对接交易所交易对

.editorconfig

@@ -14,3 +14,9 @@ dotnet_diagnostic.CS8602.severity = none
 
 # CS8603: 可能返回 null 引用。
 dotnet_diagnostic.CS8603.severity = none
+
+# CS8600: 将 null 字面量或可能为 null 的值转换为非 null 类型。
+dotnet_diagnostic.CS8600.severity = none
+
+# CS8601: 引用类型赋值可能为 null。
+dotnet_diagnostic.CS8601.severity = none

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

@@ -4,6 +4,23 @@
         <name>Binance.TradeRobot.API</name>
     </assembly>
     <members>
+        <member name="M:Binance.TradeRobot.API.Controllers.ExchangeAccountController.SyncBinanceSymbol">
+            <summary>
+            同步币安交易对
+            </summary>
+        </member>
+        <member name="M:Binance.TradeRobot.API.Controllers.ExchangeAccountController.SyncGateIOSymbol">
+            <summary>
+            同步Gate.IO交易对
+            </summary>
+        </member>
+        <member name="M:Binance.TradeRobot.API.Controllers.ExchangeAccountController.GetSymbolList(Binance.TradeRobot.Model.Base.Enums.Exchange)">
+            <summary>
+            获取交易对列表
+            </summary>
+            <param name="exchange"></param>
+            <returns></returns>
+        </member>
         <member name="M:Binance.TradeRobot.API.Controllers.ExchangeAccountController.AddExchangeAccount(Binance.TradeRobot.Model.Dto.AddExchangeAccountRequest)">
             <summary>
             添加交易所账号
@@ -61,7 +78,7 @@
             </summary>
             <returns></returns>
         </member>
-        <member name="M:Binance.TradeRobot.API.Controllers.SingalController.D21Singnal(Binance.TradeRobot.Model.Dto.D21SingalRequest)">
+        <member name="M:Binance.TradeRobot.API.Controllers.SingalController.D21Singal(Binance.TradeRobot.Model.Dto.D21SingalRequest)">
             <summary>
             D21杠杆/合约信号接口
             </summary>

Binance.TradeRobot.API/Controllers/ExchangeAccountController.cs

@@ -18,6 +18,37 @@ namespace Binance.TradeRobot.API.Controllers
             this.exchangeBusiness = exchangeBusiness;
         }
 
+        /// <summary>
+        /// 同步币安交易对
+        /// </summary>
+        [HttpPost]
+        [AllowAnonymous]
+        public void SyncBinanceSymbol()
+        {
+            exchangeBusiness.SyncBinanceSymbol();
+        }
+
+        /// <summary>
+        /// 同步Gate.IO交易对
+        /// </summary>
+        [HttpPost]
+        [AllowAnonymous]
+        public void SyncGateIOSymbol()
+        {
+            exchangeBusiness.SyncGateIOSymbol();
+        }
+
+        /// <summary>
+        /// 获取交易对列表
+        /// </summary>
+        /// <param name="exchange"></param>
+        /// <returns></returns>
+        [HttpGet("{exchange}")]
+        public IList<SymbolInfoResponse> GetSymbolList(Enums.Exchange exchange)
+        {
+            return exchangeBusiness.GetSymbolList(exchange);
+        }
+
         /// <summary>
         /// 添加交易所账号
         /// </summary>

Binance.TradeRobot.API/Controllers/SingalController.cs

@@ -18,9 +18,9 @@ namespace Binance.TradeRobot.API.Controllers
         /// </summary>
         /// <param name="d21SingalRequest"></param>
         [HttpPost]
-        public void D21Singnal([FromBody] D21SingalRequest d21SingalRequest)
+        public void D21Singal([FromBody] D21SingalRequest d21SingalRequest)
         {
-            singalBusiness.D21Singnal(d21SingalRequest);
+            singalBusiness.D21Singal(d21SingalRequest);
         }
     }
 }

