static void DoBuyForEmpty(SellInfo sellInfo, decimal nowPrice)
{
if (lastBuyForEmptyDate > DateTime.Now.AddSeconds(-20))
{
// 如果20秒内购购买一单， 则不能再次购买
return;
}
if (!string.IsNullOrEmpty(sellInfo.BuyClientOid))
{
return;
}
var percent = 1 + ((sellInfo.SellPrice / nowPrice) - 1) / 3;
var buySize = sellInfo.SellQuantity * percent;
var buyPrice = nowPrice * (decimal)1.01; // 更高的价格购入， 是为了能够购入
var okInstrument = InstrumentsUtils.GetOkInstruments(sellInfo.Quote, sellInfo.Symbol);
if (okInstrument == null)
{
logger.Error($"出售时候发现 不存在的交易对 {sellInfo.Quote},{sellInfo.Symbol}");
return;
}
buyPrice = decimal.Round(buyPrice, okInstrument.GetTickSizeNumber());
buySize = decimal.Round(buySize, okInstrument.GetSizeIncrementNumber());
var client_oid = "buy" + DateTime.Now.Ticks;
try
{
logger.Error($"");
logger.Error($"{JsonConvert.SerializeObject(sellInfo)}");
logger.Error($"");
logger.Error($"1: 准备购买(空) {sellInfo.Quote}-{sellInfo.Symbol}, client_oid:{client_oid}, nowPrice:{nowPrice.ToString()}, buyPrice:{buyPrice.ToString()}, buySize:{buySize}");
var sellResult = OkApi.Buy(client_oid, sellInfo.Symbol + "-" + sellInfo.Quote, buyPrice.ToString(), buySize.ToString());
logger.Error($"2: 下单完成 {JsonConvert.SerializeObject(sellResult)}");
sellInfo.BuyClientOid = client_oid;
sellInfo.BuyPrice = buyPrice;
sellInfo.BuyQuantity = buySize;
sellInfo.BuyResult = sellResult.result;
sellInfo.BuyOrderId = sellResult.order_id;
new SellInfoDao().UpdateSellInfoWhenBuy(sellInfo);
logger.Error($"3: 添加记录完成");
logger.Error($"");
lastBuyForEmptyDate = DateTime.Now;
}
catch (Exception e)
{
logger.Error("购买异常（空） 严重 --> " + e.Message, e);
Thread.Sleep(1000 * 60 * 10);
}
}
static void PrepareSellForEmpty(List <KLineData> coinInfos, TradeItem tradeItem)
{
if (tradeItem.SmallSellPrice <= 0 || tradeItem.EmptySize <= 0)
{
return;
}
string quote = tradeItem.quote;
string symbol = tradeItem.symbol;
decimal nowPrice = coinInfos[0].close;
// 读取数据库 看看以前的交易
var oldData = new SellInfoDao().List5HigherSellForEmpty(quote, symbol);
// 判断是否阶梯
var bigTheSellPrice = false;
if (oldData.Count > 0)
{
var rateDecimal = (decimal)1.088;
bigTheSellPrice = nowPrice > oldData[0].SellPrice * rateDecimal;
if (oldData[0].SellTradePrice > 0 && oldData[0].SellTradePrice >= oldData[0].SellPrice)
{
bigTheSellPrice = nowPrice > oldData[0].SellTradePrice * rateDecimal;
}
}
if (oldData.Count == 0 || bigTheSellPrice)
{
// coinfInfos的最高价和最低价相差不能太大
var min = coinInfos.Min(it => it.low);
var max = coinInfos.Max(it => it.high);
if (tradeItem.SmallSellPrice > 0 && nowPrice < tradeItem.SmallSellPrice)
{
// logger.Error($"价格过低，不能售出 quote: {quote}, symbol:{symbol}");
return;
}
// 是否超过了最小售价
if (InstrumentsUtils.CheckSmallSellPrice(quote, symbol, coinInfos[0].close))
{
// 出售一单
Console.WriteLine($"PrepareSellForEmpty --> {quote}, {symbol}");
if (oldData.Count > 0)
