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181 lines
11 KiB
181 lines
11 KiB
using Binance.TradeRobot.Common.DI;
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using Binance.TradeRobot.Model.Base;
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using Binance.TradeRobot.Model.Db;
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using FreeSql;
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using Microsoft.Extensions.Caching.Memory;
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using Microsoft.Extensions.DependencyInjection;
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using SDKAdapter.Model;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using Yitter.IdGenerator;
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namespace Binance.TradeRobot.Business
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{
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[BatchRegistration(ServiceLifetime.Singleton, RegistrationType.Interface)]
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internal class D21OrderPublishBusiness : BaseSpotOrderPublishBusiness, ISpotOrderPublishBusiness
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{
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public Enums.TradePolicy TradePolicy => Enums.TradePolicy.D21;
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public D21OrderPublishBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, RobotBusiness robotBusiness, UserBusiness userBusiness) : base(fsql, logManager, idGenerator, memoryCache, dingBusiness, robotBusiness, userBusiness)
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{
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}
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public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo)
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{
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//var logger = logManager.GetLogger(spotOrderPublishInfo.LoggerName);
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var step = string.Empty;
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var logList = new List<ExecutionLog>();
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try
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{
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//step = "检查订单是否入库";
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CheckOrderExists(spotOrderPublishInfo.OrderId);
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//step = "查询订单所属机器人";
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var robot = robotBusiness.GetD21PolicyRobotList(spotOrderPublishInfo.RobotId, isLoadRecentTradeProfit: false, isLoadAPIKey: true).FirstOrDefault();
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if (robot == null)
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throw new BusinessException($"未找到机器人");
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IUpdate<SpotOrder> updateSpotOrder = fsql.Update<SpotOrder>(spotOrderPublishInfo.OrderId).Set(o => o.State, spotOrderPublishInfo.SpotOrderState);
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IUpdate<RobotAccount> updateRobotAccount = null;
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IList<IUpdate<User>> updateUserList = null;
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List<UserAccountProfitLossRecord> insertUserAccountProfitLossRecordList = null;
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if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected ||
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spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Expired ||
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spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Canceled)
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{
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logList.Add(new ExecutionLog()
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{
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Id = idGenerator.NewLong(),
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CreateTime = DateTime.Now,
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OrderId = spotOrderPublishInfo.OrderId,
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RobotId = spotOrderPublishInfo.RobotId,
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SourceSingal = Enums.SingalType.订单推送,
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Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState}{(spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected ? $",拒绝原因:{spotOrderPublishInfo.RejectedReason}" : string.Empty)}"
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});
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}
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if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Filled)
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{
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var avgTradePrice = spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity; //计算成交均价
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logList.Add(new ExecutionLog()
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{
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Id = idGenerator.NewLong(),
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CreateTime = DateTime.Now,
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OrderId = spotOrderPublishInfo.OrderId,
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RobotId = spotOrderPublishInfo.RobotId,
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SourceSingal = Enums.SingalType.订单推送,
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Content = $"收到订单" +
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$"推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState},成交额:{spotOrderPublishInfo.LastTradeAmount},成交量:{spotOrderPublishInfo.LastTradeQuantity},成交价:{spotOrderPublishInfo.LastTradePrice},手续费({spotOrderPublishInfo.FeeUnit}):{spotOrderPublishInfo.Fee}"
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});
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//更新交易信息
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updateSpotOrder = updateSpotOrder.Set(o => o.TradeAmount, spotOrderPublishInfo.CummulativeTradeAmount)
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.Set(o => o.TradeQuantity, spotOrderPublishInfo.CummulativeTradeQuantity)
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.Set(o => o.TradePrice, avgTradePrice)
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.Set(o => o.TradeFee, spotOrderPublishInfo.Fee)
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.Set(o => o.TradeFeeUnit, spotOrderPublishInfo.FeeUnit)
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.Set(o => o.LastTradeTime, spotOrderPublishInfo.LastTradeTime);
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if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Buy)
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{
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var quantity = spotOrderPublishInfo.CummulativeTradeQuantity - spotOrderPublishInfo.Fee; //扣除基础币手续费,得到真实购买数量