Binance.TradeRobot.Business/Business/ExchangeBusiness.cs

@@ -1,14 +1,17 @@
 using Binance.TradeRobot.Business.Extensions;
 using Binance.TradeRobot.Common.DI;
 using Binance.TradeRobot.Common.Extensions;
+using Binance.TradeRobot.Common.Http;
 using Binance.TradeRobot.Model.Base;
 using Binance.TradeRobot.Model.Db;
 using Binance.TradeRobot.Model.Dto;
 using Microsoft.Extensions.Caching.Memory;
 using Microsoft.Extensions.DependencyInjection;
+using Newtonsoft.Json.Linq;
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Net.Http;
 using System.Threading;
 using System.Threading.Tasks;
 using Yitter.IdGenerator;
@@ -18,7 +21,58 @@ namespace Binance.TradeRobot.Business.Exchange
     [BatchRegistration(ServiceLifetime.Singleton, RegistrationType.Self)]
     public class ExchangeBusiness : BaseBusiness
     {
-        public ExchangeBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache) : base(fsql, logManager, idGenerator, memoryCache) { }
+        private RestApiService restApiService;
+
+        public ExchangeBusiness(IFreeSql fsql,
+                                NLogManager logManager,
+                                IIdGenerator idGenerator,
+                                IMemoryCache memoryCache,
+                                RestApiService restApiService) : base(fsql, logManager, idGenerator, memoryCache)
+        {
+            this.restApiService = restApiService;
+        }
+
+        public void SyncBinanceSymbol()
+        {
+            var apiResult = restApiService.SendRequest("https://api.binance.com/", "api/v3/exchangeInfo", null, null, HttpMethod.Get);
+            if (apiResult.StatusCode != System.Net.HttpStatusCode.OK)
+                throw new BusinessException($"同步币安交易对失败 StatusCode {apiResult.StatusCode} {apiResult.Content}");
+            var jobject = JObject.Parse(apiResult.Content);
+            var jarray_symbols = (JArray)jobject["symbols"];
+            var symbolList = new List<SymbolInfo>();
+            foreach (JToken jtoken_symbol in jarray_symbols)
+            {
+                var symbol = jtoken_symbol.Value<string>("symbol").ToUpper();
+                if (!symbol.EndsWith("USDT"))
+                    continue;
+                var stepSize = jtoken_symbol["filters"]?.FirstOrDefault(jtoken_filters => jtoken_filters.Value<string>("filterType") == "LOT_SIZE")?.Value<decimal>("stepSize") ?? 0M;
+                var saleAccuracy = stepSize != 0 ? (1 / stepSize).ToString().Length - 1 : 0;
+                var symbolInfo = new SymbolInfo()
+                {
+                    Id = idGenerator.NewLong(),
+                    ExchangeId = Enums.Exchange.Binance,
+                    CreateTime = DateTime.Now,
+                    Symbol = symbol,
+                    SaleQuantityAccuracy = saleAccuracy
+                };
+                symbolList.Add(symbolInfo);
+            }
+            fsql.Transaction(() =>
+            {
+                fsql.Delete<SymbolInfo>().Where(s => s.ExchangeId == Enums.Exchange.Binance).ExecuteAffrows();
+                fsql.Insert(symbolList).ExecuteAffrows();
+            });
+        }
+
+        public void SyncGateIOSymbol()
+        {
+
+        }
+
+        public IList<SymbolInfoResponse> GetSymbolList(Enums.Exchange exchange)
+        {
+            return fsql.Select<SymbolInfo>().Where(s => s.ExchangeId == exchange).ToList<SymbolInfoResponse>();
+        }
 
         public void AddExchangeAccount(AddExchangeAccountRequest addExchangeAccountRequest)
         {