{
logger.Error($"相差间隔 lastPrice: {oldData[0].Id} -- {oldData[0].SellTradePrice}, nowPrice:{nowPrice}, rate: {(oldData[0].SellTradePrice == 0 ? 0 : (nowPrice / oldData[0].SellTradePrice))} -- { oldData[0].SellTradePrice / nowPrice}");
}
DoSellForEmpty(tradeItem, nowPrice);
return;
}
}
}
public static void CalcAvgPrice()
{
var instruments = InstrumentsUtils.GetAll();
var allAvgPrice = new Dictionary <string, decimal>();
foreach (var item in instruments)
{
// 判断最近500天， 100天，加权平均价格。
var avgPrice = GetAvgPrice(item, (60 * 60 * 24).ToString());
allAvgPrice.Add(item.quote + "-" + item.symbol, avgPrice);
if (item.MaxBuyPrice > avgPrice)
{
logger.Error($"投入价格大于加权平均 {item.quote}-{item.symbol}, MaxBuyPrice:{item.MaxBuyPrice}, avgPrice: {avgPrice}");
}
}
var fs = new FileStream("", FileMode.OpenOrCreate);
var sw = new StreamWriter(fs);
sw.Write(JsonConvert.SerializeObject(allAvgPrice));
}
static void DoSellForEmpty(TradeItem tradeItem, decimal nowPrice)
{
string quote = tradeItem.quote;
string symbol = tradeItem.symbol;
if (lastSellForEmptyDate > DateTime.Now.AddSeconds(-20))
{
// 如果20秒内做空过一单， 则不能再次做空
return;
}
var sellSize = tradeItem.EmptySize;
if (sellSize <= 0)
{
return;
}
var count = new SellInfoDao().GetNotBuyCount(quote, symbol);
count = Math.Min(count, 60);
sellSize = sellSize * (1 + count / (decimal)30);
var sellPrice = nowPrice / (decimal)1.01;
var okInstrument = InstrumentsUtils.GetOkInstruments(quote, symbol);
sellPrice = decimal.Round(sellPrice, okInstrument.GetTickSizeNumber());
sellSize = decimal.Round(sellSize, okInstrument.GetSizeIncrementNumber());
var client_oid = "sell" + DateTime.Now.Ticks;
try
{
logger.Error($"");
logger.Error($"1: 准备出售(空) {quote}-{symbol}, client_oid:{client_oid}, nowPrice:{nowPrice}, sellPrice:{sellPrice.ToString()}, sellSize:{sellSize.ToString()}");
var tradeResult = OkApi.Sell(client_oid, symbol + "-" + quote, sellPrice.ToString(), sellSize.ToString());
logger.Error($"2: 下单完成 {JsonConvert.SerializeObject(tradeResult)}");
new SellInfoDao().CreateSellInfo(new SellInfo
{
SellClientOid = client_oid,
SellPrice = sellPrice,
SellQuantity = sellSize,
SellCreateAt = DateTime.Now.ToString("yyyy-MM-dd"),
SellFilledNotional = (decimal)0,
SellStatus = "prepare",
SellOrderId = tradeResult.order_id,
SellResult = tradeResult.result,
Quote = quote,
Symbol = symbol,
UserName = "******"
});
logger.Error($"3: 添加记录完成");
logger.Error($"");
lastSellForEmptyDate = DateTime.Now;
}
catch (Exception e)
{
logger.Error("做空出售异常 严重 --> " + e.Message, e);
Thread.Sleep(1000 * 60 * 10);
}
}
static void DoSellForMore(BuyInfo buyInfo, decimal nowPrice)
{
if (lastSellDate > DateTime.Now.AddMinutes(-1))
{
// 如果1分钟内购出售一单， 则不能再次出售
return;
}
if (!string.IsNullOrEmpty(buyInfo.SellClientOid) && buyInfo.SellStatus != OrderStatus.cancelled)
{
return;
}
