private static void Main(string[] args)
{
#region 获取参数
string secret = ConfigurationManager.AppSettings["secret"];
string key = ConfigurationManager.AppSettings["key"];
double usdtLimit = double.Parse(ConfigurationManager.AppSettings["usdtLimit"]);
Symbol targetSymbol = UtilFunc.FormtStr(ConfigurationManager.AppSettings["targetSymbol"]);
Console.WriteLine("Target Symbol:" + ConfigurationManager.AppSettings["targetSymbol"]);
TimeSpan orderHolder = TimeSpan.FromMinutes(3);
#endregion 获取参数
FcoinClient fcilent = new FcoinClient(key, secret);
List <BalanceInfo> balanceList = new List <BalanceInfo>();
using (AppDbContext db = new AppDbContext())
{
//数据铺地
//判断是否有订单存在
//SuperTrade superTrade = null;
//if (orderInfo == null)
//{
// orderInfo = new TARGET_ORDER()
// {
// BaseCur = targetSymbol.BaseCurr,
// SwapCur = targetSymbol.SwapCurr
// };
// //List<SuperTrade> targetList = getTarget();
// //superTrade = targetList.Where(m => m.SymbolCurr.BaseCurr.ToUpper() == "USDT").OrderBy(m => (m.Reward / (m.DiffData == double.NaN ? 1 : m.DiffData))).FirstOrDefault();
// //orderInfo = new TARGET_ORDER()
// //{
// // BaseCur = superTrade.SymbolCurr.BaseCurr,
// // SwapCur = superTrade.SymbolCurr.SwapCurr,
// //};
//}
//订阅行情
WebSocketUtil webSocketUtil = new WebSocketUtil();
//服务器时差
TimeSpan timeSpan = TimeSpan.Zero;
webSocketUtil.connect(" wss://exchange.ifukang.com/api/web/ws", (string res) =>
{
dynamic data = JsonConvert.DeserializeObject(res);
DateTime dt = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
if (data != null && data.ts != null && data.bids == null)
{
long wsTicks = dt.Ticks + (long)data.ts * 10000;
timeSpan = DateTime.UtcNow - (new DateTime(wsTicks));
Console.WriteLine("server time - fcoin time =" + timeSpan.TotalSeconds + "s");
}
if (data == null || data.bids == null)
{
Console.WriteLine("ws data error " + res);
return;
}
//计算时间戳，跳过旧行情数据
long tt = dt.Ticks + (long)data.ts * 10000;
DateTime wsDatetime = new DateTime(tt);
if (Math.Abs((DateTime.UtcNow - wsDatetime).TotalSeconds) > Math.Abs(timeSpan.TotalSeconds) + 10)
{
Console.WriteLine("ws time old ,do nothing now: " + (DateTime.UtcNow + TimeSpan.FromHours(8)).ToString("yyyy-MM-dd HH:mm:ss") + " ws time: " + (wsDatetime + TimeSpan.FromHours(8)).ToString("yyyy-MM-dd HH:mm:ss"));
return;
}
TARGET_ORDER orderInfo = db.TARGET_ORDER.Where(m => m.Completed != "1" && m.BaseCur == targetSymbol.BaseCurr && m.SwapCur == targetSymbol.SwapCurr).OrderByDescending(m => m.Id).FirstOrDefault();
if (orderInfo == null)
{
//还未交易过
var balanceListResp = fcilent.GetBalanceList();
balanceList = balanceListResp.data;
double usdtAmount = double.Parse(balanceList.Where(m => m.currency.ToUpper() == "USDT").FirstOrDefault().available);
usdtAmount = usdtAmount < usdtLimit ? usdtAmount : usdtLimit;
if (usdtAmount < 50)
{
Console.WriteLine("usdt small than 200");
return;
}
double buyPrice = data.bids[6].Value;
MakeOrderParam makeOrderParam = new MakeOrderParam()
{
amount = ((usdtAmount / buyPrice) * 0.99).ToString(),
price = buyPrice.ToString(),
side = "buy",
symbol = (targetSymbol.SwapCurr + targetSymbol.BaseCurr).ToLower()
};
Console.WriteLine("make order " + JsonConvert.SerializeObject(makeOrderParam));
FcoinResponse <string> makerOrderResp = fcilent.MakerOrder(makeOrderParam);