Binance.TradeRobot.Business/Business/RobotBusiness.cs

@@ -199,14 +199,15 @@ namespace Binance.TradeRobot.Business
                                                                    bool isLoadRecentTradeProfit = true,
                                                                    bool isLoadAPIKey = false)
         {
-            var robotList = fsql.Select<Robot, RobotAccount, D21Policy, ExchangeAPIKey>().InnerJoin((r, ra, d, e) => r.Id == ra.RobotId)
-                                                                                         .InnerJoin((r, ra, d, e) => r.Id == d.RobotId)
-                                                                                         .InnerJoin((r, ra, d, e) => r.Id == e.RobotId)
-                                                                                         .WhereIf(robotState != null, (r, ra, d, e) => r.State == robotState)
-                                                                                         .WhereIf(signalPeriod != null, (r, ra, d, e) => d.PeriodicSignal == signalPeriod)
-                                                                                         .WhereIf(!string.IsNullOrEmpty(symbol), (r, ra, d, e) => r.Symbol == symbol)
-                                                                                         .Where((r, ra, d, e) => r.TradePolicy == Enums.TradePolicy.D21)
-                                                                                         .ToList((r, ra, d, e) => new Robot()
+            var robotList = fsql.Select<Robot, SymbolInfo, RobotAccount, D21Policy, ExchangeAPIKey>().InnerJoin((r, s, ra, d, e) => r.Id == ra.RobotId)
+                                                                                                     .InnerJoin((r, s, ra, d, e) => r.Symbol == s.Symbol && r.ExchangeId == s.ExchangeId)
+                                                                                                     .InnerJoin((r, s, ra, d, e) => r.Id == d.RobotId)
+                                                                                                     .InnerJoin((r, s, ra, d, e) => r.Id == e.RobotId)
+                                                                                                     .WhereIf(robotState != null, (r, s, ra, d, e) => r.State == robotState)
+                                                                                                     .WhereIf(signalPeriod != null, (r, s, ra, d, e) => d.PeriodicSignal == signalPeriod)
+                                                                                                     .WhereIf(!string.IsNullOrEmpty(symbol), (r, s, ra, d, e) => r.Symbol == symbol)
+                                                                                                     .Where((r, s, ra, d, e) => r.TradePolicy == Enums.TradePolicy.D21)
+                                                                                                     .ToList((r, s, ra, d, e) => new Robot()
                                                                                                      {
                                                                                                          Id = r.Id,
                                                                                                          BusinessType = r.BusinessType,
@@ -217,6 +218,9 @@ namespace Binance.TradeRobot.Business
                                                                                                          CreateTime = r.CreateTime,
                                                                                                          TradePolicy = r.TradePolicy,
 
+                                                                                                         SymbolId = s.Id,
+                                                                                                         SymbolSaleQuantityAccuracy = s.SaleQuantityAccuracy,
+
                                                                                                          RobotAccountId = ra.Id,
                                                                                                          ClosePositionCount = ra.ClosePositionCount,
                                                                                                          WinCount = ra.WinCount,

Binance.TradeRobot.Business/Business/SingalBusiness.cs

@@ -27,7 +27,7 @@ namespace Binance.TradeRobot.Business.Business
             this.tradeBusinessList = tradeBusinessList;
         }
 
-        public void D21Singnal(D21SingalRequest d21SingalRequest)
+        public void D21Singal(D21SingalRequest d21SingalRequest)
         {
             //logManager.GetLogger("D21").Info(JsonConvert.SerializeObject(d21SingalRequest));
             var robotList = robotBusiness.GetD21PolicyRobotList(Enums.RobotState.Runing, d21SingalRequest.KLinePeriodic, d21SingalRequest.Symbol, false, true);

Binance.TradeRobot.Common/Http/RestAPIService.cs

@@ -2,7 +2,9 @@
 using Newtonsoft.Json;
 using System;
 using System.Collections.Generic;
+using System.Net;
 using System.Net.Http;
+using System.Net.Http.Headers;
 using System.Text;
 
 namespace Binance.TradeRobot.Common.Http
@@ -26,27 +28,34 @@ namespace Binance.TradeRobot.Common.Http
         /// <param name="apiHost"></param>
         /// <param name="apiPath"></param>
         /// <param name="param"></param>
-        /// <param name="headers"></param>
+        /// <param name="requestHeaders"></param>
         /// <param name="httpMethod"></param>
         /// <param name="contentType"></param>
         /// <param name="paramPosition"></param>
-        /// <param name="enableRandomTimeStamp"></param>
+        /// <param name="useRandomTimeStamp"></param>
+        /// <param name="getResponseHeader"></param>
+        /// <param name="httpCompletionOption"></param>
+        /// <param name="httpClientName"></param>
         /// <returns></returns>
-        public string SendRequest(string apiHost,
+        public RestApiResult SendRequest(string apiHost,
                                          string apiPath,
                                          object param,
-                                  IDictionary<string, string> headers,
+                                         IDictionary<string, string> requestHeaders,
                                          HttpMethod httpMethod,
                                          string contentType = ContentType_Json,
                                          ParamPosition paramPosition = ParamPosition.Body,
-                                  bool enableRandomTimeStamp = false)
+                                         bool useRandomTimeStamp = false,
+                                         bool getResponseHeader = false,
+                                         HttpCompletionOption httpCompletionOption = HttpCompletionOption.ResponseContentRead,
+                                         string httpClientName = "")
         {
             //Get和Delete强制使用QueryString形式传参
             if (httpMethod == HttpMethod.Get || httpMethod == HttpMethod.Delete)
                 paramPosition = ParamPosition.Query;
 