var percent = 1 + ((nowPrice / buyInfo.BuyPrice) - 1) / 3;
var sellSize = buyInfo.BuyQuantity / percent;
var sellPrice = nowPrice / (decimal)1.01; // 更低的价格出售， 是为了能够出售
var okInstrument = InstrumentsUtils.GetOkInstruments(buyInfo.Quote, buyInfo.Symbol);
if (okInstrument == null)
{
logger.Error($"出售时候发现 不存在的交易对 {buyInfo.Quote},{buyInfo.Symbol}");
return;
}
sellPrice = decimal.Round(sellPrice, okInstrument.GetTickSizeNumber());
sellSize = decimal.Round(sellSize, okInstrument.GetSizeIncrementNumber());
if (buyInfo.Quote.ToLower() == "btc" && buyInfo.Symbol.ToLower() == "bch")
{
if (sellSize < (decimal)0.01)
{
sellSize = (decimal)0.01;
}
}
var client_oid = "sell" + DateTime.Now.Ticks;
try
{
logger.Error($"");
logger.Error($"{JsonConvert.SerializeObject(buyInfo)}");
logger.Error($"");
logger.Error($"1: 准备出售 {buyInfo.Quote}-{buyInfo.Symbol}, client_oid:{client_oid}, nowPrice:{nowPrice.ToString()}, sellPrice:{sellPrice.ToString()}, sellSize:{sellSize}");
var sellResult = OkApi.Sell(client_oid, buyInfo.Symbol + "-" + buyInfo.Quote, sellPrice.ToString(), sellSize.ToString());
logger.Error($"2: 下单完成 {JsonConvert.SerializeObject(sellResult)}");
buyInfo.SellClientOid = client_oid;
buyInfo.SellPrice = sellPrice;
buyInfo.SellQuantity = sellSize;
buyInfo.SellResult = sellResult.result;
buyInfo.SellOrderId = sellResult.order_id;
new BuyInfoDao().UpdateBuyInfoWhenSell(buyInfo);
logger.Error($"3: 添加记录完成");
logger.Error($"");
lastSellDate = DateTime.Now;
}
catch (Exception e)
{
logger.Error("出售异常 严重 --> " + e.Message, e);
Thread.Sleep(1000 * 60 * 60);
}
}
static void DoBuyForMore(string quote, string symbol, decimal nowPrice)
{
if (lastBuyDate > DateTime.Now.AddMinutes(-1))
{
// 如果1分钟内购买过一单， 则不能再次购买
return;
}
var buyAmount = (decimal)0.00;
if (quote.ToLower() == "eth")
{
// 获取没有出售的数量
var count = new BuyInfoDao().GetNotSellCount(quote, symbol);
if (count > 60)
{
count = 60;
}
buyAmount = (decimal)0.01;
buyAmount = buyAmount * ((decimal)1 + count / (decimal)40);
Console.WriteLine($"已购买数量：{symbol} -> {count}, {buyAmount}");
}
else if (quote.ToLower() == "btc")
{
var count = new BuyInfoDao().GetNotSellCount(quote, symbol);
if (count > 60)
{
count = 60;
}
buyAmount = (decimal)0.00028;
buyAmount = buyAmount * ((decimal)1 + count / (decimal)40);
Console.WriteLine($"已购买数量：{symbol} -> {count}, {buyAmount}");
}
else if (quote.ToLower() == "okb")
{
var count = new BuyInfoDao().GetNotSellCount(quote, symbol);
if (count > 60)
{
count = 60;
}
buyAmount = (decimal)1.8;
buyAmount = buyAmount * ((decimal)1 + count / (decimal)20);
Console.WriteLine($"已购买数量：{symbol} -> {count}, {buyAmount}");
}
else if (quote.ToLower() == "usdt")
{
buyAmount = (decimal)2;
}
else
{
logger.Error("000000000000000");
return;
}
var buySize = buyAmount / nowPrice;
var buyPrice = nowPrice * (decimal)1.01;
var okInstrument = InstrumentsUtils.GetOkInstruments(quote, symbol);
