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;
}
}
}
static void QuerySellDetailForEmpty(string quote, string symbol, bool queryNear = false)
{
var notFillSellList = new SellInfoDao().ListNeedQuerySellDetail(quote, symbol);
if (notFillSellList == null || notFillSellList.Count == 0)
{
return;
}
foreach (var item in notFillSellList)
{
try
{
if (!item.SellResult && item.SellOrderId == "-1")
{
continue;
}
if (queryNear && DateUtils.GetDate(item.SellCreateAt) < DateTime.Now.Date)
{
continue;
}
// 查询我的购买结果
var orderInfo = OkApi.QueryOrderDetail(item.SellClientOid, $"{item.Symbol}-{item.Quote}".ToUpper());
if (orderInfo == null)
{
continue;
}
Console.WriteLine($"QuerySellDetailForEmpty --> {quote}, {symbol} --> {JsonConvert.SerializeObject(orderInfo)}");
// 如果成交了。
if (orderInfo.status == "filled")
{
new SellInfoDao().UpdateNotFillSell(orderInfo);
}
else
{
new SellInfoDao().UpdateNotFillSellToCancel(orderInfo);
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
}
}
}
static void PrepareBuyForEmpty(List <KLineData> coinInfos, TradeItem tradeItem)
{
string quote = tradeItem.quote;
string symbol = tradeItem.symbol;
// 判断是否交易。
var needBuyOldData = new SellInfoDao().ListNeedBuyOrder(quote, symbol);
if (needBuyOldData.Count > 0)
{
Console.WriteLine($"----------> {quote} {symbol} 空： {needBuyOldData.Count}");
}
foreach (var item in needBuyOldData)
{
if (item.SellStatus != "filled")
{
continue;
}
// 这里的策略真的很重要
// 如果超过20%, 则不需要考虑站稳, 只要有一丁点回调就可以
// 如果超过7%, 站稳则需要等待3个小时
if (coinInfos[0].close * (decimal)1.09 > item.SellPrice)
{
continue;
}
// 找到最大的close
var minClose = coinInfos.Min(it => it.close);
var percent = item.SellPrice / coinInfos[0].close; // 现在的价格/出售的价格
var huidiaoPercent = 1 + (percent - 1) / 10;
if (coinInfos[0].close > minClose * (decimal)1.03 || coinInfos[0].close > minClose * huidiaoPercent)
{
Console.WriteLine($"PrepareBuyForEmpty --> {item.Quote}--{item.Symbol}----");
// 出售， 适当的回调，可以购入
DoBuyForEmpty(item, coinInfos[0].close);
}
}
}
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($"");
lastSellForEmptyDate = DateTime.Now;
}
catch (Exception e)
{
logger.Error("做空出售异常 严重 --> " + e.Message, e);
Thread.Sleep(1000 * 60 * 10);
}
}
static void Main(string[] args)
{
Console.WriteLine(1);
// 注册日志
XmlConfigurator.Configure(new FileInfo("log4net.config"));
Console.WriteLine(2);
// 初始化币种
InstrumentsUtils.InitAllCoins();
Console.WriteLine(3);
instruments = InstrumentsUtils.GetAll();
//DayAvgUtils.CalcAvgPrice();
// AccountDetailsUtils.ShowDetail();
//logger.Error(JsonConvert.SerializeObject(InstrumentsUtils.GetOkInstruments()));
// 判断设置是否合理
//foreach (var item in instruments)
//{
// // 获取行情，
// var klineDataList = OkApi.GetKLineDataAsync(item.symbol + "-" + item.quote, "604800");
// if (klineDataList.Count == 0)
// {
// logger.Error($"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);
}
}
public static void DoCheck(TradeItem tradeItem)
{
var instrument = $"{tradeItem.symbol}-{tradeItem.quote}".ToUpper();
// 核实下 最近 10个小时是否统计过，
if (lastCheckDate > DateTime.Now.AddMinutes(-1))
{
// 最近1分钟有核实过， 则不再核实
return;
}
if (lastCheckDateDic.ContainsKey(instrument) && lastCheckDateDic[instrument] > DateTime.Now.AddHours(-12))
{
// 这个交易对， 12个小时内核实过，则不再核实
return;
}
else
{
if (lastCheckDateDic.ContainsKey(instrument))
{
lastCheckDateDic[instrument] = DateTime.Now;
}
else
{
lastCheckDateDic.Add(instrument, DateTime.Now);
}
}
lastCheckDate = DateTime.Now;
var orderList = OkApi.ListFilledOrder(instrument);
Console.WriteLine($"需要核实的订单数据：{orderList.Count}");
foreach (var order in orderList)
{
if (order.side == "buy")
{
// 列出数据库里面的交易记录， 对比一下。
var orderInDb = new BuyInfoDao().GetBuyOrder(order.client_oid);
var orderInDb2 = new SellInfoDao().GetBuyOrder(order.client_oid);
if ((
orderInDb == null ||
orderInDb.BuyClientOid != order.client_oid ||
orderInDb.BuyCreateAt != order.created_at ||
orderInDb.BuyStatus != order.status ||
orderInDb.BuyOrderId != order.order_id
)
&&
(
orderInDb2 == null ||
orderInDb2.BuyClientOid != order.client_oid ||
orderInDb2.BuyCreateAt != order.created_at ||
orderInDb2.BuyStatus != order.status ||
orderInDb2.BuyOrderId != order.order_id
))
{
logger.Error($"有个订单不合理，快速查看一下 begin");
logger.Error($"{JsonConvert.SerializeObject(order)}");
logger.Error($"{JsonConvert.SerializeObject(orderInDb)}");
logger.Error($"{JsonConvert.SerializeObject(orderInDb2)}");
logger.Error($"有个订单不合理，快速查看一下 end ");
}
}
else if (order.side == "sell")
{
// 列出数据库里面的交易记录， 对比一下。
var orderInDb = new BuyInfoDao().GetSellOrder(order.client_oid);
var orderInDb2 = new SellInfoDao().GetSellOrder(order.client_oid);
if ((
orderInDb == null ||
orderInDb.SellClientOid != order.client_oid ||
orderInDb.SellCreateAt != order.created_at ||
orderInDb.SellStatus != order.status ||
orderInDb.SellOrderId != order.order_id
)
&&
(
orderInDb2 == null ||
orderInDb2.SellClientOid != order.client_oid ||
orderInDb2.SellCreateAt != order.created_at ||
orderInDb2.SellStatus != order.status ||
orderInDb2.SellOrderId != order.order_id
))
{
logger.Error($"有个订单不合理，快速查看一下 begin");
logger.Error($"{JsonConvert.SerializeObject(order)}");
logger.Error($"{JsonConvert.SerializeObject(orderInDb)}");
logger.Error($"{JsonConvert.SerializeObject(orderInDb2)}");
logger.Error($"有个订单不合理，快速查看一下 end ");
}
}
else
{
logger.Error($"数据统计不正确, 不存在的side");
Console.WriteLine($"{JsonConvert.SerializeObject(order)}");
}
}
}
