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266 lines
16 KiB
266 lines
16 KiB
using Binance.TradeRobot.Business.Extensions;
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using Binance.TradeRobot.Common.DI;
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using Binance.TradeRobot.Common.Extensions;
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using Binance.TradeRobot.Model.Base;
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using Binance.TradeRobot.Model.Db;
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using Binance.TradeRobot.Model.Dto;
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using Microsoft.Extensions.Caching.Memory;
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using Microsoft.Extensions.DependencyInjection;
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using System;
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using System.Collections.Generic;
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using System.Data.Common;
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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.Self)]
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public class RobotBusiness : BaseBusiness
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{
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private GlobalContext globalContext;
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public RobotBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, GlobalContext globalContext) : base(fsql, logManager, idGenerator, memoryCache)
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{
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this.globalContext = globalContext;
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}
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/// <summary>
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/// 检查机器人注册条件
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/// </summary>
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/// <param name="addRobotRequest"></param>
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/// <param name="exchangeAPIKey"></param>
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/// <exception cref="BusinessException"></exception>
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private void CheckRobotRegister(AddRobotRequest addRobotRequest, out ExchangeAPIKey exchangeAPIKey)
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{
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exchangeAPIKey = null;
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if (string.IsNullOrEmpty(addRobotRequest.Symbol) || addRobotRequest.ExchangeAPIKeyId == 0)
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throw new BusinessException("参数不全");
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exchangeAPIKey = fsql.Select<ExchangeAPIKey>(addRobotRequest.ExchangeAPIKeyId).ToOne();
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if (exchangeAPIKey == null)
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throw new BusinessException("选择的APIKey不存在");
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if (exchangeAPIKey.RobotId != null)
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throw new BusinessException("APIKey已被其他机器人使用");
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var accountId = exchangeAPIKey.AccountId;
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if (fsql.Select<ExchangeAccount, ExchangeAPIKey, Robot>().InnerJoin((ea, ek, r) => ea.Id == ek.AccountId)
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.LeftJoin((ea, ek, r) => ek.RobotId == r.Id)
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.Where((ea, ek, r) => ea.Id == accountId &&
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r.Symbol == addRobotRequest.Symbol).Any())
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throw new BusinessException("同一个交易所账号下只允许存在一个交易对");
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}
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public void StartRobot(long robotId)
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{
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fsql.Update<Robot>(robotId).Set(r => r.State, Enums.RobotState.Runing).ExecuteAffrows();
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var robot = GetRobotList(robotId).FirstOrDefault();
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//监听K线和订单
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globalContext.SubscribeKLine(robot);
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}
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public void StopRobot(long robotId)
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{
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var robot = GetRobotList(robotId).FirstOrDefault();
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fsql.Update<Robot>(robotId).Set(r => r.State, Enums.RobotState.Stop).ExecuteAffrows();
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var sameRunningCount = GetRobotList(symbol: robot.Symbol, robotState: Enums.RobotState.Runing, exchange: robot.ExchangeId).Count();
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if (sameRunningCount == 0)
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{
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//取消监听K线和订单
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globalContext.UnSubscribeKLine(robot);
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}
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}
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/// <summary>
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/// 添加机器人和账户
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/// </summary>
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/// <param name="addRobotRequest"></param>
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/// <param name="tran"></param>
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/// <returns>机器人Id</returns>
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private long AddRobotWithTran(AddRobotRequest addRobotRequest, DbTransaction tran)
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{
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var robotId = idGenerator.NewLong();
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fsql.Insert(new Robot()
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{
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Id = robotId,
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Symbol = addRobotRequest.Symbol.ToUpper(),
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TradePolicy = addRobotRequest.TradePolicy,
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BusinessType = addRobotRequest.TradePolicy.GetBusinessType(),
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ExchangeId = addRobotRequest.ExchangeId,