if (okInstrument == null)
{
logger.Error($"不存在的交易对 {quote},{symbol}");
return;
}
buyPrice = decimal.Round(buyPrice, okInstrument.GetTickSizeNumber());
buySize = decimal.Round(buySize, okInstrument.GetSizeIncrementNumber());
if (buySize < okInstrument.min_size)
{
logger.Error($"购买最小额度有问题 ----> buySize: {buySize}, min_size:{okInstrument.min_size}");
if (buySize * (decimal)1.4 > okInstrument.min_size)
{
buySize = buySize * (decimal)1.4;
}
}
if (quote.ToLower() == "btc" && symbol.ToLower() == "bch")
{
buySize = (decimal)0.0108;
}
var client_oid = "buy" + DateTime.Now.Ticks;
try
{
logger.Error($"");
logger.Error($"1: 准备购买 {quote}-{symbol}, client_oid:{client_oid}, nowPrice:{nowPrice}, buyPrice:{buyPrice.ToString()}, buySize:{buySize.ToString()}");
var tradeResult = OkApi.Buy(client_oid, symbol + "-" + quote, buyPrice.ToString(), buySize.ToString());
logger.Error($"2: 下单完成 {JsonConvert.SerializeObject(tradeResult)}");
new BuyInfoDao().CreateBuyInfo(new BuyInfo
{
BuyClientOid = client_oid,
BuyPrice = buyPrice,
BuyQuantity = buySize,
BuyCreateAt = DateTime.Now.ToString("yyyy-MM-dd"),
BuyFilledNotional = (decimal)0,
BuyStatus = "prepare",
Quote = quote,
Symbol = symbol,
UserName = "******",
BuyOrderId = tradeResult.order_id,
BuyResult = tradeResult.result
});
logger.Error($"3: 添加记录完成");
logger.Error($"");
lastBuyDate = DateTime.Now;
}
catch (Exception e)
{
logger.Error("购买异常 严重 --> " + e.Message, e);
Thread.Sleep(1000 * 60 * 60);
}
}
static void Main(string[] args)
{
Console.WriteLine(1);
// 注册日志
XmlConfigurator.Configure(new FileInfo("log4net.config"));
Console.WriteLine(2);
// 初始化币种
InstrumentsUtils.InitAllCoins();
Console.WriteLine(3);
instruments = InstrumentsUtils.GetAll();
//DayAvgUtils.CalcAvgPrice();
// AccountDetailsUtils.ShowDetail();
//logger.Error(JsonConvert.SerializeObject(InstrumentsUtils.GetOkInstruments()));
// 判断设置是否合理
//foreach (var item in instruments)
//{
// // 获取行情，
// var klineDataList = OkApi.GetKLineDataAsync(item.symbol + "-" + item.quote, "604800");
// if (klineDataList.Count == 0)
// {
// logger.Error($"获取行情数据有误 {item.quote},{item.symbol}");
// continue;
// }
// var close = klineDataList[0].close;
// var max = klineDataList.Max(it => it.open);
// var min = klineDataList.Min(it => it.low);
// var avg = klineDataList.Sum(it => it.open) / klineDataList.Count;
// if (close > item.MaxBuyPrice)
// {
// logger.Error($"现在价格大于MaxBuyPrice --> close:{close}, {item.quote}-{item.symbol} -- MaxBuyPrice: {item.MaxBuyPrice}");
// }
// if (item.MaxBuyPrice > avg)
// {
// Console.WriteLine($"大于加权平均 --> avg:{avg}, {item.quote}-{item.symbol} -- MaxBuyPrice: {item.MaxBuyPrice}");
// }
// if (item.MaxBuyPrice > max)
// {
// Console.WriteLine($"超过历史最大值 --> max:{max},min:{min}, {item.quote}-{item.symbol} -- MaxBuyPrice: {item.MaxBuyPrice}");