             //拼接Url
-            var url = $"{apiHost}{(apiHost.EndsWith("/") ? string.Empty : "/")}{(apiPath.StartsWith("/") ? apiPath.Substring(1) : apiPath)}";
+            var url = string.IsNullOrEmpty(apiPath) ? apiHost :
+                                                      $"{apiHost.TrimEnd('/')}/{apiPath.TrimStart('/')}";
             var isCombineParam = false;
             if (paramPosition == ParamPosition.Query && param != null)
             {
@@ -55,8 +64,8 @@ namespace Binance.TradeRobot.Common.Http
             }
 
             //使用时间戳绕过CDN
-            if (enableRandomTimeStamp)
-                url = $"{url}{(isCombineParam ? "&" : "?")}t={DateTime.Now.DateTimeToStamp()}";
+            if (useRandomTimeStamp)
+                url = $"{url}{(isCombineParam ? "&" : "?")}t={DateTime.Now.ToFileTime()}";
 
 
             using (var httpClient = httpClientFactory.CreateClient())
@@ -64,22 +73,38 @@ namespace Binance.TradeRobot.Common.Http
                 httpClient.Timeout = TimeOut;
                 using (var request = new HttpRequestMessage(httpMethod, url))
                 {
-                    if (headers != null && headers.Count > 0)
-                        foreach (var key in headers.Keys)
-                            request.Headers.Add(key, headers[key]);
+                    if (requestHeaders != null && requestHeaders.Count > 0)
+                        foreach (var key in requestHeaders.Keys)
+                            request.Headers.Add(key, requestHeaders[key]);
 
                     if (paramPosition == ParamPosition.Body && param != null)
                         request.Content = new StringContent(contentType == ContentType_Json ? JsonConvert.SerializeObject(param) : param.ToString(), Encoding.UTF8, contentType);
 
-                    using (var response = httpClient.SendAsync(request).Result)
+                    using (var response = httpClient.SendAsync(request, httpCompletionOption).Result)
                     {
-                        if (!response.IsSuccessStatusCode)
-                            throw new Exception($"HttpCode {response.StatusCode}");
-                        return response.Content.ReadAsStringAsync().Result;
+                        if (!response.IsSuccessStatusCode && response.StatusCode != HttpStatusCode.Redirect && response.StatusCode != HttpStatusCode.Moved)
+                            throw new Exception($"Reuqest {url} HttpCode {response.StatusCode}");
+                        return new RestApiResult()
+                        {
+                            StatusCode = response.StatusCode,
+                            Content = httpCompletionOption == HttpCompletionOption.ResponseContentRead ? response.Content.ReadAsStringAsync().Result :
+                                                                                                         string.Empty,
+                            Headers = getResponseHeader ? response.Headers : null
+                        };
+                    }
                 }
             }
         }
+
     }
+
+    public class RestApiResult
+    {
+        public HttpStatusCode StatusCode { get; set; }
+
+        public string Content { get; set; }
+
+        public HttpResponseHeaders Headers { get; set; }
     }
 
     /// <summary>

Binance.TradeRobot.Model/Base/MappingProfiles.cs

@@ -26,7 +26,11 @@ namespace Binance.TradeRobot.Model.Base
                                              .ForPath(t => t.RobotAccount.WinCount, opt => opt.MapFrom(f => f.WinCount))
                                              .ForPath(t => t.ExchangeAPIKey.AccountId, opt => opt.MapFrom(f => f.ExchangeAccountId))
                                              .ForPath(t => t.ExchangeAPIKey.APIKey, opt => opt.MapFrom(f => f.ExchangeAPIKey))
-                                             .ForPath(t => t.ExchangeAPIKey.SecretKey, opt => opt.MapFrom(f => f.ExchangeSecretKey));
+                                             .ForPath(t => t.ExchangeAPIKey.SecretKey, opt => opt.MapFrom(f => f.ExchangeSecretKey))
+                                             .ForPath(t => t.SymbolInfo.Id, opt => opt.MapFrom(f => f.SymbolId))
+                                             .ForPath(t => t.SymbolInfo.Symbol, opt => opt.MapFrom(f => f.Symbol))
+                                             .ForPath(t => t.SymbolInfo.SaleQuantityAccuracy, opt => opt.MapFrom(f => f.SymbolSaleQuantityAccuracy))
+                                             .ForPath(t => t.SymbolInfo.ExchangeId, opt => opt.MapFrom(f => f.ExchangeId));
             CreateMap<Robot, D21PolicyRobotResponse>().IncludeBase<Robot, RobotResponse>()
                                                       .ForPath(t => t.D21Policy.Id, opt => opt.MapFrom(f => f.D21PolicyId))
                                                       .ForPath(t => t.D21Policy.RobotId, opt => opt.MapFrom(f => f.Id))

