/// <summary>
/// 执行TASK更新市场深度
/// </summary>
/// <param name="model"></param>
public void TaskExecution(VmpConfigModel model)
{
//Log.Info($"执行更新市场深度TaskExecution,platformCode={platformCode};coinCode={coinCode};currencyCode={currencyCode}");
try
{
ExchangeType eType = (ExchangeType)Enum.Parse(typeof(ExchangeType), model.PlatformCode);
ExChangeBase eb = ExchangeFactory.InstanExchange(eType);
LatePriceModel priceModel = eb.GetLatestRecord(model.CurrencyCode, model.ExCurrencyCode);
if (priceModel.Asks == null)
{
Log.Error($"执行查询集合为空,platformCode={model.PlatformCode};coinCode={model.CurrencyCode};currencyCode={model.ExCurrencyCode}");
return;
}
//更新数据库市场深度
//UpdateLatePriceFacade latePriceFacade =new UpdateLatePriceFacade();
//latePriceFacade.InsertLatestRecord(model, priceModel);
//更新缓存市场深度
UpdateDepthFacade depthFacade = new UpdateDepthFacade();
if (!depthFacade.UpdateLatePrice(model, priceModel))
{
Log.Error($"Error,更新缓存市场深度失败,platformCode={model.PlatformCode};coinCode={model.CurrencyCode};currencyCode={model.ExCurrencyCode}");
}
GC.Collect();
}
catch (Exception ex)
{
Log.Error("执行查询插入数据出错" + ex);
}
}
/// <summary>
/// 装载MODEL
/// </summary>
/// <param name="configModel"></param>
/// <param name="priceModel"></param>
/// <returns></returns>
private LatePriceCacheBase InsertPrice(VmpConfigModel configModel, LatePriceModel priceModel)
{
///默认交易深度50条
int specifiedQuantity = 50;
int askscount = priceModel.Asks.Count;
int bidscount = priceModel.Bids.Count;
if (askscount > specifiedQuantity)
{
askscount = specifiedQuantity;
}
if (bidscount > specifiedQuantity)
{
askscount = specifiedQuantity;
}
List <PriceModel> ListAsks = priceModel.Asks.OrderBy(p => p.price).Take(specifiedQuantity).ToList();
List <PriceModel> ListBids = priceModel.Bids.OrderByDescending(p => p.price).Take(specifiedQuantity).ToList();
List <TickModel> bidTick = new List <TickModel>();
for (int i = 0; i < bidscount; i++)
{
TickModel bidMode = new TickModel();
bidMode.Amount = ListBids[i].amount;
bidMode.Price = ListBids[i].price;
bidMode.Sort = i;
bidTick.Add(bidMode);
}
List <TickModel> askTick = new List <TickModel>();
for (int k = 0; k < askscount; k++)
{
TickModel askModel = new TickModel();
askModel.Amount = ListAsks[k].amount;
askModel.Price = ListAsks[k].price;
askModel.Sort = k;
askTick.Add(askModel);
}
LatePriceCacheBase priceCache = new LatePriceCacheBase();
LatePriceCacheBase tempPrice = MapProvider.Map(priceCache, configModel);
tempPrice.LateTime = DateTime.Now;
tempPrice.BuyPrice = ListBids.FirstOrDefault().price;
tempPrice.BuyCount = ListBids.FirstOrDefault().amount;
tempPrice.SellPrice = ListAsks.FirstOrDefault().price;
tempPrice.SellCount = ListAsks.FirstOrDefault().amount;
tempPrice.Asks = askTick;
tempPrice.Bids = bidTick;
return(tempPrice);
}
/// <summary>
/// 更新当前市场深度
/// </summary>
/// <param name="configModel">数据库配置Model</param>
/// <param name="priceModel">市场深度MODEL</param>
/// <returns></returns>
public bool InsertLatestRecord(VmpConfigModel configModel, LatePriceModel priceModel)
{
//Log.Info($"执行InsertLatestRecord:{platformId}_{pairId}");
Tmp_Late_Price tlatePrice = new Tmp_Late_Price();
int isExisrence = tlatePrice.IsExistencePrice(configModel.PlatformId, configModel.PairId).Safe().ToInt32();
if (isExisrence > 0)
{
Tmp_Late_PriceCollection latestPriceColl = new Tmp_Late_PriceCollection();
if (!latestPriceColl.DelByPlatform(configModel.PlatformId, configModel.PairId))
{
Log.Error("删除交易信息失败" + configModel.PairCode);
}
}
int askscount = priceModel.Asks.Count;
int bidscount = priceModel.Bids.Count;
///默认交易深度5条
int specifiedQuantity = 5;
if (bidscount < askscount || askscount < specifiedQuantity)
{
return(false);
}
List <PriceModel> ListAsks = priceModel.Asks.OrderBy(p => p.price).Take(specifiedQuantity).ToList();
List <PriceModel> ListBids = priceModel.Bids.OrderByDescending(p => p.price).Take(specifiedQuantity).ToList();
for (int i = 0; i < specifiedQuantity; i++)
{
Tmp_Late_Price latePrice = new Tmp_Late_Price();
latePrice.BuyPrice = ListBids[i].price;
latePrice.BuyCount = ListBids[i].amount;
latePrice.PairId = configModel.PairId;;
latePrice.SellPrice = ListAsks[i].price;
latePrice.SellCount = ListAsks[i].amount;
latePrice.Sort = i;
latePrice.LateTime = DateTime.Now;
latePrice.PlatformId = configModel.PlatformId;
if (!latePrice.Insert())
{
Log.Error("新增交易价格失败");
continue;
}
}
//Log.Info($"执行完成InsertLatestRecord:{platformId}_{pairId}");
return(true);
}
/// <summary>
/// 更新缓存交易深度记录
/// </summary>
