
// Enums.TradeDirection.Sell,
// Enums.OrderType.STOP_LOSS_LIMIT,
// quantity: qty,
// price: 2033M,
// stopPrice: 2035M);
//var r = binanceClient.SpotApi.Trading.PlaceMarginOrderAsync("ETHUSDT",
// Binance.Net.Enums.OrderSide.Sell,
// Binance.Net.Enums.SpotOrderType.StopLossLimit,
// quantity: 0.0149M,
// price: 1699M,
// //quoteQuantity: 20M, //报价币金额
// //quantity: 100M,
// timeInForce: Binance.Net.Enums.TimeInForce.GoodTillCanceled,
// stopPrice: 1699M,
// isIsolated: true,
// orderResponseType: Binance.Net.Enums.OrderResponseType.Full).Result;
//
//var s = JsonConvert.SerializeObject(r);
//Console.WriteLine(s);
//
//var r1 = binanceClient.SpotApi.Trading.PlaceMarginOrderAsync("ETHUSDT",
// Binance.Net.Enums.OrderSide.Sell,
// Binance.Net.Enums.SpotOrderType.StopLossLimit,
// quantity: 0.0149M,
// price: 1699M,
// //quoteQuantity: 20M, //报价币金额
// //quantity: 100M,
// timeInForce: Binance.Net.Enums.TimeInForce.GoodTillCanceled,
// stopPrice: 1699M,
// isIsolated: true,
// orderResponseType: Binance.Net.Enums.OrderResponseType.Full).Result;
//var s1 = JsonConvert.SerializeObject(r1);
//var s = JsonConvert.SerializeObject(r);
//Console.WriteLine(s);
//var orderClient = new BinanceSpotOrderWebSocketClient(Enums.BusinessType.IsolateMargin, 0, apiKey, secret, LogManager.GetCurrentClassLogger());
//orderClient.Start("ETHUSDT");
//timer = new System.Threading.Timer(new System.Threading.TimerCallback(Callback), null, -1, 5000);
//while (true)
//{
// var input = Console.ReadLine();
// if (input == "start")
// timer.Change(3000, 5000);
// else if (input == "stop")
// timer.Change(-1, 5000);
// else if (input == "close")
// {
// timer.Dispose();
// break;
// }
//}
Console.ReadKey();
}
private static void Callback(object? o)
{
Console.WriteLine($"Callback on {DateTime.Now}");
}
}
}

Write Preview
Loading…
Cancel
Save