// }
// else if (item.MaxBuyPrice > min + (max - min) * (decimal)0.7)
// {
// Console.WriteLine($"超过0.7 --> max:{max}, {item.quote}-{item.symbol}");
// }
// Thread.Sleep(200);
//}
var orderDetailIndex = 0L;
while (true)
{
orderDetailIndex++;
var now = DateTime.Now;
var btcPrice = (decimal)0;
var ethPrice = (decimal)0;
var okbPrice = (decimal)0;
List <CoinInfo> allCoinInfos = new List <CoinInfo>();
try
{
allCoinInfos = new CoinInfoDao().ListCoinInfo();
var btcKlines = OkApi.GetKLineDataAsync("btc-usdt");
btcPrice = btcKlines[0].close;
var ethKlines = OkApi.GetKLineDataAsync("eth-usdt");
ethPrice = ethKlines[0].close;
var okbKlines = OkApi.GetKLineDataAsync("okb-usdt");
okbPrice = okbKlines[0].close;
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
}
// 获取所有ticks
var tickers = OkApi.ListTickers();
foreach (var item in instruments)
{
// 查询订单结果
QueryOrderDetail(item.quote, item.symbol, (orderDetailIndex) % 10 != 0);
// 找到当前的ticker
var ticker = tickers.Find(it => it.instrument_id.ToLower() == $"{item.symbol}-{item.quote}".ToLower());
var needContinue = true;
var oldData = new BuyInfoDao().List5LowerBuyForBuy(item.quote, item.symbol);
if (oldData.Count == 0 || oldData[0].BuyPrice > ticker.last * (decimal)1.05)
{
needContinue = false;
}
if (needContinue)
{
var needSellForMoreList = new BuyInfoDao().ListNeedSellOrder(item.quote, item.symbol);
if (needSellForMoreList.Count > 0 && needSellForMoreList[0].BuyPrice * (decimal)1.08 < ticker.last)
{
needContinue = false;
}
}
if (needContinue)
{
// 读取数据库 看看以前的交易
var higherSell = new SellInfoDao().List5HigherSellForEmpty(item.quote, item.symbol);
if (higherSell.Count > 0 && higherSell[0].SellPrice * (decimal)1.075 < ticker.last)
{
needContinue = false;
}
}
if (needContinue)
{
var needBuyForEmptyList = new SellInfoDao().ListNeedBuyOrder(item.quote, item.symbol);
if (needBuyForEmptyList.Count > 0 && needBuyForEmptyList[0].SellPrice > ticker.last * (decimal)1.075)
{
needContinue = false;
}
}
if (needContinue && item.symbol.ToLower() != "egt")
{
continue;
}
// 查询订单结果
QueryOrderDetail(item.quote, item.symbol, false);
// 核实订单
CheckOrderUtils.Check(item);
// 获取行情，
var klineDataList = OkApi.GetKLineDataAsync(item.symbol + "-" + item.quote);
if (klineDataList == null || klineDataList.Count < 50)
{
logger.Error($"获取行情数据有误 {item.symbol}, quote:{item.quote}");
continue;
}
// 记录下价格
var findCoinfInfo = allCoinInfos.Find(it => it.Symbol == item.symbol);
if (findCoinfInfo != null)
{
var nowPrice = (decimal)0;;
if (item.quote.ToLower() == "btc")
{
nowPrice = klineDataList[0].close * btcPrice;
}
else if (item.quote.ToLower() == "eth")
{
nowPrice = klineDataList[0].close * ethPrice;
}
else if (item.quote.ToLower() == "okb")
{
nowPrice = klineDataList[0].close * okbPrice;
}
if (nowPrice > 0)
{
new CoinInfoDao().UpdateCoinInfo(item.symbol, nowPrice);
