订阅K线

Binance.TradeRobot.API/Startup.cs

@@ -95,7 +95,7 @@ namespace Binance.TradeRobot.API
         }
 
         // This method gets called by the runtime. Use this method to configure the HTTP request pipeline.
-        public void Configure(IApplicationBuilder app, IWebHostEnvironment env)
+        public void Configure(IApplicationBuilder app, IWebHostEnvironment env, RobotBusiness robotBusiness, GlobalContext globalContext)
         {
             app.UseSwagger(c => c.SerializeAsV2 = true)
                .UseSwaggerUI(c =>
@@ -117,7 +117,12 @@ namespace Binance.TradeRobot.API
                 endpoints.MapControllers();
             });
 
-            //websocket
+            var robotList = robotBusiness.GetRobotList(robotState: Enums.RobotState.Runing);
+            foreach (var robot in robotList)
+            {
+                globalContext.SubscribeKLine(robot);
+                globalContext.SubscribeOrderPublish(robot);
+            }
         }
     }
 }

Binance.TradeRobot.Business/Binance.TradeRobot.Business.csproj

@@ -8,6 +8,7 @@
   </PropertyGroup>
 
   <ItemGroup>
+    <PackageReference Include="Binance.Net" Version="8.0.13" />
     <PackageReference Include="CSRedisCore" Version="3.6.9" />
     <PackageReference Include="FreeSql" Version="3.0.100" />
     <PackageReference Include="FreeSql.Provider.MySql" Version="3.0.100" />
@@ -20,6 +21,7 @@
   <ItemGroup>
     <ProjectReference Include="..\Binance.TradeRobot.Common\Binance.TradeRobot.Common.csproj" />
     <ProjectReference Include="..\Binance.TradeRobot.Model\Binance.TradeRobot.Model.csproj" />
+    <ProjectReference Include="..\SDKAdapter\SDKAdapter.csproj" />
   </ItemGroup>
 
 </Project>

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

@@ -40,6 +40,16 @@
             </summary>
             <param name="addRobotRequest"></param>
         </member>
+        <member name="M:Binance.TradeRobot.Business.RobotBusiness.GetRobotList(System.Nullable{System.Int64},System.String,System.Nullable{Binance.TradeRobot.Model.Base.Enums.RobotState},System.Nullable{Binance.TradeRobot.Model.Base.Enums.Exchange})">
+            <summary>
+            查询机器人基本信息
+            </summary>
+            <param name="robotId">如果robotId有值,将忽略其他条件</param>
+            <param name="symbol"></param>
+            <param name="robotState"></param>
+            <param name="exchange"></param>
+            <returns></returns>
+        </member>
         <member name="M:Binance.TradeRobot.Business.RobotBusiness.GetD21PolicyRobotList(System.Nullable{Binance.TradeRobot.Model.Base.Enums.RobotState},System.Nullable{Binance.TradeRobot.Model.Base.Enums.SignalPeriod},System.String,System.Boolean,System.Boolean)">
             <summary>
             获取动2.1策略机器人列表
@@ -81,5 +91,29 @@
             <param name="userList"></param>
             <param name="multiplyBy100">比例乘100</param>
         </member>
+        <member name="M:Binance.TradeRobot.Business.GlobalContext.SubscribeKLine(Binance.TradeRobot.Model.Dto.RobotResponse)">
+            <summary>
+            订阅K线
+            </summary>
+            <param name="robot"></param>
+        </member>
+        <member name="M:Binance.TradeRobot.Business.GlobalContext.SubscribeOrderPublish(Binance.TradeRobot.Model.Dto.RobotResponse)">
+            <summary>
+            订阅订单推送
+            </summary>
+            <param name="robot"></param>
+        </member>
+        <member name="M:Binance.TradeRobot.Business.GlobalContext.UnSubscribeKLine(Binance.TradeRobot.Model.Dto.RobotResponse)">
+            <summary>
+            取消订阅K线
+            </summary>
+            <param name="robot"></param>
+        </member>
+        <member name="M:Binance.TradeRobot.Business.GlobalContext.UnSubscribeOrderPublish(Binance.TradeRobot.Model.Dto.RobotResponse)">
+            <summary>
+            取消订阅订单推送
+            </summary>
+            <param name="robot"></param>
+        </member>
     </members>
 </doc>

Binance.TradeRobot.Business/Business/RobotBusiness.cs

@@ -9,6 +9,7 @@ using Microsoft.Extensions.DependencyInjection;
 using System;
 using System.Collections.Generic;
 using System.Data.Common;
+using System.Linq;
 using Yitter.IdGenerator;
 
 namespace Binance.TradeRobot.Business
@@ -16,9 +17,11 @@ namespace Binance.TradeRobot.Business
     [BatchRegistration(ServiceLifetime.Singleton, RegistrationType.Self)]
     public class RobotBusiness : BaseBusiness
     {
-        public RobotBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache) : base(fsql, logManager, idGenerator, memoryCache)
-        {
+        private GlobalContext globalContext;
 
+        public RobotBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, GlobalContext globalContext) : base(fsql, logManager, idGenerator, memoryCache)
+        {
+            this.globalContext = globalContext;
         }
 
