空交叉取消限价单再卖出

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

@@ -134,25 +134,25 @@ 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}"
-                                });
-                            }
-                        }
+                        //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
@@ -297,17 +297,5 @@ namespace Binance.TradeRobot.Business
                 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.Business/Business/TradeBusiness/BaseTradeBusiness.cs

@@ -2,8 +2,10 @@
 using Binance.TradeRobot.Model.Db;
 using Binance.TradeRobot.Model.Dto;
 using Microsoft.Extensions.Caching.Memory;
+using SDKAdapter.APIClient;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using System.Text;
 using Yitter.IdGenerator;
 
@@ -53,5 +55,19 @@ namespace Binance.TradeRobot.Business
             var random = new Random(guid.GetHashCode());
             return $"{Convert.ToChar(random.Next(97, 123))}{guid.ToString().Substring(0, 4)}_{robotId}_{(int)tradePolicy}";
         }
+
+        protected void CancelStopLossOrder(RobotResponse d21Robot, BaseAPIClient baseAPIClient = null)
+        {
+            if (baseAPIClient == null)
+                baseAPIClient = GetBaseAPIClient(d21Robot.ExchangeId, d21Robot.ExchangeAPIKey.AccountId, d21Robot.ExchangeAPIKey.APIKey, d21Robot.ExchangeAPIKey.SecretKey);
+            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.Business/Business/TradeBusiness/Spot/D21TradeBusiness.cs

@@ -304,8 +304,14 @@ namespace Binance.TradeRobot.Business
                 }
                 #endregion
 
+                #region 取消止损限价单
+                step = "取消止损限价单";
+                CancelStopLossOrder(robot);
+                #endregion
+
                 #region 验证卖币数量
                 step = "验证卖币数量";
+                Thread.Sleep(1000);
                 var saleQuantity = robot.RobotAccount.SpotCurrencyQuantity.CutDecimal(symbolInfo.SaleQuantityAccuracy);
                 if (saleQuantity == 0M)
                     throw new BusinessException("没有足够的卖币数量");

SDKAdapter/APIClient/BinanceAPIClient.cs

@@ -137,7 +137,7 @@ namespace SDKAdapter.APIClient
 
         public override void CancelIsolateMarginOrder(string symbol, long orderId)
         {
-            _ = binanceClient.SpotApi.Trading.CancelMarginOrderAsync(symbol, orderId, isIsolated: true);
+            _ = binanceClient.SpotApi.Trading.CancelMarginOrderAsync(symbol, orderId, isIsolated: true).Result;
         }
     }
 }