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updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity + quantity)
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.Set(ra => ra.SpotCurrencyAmount + spotOrderPublishInfo.CummulativeTradeAmount);
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if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
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{
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//市价买单完全成交,根据策略挂止损单
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}
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}
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else if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Sell)
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{
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updateUserList = new List<IUpdate<User>>();
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insertUserAccountProfitLossRecordList = new List<UserAccountProfitLossRecord>();
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if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
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{
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//市价卖单完全成交,取消尚未触发的限价止损单
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}
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var interest = 0M; //借币利息
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var loanAmount = robot.RobotAccount.LoanAmount; //借币金额
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if (loanAmount > 0M)
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{
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//还币
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var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
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interest = apiClient.IsolatedMarginRepay(robot.Symbol, loanAmount);
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}
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var buyAmount = spotOrderPublishInfo.CummulativeTradeQuantity * robot.RobotAccount.SpotCurrencyAvgPrice; //本次卖出对应的持仓金额
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var profit = spotOrderPublishInfo.CummulativeTradeQuantity * (avgTradePrice - robot.RobotAccount.SpotCurrencyAvgPrice) - spotOrderPublishInfo.Fee - interest; //计算利润
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updateSpotOrder = updateSpotOrder.SetIf(interest > 0M, o => o.LoanInterest, interest)
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.Set(o => o.Profit, profit)
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.Set(o => o.HistoryTotalProfit, robot.RobotAccount.TotalProfit + profit);
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updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity - spotOrderPublishInfo.CummulativeTradeQuantity)
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.Set(ra => ra.SpotCurrencyAmount - buyAmount)
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.Set(ra => ra.TotalProfit + profit)
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.Set(ra => ra.ClosePositionCount + 1)
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.SetIf(profit > 0M, ra => ra.WinCount + 1)
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.SetIf(interest > 0M, ra => ra.LoanAmount - loanAmount);
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var capitalChangeType = profit > 0M ? Enums.CapitalChangeType.Add : Enums.CapitalChangeType.Reduce;
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var userList = userBusiness.GetUserList(multiplyBy100: false);
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foreach (var user in userList)
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{
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var changeAmount = profit * user.DividendRatio; //根据用户分红比例计算本次分红或亏损
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user.ChangeAmount(capitalChangeType, Math.Abs(changeAmount), false);
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var updateUser = fsql.Update<User>(user.Id).Set(u => u.CostAmount, user.CostAmount)
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.Set(u => u.Profit, user.Profit);
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updateUserList.Add(updateUser);
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insertUserAccountProfitLossRecordList.Add(new UserAccountProfitLossRecord()
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{
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Id = idGenerator.NewLong(),
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BusinessType = robot.BusinessType,
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ChangeAmount = changeAmount,
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CreateTime = DateTime.Now,
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ExchangeId = robot.ExchangeId,
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OrderId = spotOrderPublishInfo.OrderId,
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OrderProfit = profit,
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UserId = user.Id,
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RobotId = robot.Id,
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DividendRatio = user.DividendRatio,
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UserProfit = user.Profit
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});
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}
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}
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}
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fsql.Transaction(() =>
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{
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fsql.Insert(logList).ExecuteAffrows();
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updateSpotOrder.ExecuteAffrows();
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updateRobotAccount?.ExecuteAffrows();
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if (insertUserAccountProfitLossRecordList != null && insertUserAccountProfitLossRecordList.Count() > 0)
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fsql.Insert(insertUserAccountProfitLossRecordList).ExecuteAffrows();
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if (updateUserList != null && updateUserList.Count() > 0)
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foreach (var u in updateUserList)
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u.ExecuteAffrows();
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});
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}
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catch (Exception ex)
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{
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HandleError(ex, logList, spotOrderPublishInfo.LoggerName, spotOrderPublishInfo.RobotId, spotOrderPublishInfo.OrderId, step);
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}
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}
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}
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}
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