/// <param name="configModel">数据配置</param>
/// <param name="priceModel">价格深度</param>
/// <returns></returns>
public bool UpdateLatePrice(VmpConfigModel configModel, LatePriceModel priceModel)
{
Log.Info($"更新市场深度缓存UpdateLatePrice:{configModel.PlatformCode}_{configModel.PairCode}");
string cacheKey = string.Format("LatePrice_{0}_{1}", configModel.PlatformId, configModel.PairId);
LatePriceCacheBase priceCache = InsertPrice(configModel, priceModel);
var cache = CacheManage.GetInstance();
if (!cache.Add(cacheKey, priceCache))
{
Alert("更新缓存失败");
Log.Error("更新缓存失败" + cacheKey);
return(false);
}
return(true);
}
/// <summary>
/// 获取市场深度
/// </summary>
/// <param name="coin"></param>
/// <param name="currency"></param>
/// <returns></returns>
public override LatePriceModel GetLatestRecord(string coin, string currency)
{
LatePriceModel latePrice = new LatePriceModel();
string Symbol = ConvertSymbolTool.HBConvertSymbol(coin, currency);
Symbol += "&type=step0";
var result = api.SendRequestContent <DepthRequest>(ApiUrlList.Api_Depth, Symbol);
if (result == null)
{
Log.Error("火币数据为空" + coin);
return(latePrice);
}
List <PriceModel> asksList = new List <PriceModel>();
foreach (var asksPrice in result.tick.asks)
{
PriceModel asks = new PriceModel();
asks.price = asksPrice[0];
asks.amount = asksPrice[1];
asksList.Add(asks);
}
List <PriceModel> bidsList = new List <PriceModel>();
foreach (var bidsPrice in result.tick.bids)
{
PriceModel bids = new PriceModel();
bids.price = bidsPrice[0];
bids.amount = bidsPrice[1];
bidsList.Add(bids);
}
latePrice.Asks = asksList;
latePrice.Bids = bidsList;
return(latePrice);
}
public override LatePriceModel GetLatestRecord(string coin, string currency)
{
LatePriceModel latePrice = new LatePriceModel();
string Symbol = ConvertSymbolTool.BiAnConvertSymbol(coin, currency);
var result = api.SendRequestContent <DepthRequest>(ApiUrlList.API_Depth, Symbol);
if (result == null)
{
Log.Error("币安数据为空" + coin);
return(latePrice);
}
List <PriceModel> asksList = new List <PriceModel>();
foreach (var asksPrice in result.asks)
{
PriceModel asks = new PriceModel();
asks.price = Convert.ToDecimal(asksPrice[0]);
asks.amount = Convert.ToDecimal(asksPrice[1]);
asksList.Add(asks);
}
List <PriceModel> bidsList = new List <PriceModel>();
foreach (var bidsPrice in result.bids)
{
PriceModel bids = new PriceModel();
bids.price = Convert.ToDecimal(bidsPrice[0]);
bids.amount = Convert.ToDecimal(bidsPrice[1]);
bidsList.Add(bids);
}
latePrice.Asks = asksList;
latePrice.Bids = bidsList;
return(latePrice);
}
/// <summary>
/// 处理火币返回值
/// </summary>
/// <typeparam name="T"></typeparam>
/// <param name="message"></param>
/// <returns></returns>
public void MsgPackage(string message)
{
try
{
//Log.Info("接收消息2"+message);
int index = message.IndexOf("subbed");
if (index >= 0)
{
Log.Info("调用火币监听成功:" + message);
return;
}
DepthWSRequest depth = JsonConvert.DeserializeObject <DepthWSRequest>(message);
//查询所属平台及交易对
string pairMark = StringProcess.HuoBiStringSplit(depth.ch);
VpmConfigCache vpmConfigCache = new VpmConfigCache();
List <VmpConfigModel> listModel = vpmConfigCache.ListConfig();
var model = listModel.Where(p => p.PlatformCode.Equals("HuoBi") && p.Mark.Equals(pairMark)).FirstOrDefault();
/*此处用于取数据库数据，最新的改为取缓存*/
//Vmp_Config vmp_Config = new Vmp_Config();
//if (!vmp_Config.GetByPlatformPair("HuoBi", pairMark))
//{
// Log.Error("未找到相应的配置:"+ pairMark);
// return;
//}
//var model = MapProvider.Map<VmpConfigModel>(vmp_Config.DataRow);
List <PriceModel> asksList = new List <PriceModel>();
foreach (var asksPrice in depth.tick.asks)
{
PriceModel asks = new PriceModel();
asks.price = asksPrice[0];
asks.amount = asksPrice[1];
asksList.Add(asks);
}
List <PriceModel> bidsList = new List <PriceModel>();
foreach (var bidsPrice in depth.tick.bids)
{
PriceModel bids = new PriceModel();
bids.price = bidsPrice[0];
bids.amount = bidsPrice[1];
bidsList.Add(bids);
}
LatePriceModel latePrice = new LatePriceModel();
latePrice.Asks = asksList;
latePrice.Bids = bidsList;
//更新数据库市场深度
//UpdateLatePriceFacade latePriceFacade =new UpdateLatePriceFacade();
//latePriceFacade.InsertLatestRecord(model, latePrice);
//更新缓存市场深度
UpdateDepthFacade depthFacade = new UpdateDepthFacade();
if (!depthFacade.UpdateLatePrice(model, latePrice))
{
Log.Error($"Error,更新缓存市场深度失败,platformCode={model.PlatformCode};coinCode={model.CurrencyCode};currencyCode={model.ExCurrencyCode}");
}
}
catch (Exception ex)
{
Log.Error("更新市场深度失败：" + ex);
}
}