}
}
if (runCount < 3)
{
var totalAmount = klineDataList.Sum(it => it.volume * (it.open + it.close) / 2);
if (item.quote == "btc" && totalAmount < (decimal)0.01)
{
Console.WriteLine($"交易量太少， 不好办啊 {item.quote},{item.symbol}, totalAmount:{totalAmount}");
}
if (item.quote == "eth" && totalAmount < 1)
{
Console.WriteLine($"交易量太少， 不好办啊 {item.quote},{item.symbol}, totalAmount:{totalAmount}");
}
}
if (item.MaxBuyPrice <= 0)
{
Console.WriteLine($"MaxBuyPrice -->没有设置 {item.quote}-{item.symbol} --> {klineDataList.Min(it => it.low)}");
}
if (item.MaxBuyPrice > klineDataList[0].close * 4)
{
// 这里只是做粗略记录和控制
Console.WriteLine($"MaxBuyPrice xxxx -->设置的过大会接盘哦 {item.quote}-{item.symbol} --> {klineDataList.Min(it => it.low)}");
}
try
{
// 启动交易
RunTrade(klineDataList, item);
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
}
// 每走一遍, 休眠一下
Thread.Sleep(500);
}
Console.WriteLine($"-------------> 运行次数:{runCount++}, 花费时间{(DateTime.Now - now).TotalSeconds} ");
Thread.Sleep(1000 * 5);
}
}
static void PrepareBuyForMore(List <KLineData> coinInfos, TradeItem tradeItem)
{
string quote = tradeItem.quote;
string symbol = tradeItem.symbol;
decimal nowPrice = coinInfos[0].close;
// 读取数据库 看看以前的交易
var oldData = new BuyInfoDao().List5LowerBuyForBuy(quote, symbol);
if (tradeItem.symbol.ToLower() == "egt" && tradeItem.quote.ToLower() == "okb")
{
logger.Error($"egt 数量： {oldData.Count}, {new DateTime(2019, 6, 12)}");
oldData.RemoveAll(it => DateUtils.GetDate(it.BuyCreateAt) < new DateTime(2019, 6, 12));
logger.Error($"egt 剩余数量： {oldData.Count}");
}
// 判断是否阶梯
var smallThenBuyPrice = false;
if (oldData.Count > 0)
{
var rateDecimal = (decimal)1.078;
if (tradeItem.quote.ToLower() == "okb")
{
rateDecimal = (decimal)1.05;
}
if (tradeItem.BuyLadderRatio > (decimal)1.066)
{
rateDecimal = tradeItem.BuyLadderRatio;
}
smallThenBuyPrice = nowPrice * rateDecimal < oldData[0].BuyPrice;
if (oldData[0].BuyTradePrice > 0 && oldData[0].BuyTradePrice <= oldData[0].BuyPrice)
{
smallThenBuyPrice = nowPrice * rateDecimal < oldData[0].BuyTradePrice;
}
}
if (oldData.Count == 0 || smallThenBuyPrice)
{
// coinfInfos的最高价和最低价相差不能太大
var min = coinInfos.Min(it => it.low);
var max = coinInfos.Max(it => it.high);
if (tradeItem.MaxBuyPrice > 0 && nowPrice > tradeItem.MaxBuyPrice)
{
logger.Error($"价格过高，不能购入 quote: {quote}, symbol:{symbol}");
}
else
{
// 是否超过了最大限价
if (max < 2 * min && InstrumentsUtils.CheckMaxBuyPrice(quote, symbol, coinInfos[0].close))
{
// 购买一单
Console.WriteLine($"PrepareBuy --> {quote}, {symbol}");
if (oldData.Count > 0)
{
logger.Error($"相差间隔 lastPrice: {oldData[0].Id} -- {oldData[0].BuyTradePrice}, nowPrice:{nowPrice}, rate: {(oldData[0].BuyTradePrice == 0 ? 0 : (nowPrice / oldData[0].BuyTradePrice))} -- { oldData[0].BuyTradePrice / nowPrice}");
}
DoBuyForMore(quote, symbol, nowPrice);
return;
}
}
}
}