Console.WriteLine("make order result " + JsonConvert.SerializeObject(makerOrderResp));
if (makerOrderResp.status == "0")
{
orderInfo = new TARGET_ORDER()
{
OrderId = makerOrderResp.data,
Price = buyPrice,
Completed = "0",
BaseCur = targetSymbol.BaseCurr,
SwapCur = targetSymbol.SwapCurr,
CreateTime = DateTime.Now
};
db.TARGET_ORDER.Add(orderInfo);
db.SaveChanges();
}
}
else if (orderInfo.Completed == "0")
{
//判断订单状态
var orderInfoRes = fcilent.GetOrderDetail(orderInfo.OrderId);
if (orderInfoRes.status == "0" && orderInfoRes.data.state == "filled")
{
//若成交则卖出
OrderInfo buyOrderInfo = orderInfoRes.data;
Console.WriteLine("order filled ,make order to sell ");
double sellPrice = double.Parse(buyOrderInfo.price) * 1.005;
MakeOrderParam makeOrderParam = new MakeOrderParam()
{
amount = buyOrderInfo.filled_amount,
price = sellPrice.ToString(),
side = "sell",
symbol = (targetSymbol.SwapCurr + targetSymbol.BaseCurr).ToLower()
};
Console.WriteLine("make order " + JsonConvert.SerializeObject(makeOrderParam));
FcoinResponse <string> makerOrderResp = fcilent.MakerOrder(makeOrderParam);
Console.WriteLine("make order result " + JsonConvert.SerializeObject(makerOrderResp));
if (makerOrderResp.status == "0")
{
orderInfo.SellOrderId = makerOrderResp.data;
orderInfo.Completed = "2";
orderInfo.SwapAmount = double.Parse(buyOrderInfo.amount);
db.SaveChanges();
}
return;
}
else if (orderInfoRes.status == "0" && orderInfoRes.data.state == "submitted")
{
//若未成交且价格浮动，则取消订单
if (data.bids[2].Value < orderInfo.Price || orderInfo.Price < data.bids[20].Value)
{
//判断持单时长
if (DateTime.Now - orderInfo.CreateTime < orderHolder)
{
Console.WriteLine("order holder wait time to " + ((orderInfo.CreateTime + orderHolder).ToUniversalTime() + TimeSpan.FromHours(8)).ToString("yyyy-MM-dd HH:mm:ss"));
}
Console.WriteLine("price change ,cancle order ");
var cancleResult = fcilent.CancleOrder(orderInfo.OrderId);
orderInfo.Completed = "1";
db.SaveChanges();
}
}
}
else if (orderInfo.Completed == "2")
{
//判断订单状态
var orderInfoRes = fcilent.GetOrderDetail(orderInfo.SellOrderId);
OrderInfo sellOrderInfo = orderInfoRes.data;
if (orderInfoRes.status == "0" && orderInfoRes.data.state == "filled")
{
//若成交则置为完成
orderInfo.Completed = "1";
//等待三分钟，防止追高
db.SaveChanges();
System.Threading.Thread.Sleep(TimeSpan.FromMinutes(3));
//关闭，等待自动重连
webSocketUtil.close();
return;
}
else if (orderInfoRes.status == "0" && orderInfoRes.data.state == "submitted")
{
//判断损失是否超过5%，有则卖出止损
if (data.bids[0].Value / orderInfo.Price < 0.95)
{
//取消卖单
Console.WriteLine("value loss , sell");
double sellPrce = data.bids[0].Value / 2;
MakeOrderParam makeOrderParam = new MakeOrderParam()
{
amount = orderInfo.SwapAmount.ToString(),
price = sellPrce.ToString(),
side = "sell",
symbol = (orderInfo.SwapCur + orderInfo.BaseCur).ToLower()
};
Console.WriteLine("make order " + JsonConvert.SerializeObject(makeOrderParam));
FcoinResponse <string> makerOrderResp = fcilent.MakerOrder(makeOrderParam);
Console.WriteLine("make order result " + JsonConvert.SerializeObject(makerOrderResp));
orderInfo.Completed = "1";
db.SaveChanges();
}
}
}
}, new List <Dictionary <string, object> >()
{
new Dictionary <string, object>()
{
{ "args", new List <string> {
"depth.L20." + targetSymbol.SwapCurr.ToLower() + targetSymbol.BaseCurr.ToLower()
} },
{ "cmd", "sub" }
}
}, 10).Wait();
}
}