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CreateTime = DateTime.Now,
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RunningTime = 0,
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State = Enums.RobotState.Stop
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}).WithTransaction(tran).ExecuteAffrows();
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fsql.Insert(new RobotAccount()
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{
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Id = idGenerator.NewLong(),
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RobotId = robotId
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}).WithTransaction(tran).ExecuteAffrows();
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fsql.Update<ExchangeAPIKey>(addRobotRequest.ExchangeAPIKeyId).WithTransaction(tran).Set(ek => ek.RobotId, robotId).ExecuteAffrows();
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return robotId;
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}
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/// <summary>
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/// 添加金字塔策略机器人
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/// </summary>
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/// <param name="addRobotRequest"></param>
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public void AddPyramidPolicyRobot(AddRobotRequest addRobotRequest)
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{
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CheckRobotRegister(addRobotRequest, out ExchangeAPIKey exchangeAPIKey);
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var pyramidPolicy = new PyramidPolicy();
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pyramidPolicy.Id = idGenerator.NewLong();
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fsql.Transaction(() =>
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{
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var tran = fsql.Ado.TransactionCurrentThread;
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pyramidPolicy.RobotId = AddRobotWithTran(addRobotRequest, tran);
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fsql.Insert(pyramidPolicy).ExecuteAffrows();
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});
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//调整仓位杠杆倍数
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}
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/// <summary>
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/// 添加动2.1策略机器人
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/// </summary>
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/// <param name="addRobotRequest"></param>
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public void AddD21PolicyRobot(AddRobotRequest addRobotRequest)
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{
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addRobotRequest.TradePolicy = Enums.TradePolicy.D21;
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CheckRobotRegister(addRobotRequest, out _);
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var d21Policy = new D21Policy()
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{
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Id = idGenerator.NewLong(),
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CreateTime = DateTime.Now,
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ExecutionMode = Enums.ExecutionMode.Both,
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IsEnabledIncreasePurchase = true,
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IsEnableRemedyForErrorCrossSignal = true
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};
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fsql.Transaction(() =>
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{
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var tran = fsql.Ado.TransactionCurrentThread;
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d21Policy.RobotId = AddRobotWithTran(addRobotRequest, tran);
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fsql.Insert(d21Policy).ExecuteAffrows();
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});
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}
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/// <summary>
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/// 查询机器人基本信息
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/// </summary>
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/// <param name="robotId">如果robotId有值,将忽略其他条件</param>
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/// <param name="symbol"></param>
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/// <param name="robotState"></param>
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/// <param name="exchange"></param>
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/// <returns></returns>
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public IList<RobotResponse> GetRobotList(long? robotId = null,
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string symbol = "",
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Enums.RobotState? robotState = null,
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Enums.Exchange? exchange = null)
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{
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var select = fsql.Select<Robot, ExchangeAPIKey>().InnerJoin((r, e) => r.Id == e.RobotId);
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if (robotId != null)
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select = select.Where((r, e) => r.Id == robotId);
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else
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select = select.WhereIf(!string.IsNullOrEmpty(symbol), (r, e) => r.Symbol == symbol)
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.WhereIf(robotState != null, (r, e) => r.State == robotState)
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.WhereIf(exchange != null, (r, e) => r.ExchangeId == exchange);
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return select.ToList((r, e) => new Robot()
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{
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Id = r.Id,
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BusinessType = r.BusinessType,
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ExchangeId = r.ExchangeId,
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Symbol = r.Symbol,
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State = r.State,
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RunningTime = r.RunningTime,
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CreateTime = r.CreateTime,
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TradePolicy = r.TradePolicy,
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ExchangeAccountId = e.AccountId,
