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Binance.TradeRobot.API
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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
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  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) public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo)
{ {
//var logger = logManager.GetLogger(spotOrderPublishInfo.LoggerName);
var step = string.Empty; var step = string.Empty;
var logList = new List<ExecutionLog>(); var logList = new List<ExecutionLog>();
try try
@ -38,6 +37,8 @@ namespace Binance.TradeRobot.Business
if (robot == null) if (robot == null)
throw new BusinessException($"未找到机器人"); throw new BusinessException($"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<SpotOrder> updateSpotOrder = fsql.Update<SpotOrder>(spotOrderPublishInfo.OrderId).Set(o => o.State, spotOrderPublishInfo.SpotOrderState);
IUpdate<RobotAccount> updateRobotAccount = null; IUpdate<RobotAccount> updateRobotAccount = null;
IList<IUpdate<User>> updateUserList = null; IList<IUpdate<User>> updateUserList = null;
@ -62,7 +63,6 @@ namespace Binance.TradeRobot.Business
if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Filled) if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Filled)
{ {
var avgTradePrice = spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity; //计算成交均价 var avgTradePrice = spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity; //计算成交均价
logList.Add(new ExecutionLog() logList.Add(new ExecutionLog()
{ {
@ -85,9 +85,16 @@ namespace Binance.TradeRobot.Business
if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Buy) 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 - 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) updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity + quantity)
.Set(ra => ra.SpotCurrencyAmount + spotOrderPublishInfo.CummulativeTradeAmount); .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) if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
{ {
//市价买单完全成交,根据策略挂止损单 //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) if (loanAmount > 0M)
{ {
//还币 //还币
var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
interest = apiClient.IsolatedMarginRepay(robot.Symbol, loanAmount); interest = apiClient.IsolatedMarginRepay(robot.Symbol, loanAmount);
logList[0].Content = $"{logList[0].Content},借币金额:{loanAmount},还币利息:{interest}"; 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 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) updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity - spotOrderPublishInfo.CummulativeTradeQuantity)
.Set(ra => ra.SpotCurrencyAmount - buyAmount) .Set(ra => ra.SpotCurrencyAmount - buyAmount)
.Set(ra => ra.TotalProfit + profit) .Set(ra => ra.TotalProfit + profit)
.Set(ra => ra.ClosePositionCount + 1) .Set(ra => ra.ClosePositionCount + 1)
.SetIf(profit > 0M, ra => ra.WinCount + 1) .SetIf(profit > 0M, ra => ra.WinCount + 1)
.SetIf(interest > 0M, ra => ra.LoanAmount - loanAmount); .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 if (profit > 0) //盈利复投
updateD21Policy = fsql.Update<D21Policy>(robot.D21Policy.Id).Set(p => p.Position + profit); updateD21Policy = fsql.Update<D21Policy>(robot.D21Policy.Id).Set(p => p.Position + profit);
var capitalChangeType = profit > 0M ? Enums.CapitalChangeType.Add : Enums.CapitalChangeType.Reduce; var capitalChangeType = profit > 0M ? Enums.CapitalChangeType.Add : Enums.CapitalChangeType.Reduce;
var userList = userBusiness.GetUserList(multiplyBy100: false); var userList = userBusiness.GetUserList(multiplyBy100: false);
foreach (var user in userList) foreach (var user in userList)
@ -162,6 +173,9 @@ namespace Binance.TradeRobot.Business
}); });
} }
} }
} }
fsql.Transaction(() => 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(logList).ExecuteAffrows();
fsql.Insert(buyOrder).ExecuteAffrows(); fsql.Insert(buyOrder).ExecuteAffrows();
if (diffAmount > 0M) 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 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(); 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;
using System.Collections.Generic; using System.Collections.Generic;
using System.Linq; using System.Linq;
using System.Threading;
namespace Binance.TradeRobot.Business namespace Binance.TradeRobot.Business
{ {
@ -100,6 +101,7 @@ namespace Binance.TradeRobot.Business
public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo) public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo)
{ {
var orderPublishBusiness = spotOrderPublishBusinessList.FirstOrDefault(p => p.TradePolicy == spotOrderPublishInfo.TradePolicy); var orderPublishBusiness = spotOrderPublishBusinessList.FirstOrDefault(p => p.TradePolicy == spotOrderPublishInfo.TradePolicy);
Thread.Sleep(1000);
orderPublishBusiness.OnSpotOrderPublish(spotOrderPublishInfo); orderPublishBusiness.OnSpotOrderPublish(spotOrderPublishInfo);
} }
} }

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

@ -264,6 +264,16 @@
借币利息 借币利息
</summary> </summary>
</member> </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"> <member name="P:Binance.TradeRobot.Model.Db.D21Policy.ExecutionMode">
<summary> <summary>
执行模式 执行模式

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

@ -109,6 +109,19 @@ namespace Binance.TradeRobot.Model.Db
/// </summary> /// </summary>
[Column(DbType = "decimal(18,8)")] [Column(DbType = "decimal(18,8)")]
public decimal LoanInterest { get; set; } = 0.0M; 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 marginList = client.GetIsolatedMarginAccountAssets();
var s = JsonConvert.SerializeObject(marginList); 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() var spotClientOption = new BinanceApiClientOptions()
{ {
BaseAddress = "https://api.binance.com", BaseAddress = "https://api.binance.com",
@ -54,106 +40,7 @@ namespace SDKTestConsole
var binanceSocketClient = new BinanceSocketClient(); 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(); Console.ReadKey();
} }
private static void Callback(object? o)
{
Console.WriteLine($"Callback on {DateTime.Now}");
}
} }
} }

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