         /// <summary>
@@ -49,15 +52,23 @@ namespace Binance.TradeRobot.Business
         public void StartRobot(long robotId)
         {
             fsql.Update<Robot>(robotId).Set(r => r.State, Enums.RobotState.Runing).ExecuteAffrows();
-            //监听K线和订单
+            var robot = GetRobotList(robotId).FirstOrDefault();
 
+            //监听K线和订单
+            globalContext.SubscribeKLine(robot);
         } 
 
         public void StopRobot(long robotId)
         {
+            var robot = GetRobotList(robotId).FirstOrDefault();
             fsql.Update<Robot>(robotId).Set(r => r.State, Enums.RobotState.Stop).ExecuteAffrows();
-            //取消监听K线和订单
 
+            var sameRunningCount = GetRobotList(symbol: robot.Symbol, robotState: Enums.RobotState.Runing, exchange: robot.ExchangeId).Count();
+            if (sameRunningCount == 0)
+            {
+                //取消监听K线和订单
+                globalContext.UnSubscribeKLine(robot);
+            }
         }
 
         /// <summary>
@@ -135,6 +146,44 @@ namespace Binance.TradeRobot.Business
             });
         }
 
+        /// <summary>
+        /// 查询机器人基本信息
+        /// </summary>
+        /// <param name="robotId">如果robotId有值,将忽略其他条件</param>
+        /// <param name="symbol"></param>
+        /// <param name="robotState"></param>
+        /// <param name="exchange"></param>
+        /// <returns></returns>
+        public IList<RobotResponse> GetRobotList(long? robotId = null,
+                                                 string symbol = "",
+                                                 Enums.RobotState? robotState = null,
+                                                 Enums.Exchange? exchange = null)
+        {
+            var select = fsql.Select<Robot, ExchangeAPIKey>().InnerJoin((r, e) => r.Id == e.RobotId);
+            if (robotId != null)
+                select = select.Where((r, e) => r.Id == robotId);
+            else
+                select = select.WhereIf(!string.IsNullOrEmpty(symbol), (r, e) => r.Symbol == symbol)
+                               .WhereIf(robotState != null, (r, e) => r.State == robotState)
+                               .WhereIf(exchange != null, (r, e) => r.ExchangeId == exchange);
+
+            return select.ToList((r, e) => new Robot()
+            {
+                Id = r.Id,
+                BusinessType = r.BusinessType,
+                ExchangeId = r.ExchangeId,
+                Symbol = r.Symbol,
+                State = r.State,
+                RunningTime = r.RunningTime,
+                CreateTime = r.CreateTime,
+                TradePolicy = r.TradePolicy,
+
+                ExchangeAccountId = e.AccountId,
+                ExchangeAPIKey = e.APIKey,
+                ExchangeSecretKey = e.SecretKey
+            }).Map<IList<RobotResponse>>();
+        }
+
         /// <summary>
         /// 获取动2.1策略机器人列表
         /// </summary>

Binance.TradeRobot.Business/GlobalContext.cs

@@ -1,12 +1,64 @@
 using Binance.TradeRobot.Common.DI;
+using Binance.TradeRobot.Model.Dto;
 using Microsoft.Extensions.DependencyInjection;
+using SDKAdapter.WebSockets.Market;
+using System.Collections.Generic;
 
 namespace Binance.TradeRobot.Business
 {
     [BatchRegistration(ServiceLifetime.Singleton, RegistrationType.Self)]
     public class GlobalContext
     {
-        public GlobalContext()
+        private NLogManager logManager;
+        private IDictionary<string, SpotMarketWebSocketClient> spotMarketWebSocketClientDictionary;
+
+        public GlobalContext(NLogManager logManager)
+        {
+            this.logManager = logManager;
+            spotMarketWebSocketClientDictionary = new Dictionary<string, SpotMarketWebSocketClient>();
+        }
+
+        /// <summary>
+        /// 订阅K线
+        /// </summary>
+        /// <param name="robot"></param>
+        public void SubscribeKLine(RobotResponse robot)
+        {
+            if (!spotMarketWebSocketClientDictionary.TryGetValue(robot.KLineKey, out SpotMarketWebSocketClient spotMarketWebSocketClient))
+            {
+                var loggerName = $"SpotKLine-{robot.ExchangeId}-{robot.Symbol}";
+                spotMarketWebSocketClient = SpotMarketWebSocketClient.Create(robot.ExchangeId, robot.Symbol, logManager.GetLogger(loggerName));
+                spotMarketWebSocketClientDictionary.TryAdd(robot.KLineKey, spotMarketWebSocketClient);
+            }
+            if (!spotMarketWebSocketClient.IsConnected)
+                spotMarketWebSocketClient.Start();
+        }
+
+        /// <summary>
+        /// 订阅订单推送
+        /// </summary>
+        /// <param name="robot"></param>
+        public void SubscribeOrderPublish(RobotResponse robot)
+        {
+
+        }
+
+        /// <summary>
+        /// 取消订阅K线
+        /// </summary>
+        /// <param name="robot"></param>
+        public void UnSubscribeKLine(RobotResponse robot)
+        {
+            //停止订阅k线
+            if (spotMarketWebSocketClientDictionary.TryGetValue(robot.KLineKey, out SpotMarketWebSocketClient spotMarketWebSocketClient))
+                spotMarketWebSocketClient.Stop();
+        }
+
+        /// <summary>
+        /// 取消订阅订单推送
+        /// </summary>
+        /// <param name="robot"></param>
+        public void UnSubscribeOrderPublish(RobotResponse robot)
         {
 