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ExchangeAPIKey = e.APIKey,
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ExchangeSecretKey = e.SecretKey
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}).Map<IList<RobotResponse>>();
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}
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/// <summary>
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/// 获取动2.1策略机器人列表
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/// </summary>
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/// <param name="robotState">机器人状态</param>
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/// <param name="signalPeriod">信号周期</param>
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/// <param name="symbol">交易对</param>
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/// <param name="isLoadRecentTradeProfit">是否加载近期交易利润,默认true</param>
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/// <param name="isLoadAPIKey">是否加载机器人绑定的APIKey,默认false</param>
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/// <returns></returns>
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public IList<D21PolicyRobotResponse> GetD21PolicyRobotList(Enums.RobotState? robotState = null,
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Enums.SignalPeriod? signalPeriod = null,
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string symbol = "",
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bool isLoadRecentTradeProfit = true,
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bool isLoadAPIKey = false)
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{
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var robotList = fsql.Select<Robot, SymbolInfo, RobotAccount, D21Policy, ExchangeAPIKey>().InnerJoin((r, s, ra, d, e) => r.Id == ra.RobotId)
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.InnerJoin((r, s, ra, d, e) => r.Symbol == s.Symbol && r.ExchangeId == s.ExchangeId)
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.InnerJoin((r, s, ra, d, e) => r.Id == d.RobotId)
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.InnerJoin((r, s, ra, d, e) => r.Id == e.RobotId)
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.WhereIf(robotState != null, (r, s, ra, d, e) => r.State == robotState)
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.WhereIf(signalPeriod != null, (r, s, ra, d, e) => d.PeriodicSignal == signalPeriod)
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.WhereIf(!string.IsNullOrEmpty(symbol), (r, s, ra, d, e) => r.Symbol == symbol)
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.Where((r, s, ra, d, e) => r.TradePolicy == Enums.TradePolicy.D21)
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.ToList((r, s, ra, d, e) => new Robot()
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{
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Id = r.Id,
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BusinessType = r.BusinessType,
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ExchangeId = r.ExchangeId,
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Symbol = r.Symbol,
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State = r.State,
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RunningTime = r.RunningTime,
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CreateTime = r.CreateTime,
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TradePolicy = r.TradePolicy,
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SymbolId = s.Id,
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SymbolSaleQuantityAccuracy = s.SaleQuantityAccuracy,
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RobotAccountId = ra.Id,
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ClosePositionCount = ra.ClosePositionCount,
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WinCount = ra.WinCount,
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LoanAmount = ra.LoanAmount,
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SoptCurrentcyAmount = ra.SoptCurrentcyAmount,
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SpotCurrencyQuantity = ra.SpotCurrencyQuantity,
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TotalProfit = ra.TotalProfit,
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ExchangeAccountId = e.AccountId,
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ExchangeAPIKey = e.APIKey,
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ExchangeSecretKey = e.SecretKey,
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D21ExecutionMode = d.ExecutionMode,
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D21IsEnabledIncreasePurchase = d.IsEnabledIncreasePurchase,
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D21IsEnableRemedyForErrorCrossSignal = d.IsEnableRemedyForErrorCrossSignal,
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D21MaxFollowPurchaseRatio = d.MaxFollowPurchaseRatio,
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D21PeriodicSignal = d.PeriodicSignal,
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D21PolicyId = d.Id,
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D21Position = d.Position,
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D21Assets = d.Assets,
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D21Level1PositionStopLossRatio = d.Level1PositionStopLossRatio,
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D21Level1PriceStopLossRatio = d.Level1PriceStopLossRatio,
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D21Level2PositionStopLossRatio = d.Level2PositionStopLossRatio,
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D21Level2PriceStopLossRatio = d.Level2PriceStopLossRatio,
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D21MaxExchangeLoanRatio = d.MaxExchangeLoanRatio,
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D21MaxSystemLoanRatio = d.MaxSystemLoanRatio,
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D21CreateTime = d.CreateTime
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}).Map<IList<D21PolicyRobotResponse>>();
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if (isLoadRecentTradeProfit)
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{
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//统计近期订单利润
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}
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if (!isLoadAPIKey)
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{
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foreach (var r in robotList)
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r.ExchangeAPIKey = null;
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}
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return robotList;
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}
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}
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}
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