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

@@ -169,6 +169,11 @@
             关联机器人Id
             </summary>
         </member>
+        <member name="P:Binance.TradeRobot.Model.Db.SymbolInfo.SaleQuantityAccuracy">
+            <summary>
+            基础币卖出数量精度
+            </summary>
+        </member>
         <member name="P:Binance.TradeRobot.Model.Db.ExecutionLog.SourceSingal">
             <summary>
             来源信号
@@ -339,6 +344,11 @@
             运行时长(s)
             </summary>
         </member>
+        <member name="P:Binance.TradeRobot.Model.Db.Robot.SymbolId">
+            <summary>
+            卖币精度
+            </summary>
+        </member>
         <member name="P:Binance.TradeRobot.Model.Db.Robot.ClosePositionCount">
             <summary>
             平仓次数

Binance.TradeRobot.Model/Db/Exchange/SymbolInfo.cs

@@ -0,0 +1,32 @@
+using Binance.TradeRobot.Model.Base;
+using FreeSql.DataAnnotations;
+using System;
+
+namespace Binance.TradeRobot.Model.Db
+{
+
+    [Table(Name = "symbolinfo", DisableSyncStructure = true)]
+    public partial class SymbolInfo
+    {
+
+        [Column(DbType = "bigint", IsPrimary = true)]
+        public long Id { get; set; }
+
+        [Column(DbType = "datetime")]
+        public DateTime? CreateTime { get; set; }
+
+        [Column(DbType = "int", MapType = typeof(int))]
+        public Enums.Exchange ExchangeId { get; set; }
+
+        /// <summary>
+        /// 基础币卖出数量精度
+        /// </summary>
+        [Column(DbType = "int")]
+        public int SaleQuantityAccuracy { get; set; }
+
+        [Column(StringLength = 50)]
+        public string Symbol { get; set; }
+
+    }
+
+}

Binance.TradeRobot.Model/Db/Robot/Robot.cs

@@ -36,6 +36,17 @@ namespace Binance.TradeRobot.Model.Db
         [Column(MapType = typeof(int), DbType = "int")]
         public Enums.Exchange ExchangeId { get; set; }
 
+        #region Symbol Extension
+        /// <summary>
+        /// 卖币精度
+        /// </summary>
+        [Column(IsIgnore = true)]
+        public long SymbolId { get; set; }
+
+        [Column(IsIgnore = true)]
+        public int SymbolSaleQuantityAccuracy { get; set; }
+        #endregion
+
         #region RobotAccount Extension
 
         [Column(IsIgnore = true)]

Binance.TradeRobot.Model/Db/代码生成/__重新生成.bat

@@ -1 +1 @@
-FreeSql.Generator -Razor 1 -NameOptions 1,0,0,0 -NameSpace Binance.TradeRobot.Model.Db -DB "MySql,data source=47.245.58.112;port=3306;user id=sa;password=rYn6re2AKhcDWcBi;initial catalog=tradedb;charset=utf8;sslmode=none;max pool size=2" -FileName "{name}.cs"
+FreeSql.Generator -Razor 1 -NameOptions 1,0,0,0 -NameSpace Binance.TradeRobot.Model.Db -DB "MySql,data source=8.209.252.195;port=3306;user id=sa;password=rYn6re2AKhcDWcBi;initial catalog=tradedb;charset=utf8;sslmode=none;max pool size=2" -FileName "{name}.cs"

Binance.TradeRobot.Model/Dto/Response/Exchange/SymbolInfoResponse.cs

@@ -0,0 +1,8 @@
+using Binance.TradeRobot.Model.Db;
+
+namespace Binance.TradeRobot.Model.Dto
+{
+    public class SymbolInfoResponse : SymbolInfo
+    {
+    }
+}

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

@@ -26,6 +26,8 @@ namespace Binance.TradeRobot.Model.Dto
 
         public virtual string KLineKey { get { return $"KLine-{ExchangeId}-{Symbol}"; } }
 
+        public SymbolInfoResponse SymbolInfo { get; set; }
+
         /// <summary>
         /// 机器人账户对象
         /// </summary>