         }

Binance.TradeRobot.Model/Dto/Response/Robot/RobotResponse.cs

@@ -22,6 +22,10 @@ namespace Binance.TradeRobot.Model.Dto
 
         public Enums.Exchange ExchangeId { get; set; }
 
+        public string ExecuteLogKey { get { return $"Execute-{ExchangeId}-{TradePolicy}-{Symbol}"; } }
+
+        public string KLineKey { get { return $"KLine-{ExchangeId}-{Symbol}"; }}
+
         /// <summary>
         /// 机器人账户对象
         /// </summary>

SDKAdapter/SDKAdapter.csproj

@@ -10,7 +10,12 @@
   </ItemGroup>
 
   <ItemGroup>
+    <PackageReference Include="Binance.Net" Version="8.0.13" />
     <PackageReference Include="NLog" Version="4.7.13" />
   </ItemGroup>
 
+  <ItemGroup>
+    <ProjectReference Include="..\Binance.TradeRobot.Model\Binance.TradeRobot.Model.csproj" />
+  </ItemGroup>
+
 </Project>

SDKAdapter/WebSockets/Market/BinanceSpotMarketWebSocketClient.cs

@@ -0,0 +1,36 @@
+using Binance.Net.Clients;
+using Binance.Net.Enums;
+using System.Threading;
+
+namespace SDKAdapter.WebSockets.Market
+{
+    public class BinanceSpotMarketWebSocketClient : SpotMarketWebSocketClient
+    {
+        private BinanceSocketClient client;
+        private CancellationTokenSource cancellationTokenSource;
+
+        public BinanceSpotMarketWebSocketClient(string symbol, NLog.ILogger logger) : base(symbol, logger)
+        {
+            client = new BinanceSocketClient();
+
+        }
+
+        public override void Start()
+        {
+            cancellationTokenSource = new CancellationTokenSource();
+            client.SpotStreams.SubscribeToKlineUpdatesAsync(Symbol, KlineInterval.OneMinute, (e) =>
+            {
+                base.OnReceived(e.Data.Data.ClosePrice);
+            }, cancellationTokenSource.Token);
+            base.Start();
+        }
+
+        public override void Stop()
+        {
+            cancellationTokenSource.Cancel();
+            client.SpotStreams.Dispose();
+            base.Stop();
+            cancellationTokenSource = null;
+        }
+    }
+}

SDKAdapter/WebSockets/Market/GateIOSpotMarketWebSocketClient.cs

@@ -0,0 +1,14 @@
+using System;
+using System.Collections.Generic;
+using System.Text;
+
+namespace SDKAdapter.WebSockets.Market
+{
+    public class GateIOSpotMarketWebSocketClient : SpotMarketWebSocketClient
+    {
+        public GateIOSpotMarketWebSocketClient(string symbol, NLog.ILogger logger) : base(symbol, logger)
+        {
+
+        }
+    }
+}

SDKAdapter/WebSockets/Market/SpotMarketWebSocketClient.cs

@@ -1,6 +1,5 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
+using Binance.TradeRobot.Model.Base;
+using System;
 
 namespace SDKAdapter.WebSockets.Market
 {
@@ -19,7 +18,7 @@ namespace SDKAdapter.WebSockets.Market
         /// <summary>
         /// 最新成交价
         /// </summary>
-        public decimal NewestPrice { get; private set; }
+        public decimal NewestPrice { get; protected set; }
 
         /// <summary>r
         /// 上一次价格更新时间
@@ -28,6 +27,8 @@ namespace SDKAdapter.WebSockets.Market
 
         public NLog.ILogger logger { get; private set; }
 
+        public bool IsConnected { get; protected set; }
+
         public SpotMarketWebSocketClient(string symbol, NLog.ILogger logger)
         {
             this.Symbol = symbol;
@@ -36,12 +37,12 @@ namespace SDKAdapter.WebSockets.Market
 
         public virtual void Start()
         {
-
+            IsConnected = true;
         }
 
         public virtual void Stop()
         {
-
+            IsConnected = false;
         }
 
         protected virtual void OnReceived(decimal newestPrice)
@@ -53,5 +54,12 @@ namespace SDKAdapter.WebSockets.Market
                 LastUpdateTime = DateTime.Now;
             }
         }
+
+        public static SpotMarketWebSocketClient Create(Enums.Exchange exchange, string symbol, NLog.ILogger logger)
+        {
+            if (exchange == Enums.Exchange.Binance)
+                return new BinanceSpotMarketWebSocketClient(symbol, logger);
+            return null;
+        }
     }
 }