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($"投入价格大于加权平均 {item.quote}-{item.symbol}, MaxBuyPrice:{item.MaxBuyPrice}, avgPrice: {avgPrice}");
}
}
var fs = new FileStream("", FileMode.OpenOrCreate);
var sw = new StreamWriter(fs);
sw.Write(JsonConvert.SerializeObject(allAvgPrice));
}
static void Main(string[] args)
{
Console.WriteLine(1);
// 注册日志
XmlConfigurator.Configure(new FileInfo("log4net.config"));
Console.WriteLine(2);
// 初始化币种
InstrumentsUtils.InitAllCoins();
Console.WriteLine(3);
instruments = InstrumentsUtils.GetAll();
//DayAvgUtils.CalcAvgPrice();
// AccountDetailsUtils.ShowDetail();
//logger.Error(JsonConvert.SerializeObject(InstrumentsUtils.GetOkInstruments()));
// 判断设置是否合理
//foreach (var item in instruments)
//{
// // 获取行情，
// var klineDataList = OkApi.GetKLineDataAsync(item.symbol + "-" + item.quote, "604800");
// if (klineDataList.Count == 0)
// {
// logger.Error($"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);
}
}