/// <summary>
/// 空单收割时候,计算收割购入的数量
/// </summary>
/// <param name="sellQuantity"></param>
/// <param name="sellTradePrice"></param>
/// <param name="nowPrice"></param>
/// <returns></returns>
public static decimal CalcBuyQuantityForEmptyShouge(decimal sellQuantity, decimal sellTradePrice, decimal nowPrice, CommonSymbol symbol)
{
if (nowPrice >= sellTradePrice * (decimal)0.99)
{
throw new Exception("收割空价格不合理");
}
var position = DogControlUtils.GetLadderPosition(symbol.BaseCurrency, symbol.QuoteCurrency, nowPrice);
position += (decimal)0.16;
if (position <= (decimal)0.42)
{
position = (decimal)0.42;
}
if (position >= (decimal)0.82)
{
position = (decimal)0.82;
}
decimal buyQuantity = sellQuantity * sellTradePrice / nowPrice;
buyQuantity = buyQuantity - (buyQuantity - sellQuantity) * position;
buyQuantity = decimal.Round(buyQuantity, symbol.AmountPrecision);
if (buyQuantity > sellQuantity && buyQuantity * nowPrice < sellQuantity * sellTradePrice)
{
return(buyQuantity);
}
var newBuyQuantity = buyQuantity;
if (newBuyQuantity == sellQuantity)
{
if (symbol.AmountPrecision == 1)
{
newBuyQuantity += (decimal)0.1;
}
if (symbol.AmountPrecision == 2)
{
newBuyQuantity += (decimal)0.01;
}
if (symbol.AmountPrecision == 3)
{
newBuyQuantity += (decimal)0.001;
}
if (symbol.AmountPrecision == 4)
{
newBuyQuantity += (decimal)0.0001;
}
}
if (newBuyQuantity > sellQuantity && newBuyQuantity * nowPrice <= sellQuantity * sellTradePrice)
{
return(newBuyQuantity);
}
throw new Exception("计算buyQuantity不合理");
}
private static void BeginTrade()
{
// 初始化
CoinUtils.Init();
UserPools.Push("xx");
UserPools.Push("qq");
DogControlUtils.InitAsync();
// 不停的对每个币做操作
BeginTradeAllSymbol();
// 状态检查
TradeStateUtils.Begin();
}
public static void DoEmpty(CommonSymbol symbol, string userName, string accountId)
{
AnalyzeResult analyzeResult = AnalyzeResult.GetAnalyzeResult(symbol);
if (analyzeResult == null)
{
throw new ApplicationException("做空失败，分析出错");
}
var nowPrice = analyzeResult.NowPrice;
if (nowPrice * (decimal)1.06 < analyzeResult.MaxPrice)
{
throw new ApplicationException("已经降低了6%， 不要做空，谨慎起见");
}
var maxSellTradePrice = new DogEmptySellDao().GetMaxSellTradePrice(userName, symbol.BaseCurrency, symbol.QuoteCurrency);
if (maxSellTradePrice != null && nowPrice < maxSellTradePrice * (decimal)1.06)
{
throw new ApplicationException("有价格比这个更高得还没有收割。不能重新做空。");
}
PlatformApi api = PlatformApi.GetInstance(userName);
var accountInfo = api.GetAccountBalance(AccountConfigUtils.GetAccountConfig(userName).MainAccountId);
var balanceItem = accountInfo.Data.list.Find(it => it.currency == symbol.BaseCurrency);
// 要减去未收割得。
var notShougeQuantity = new DogMoreBuyDao().GetBuyQuantityNotShouge(userName, symbol.BaseCurrency);
if (notShougeQuantity >= balanceItem.balance || notShougeQuantity <= 0)
{
logger.Error($"未收割得数量大于余额，有些不合理， {symbol.BaseCurrency},, {userName},, {notShougeQuantity}, {balanceItem.balance}");
return;
}
var devide = DogControlUtils.GetRecommendDivideForEmpty(symbol.BaseCurrency, symbol.QuoteCurrency, nowPrice, (balanceItem.balance - notShougeQuantity));
decimal sellQuantity = (balanceItem.balance - notShougeQuantity) / devide; // 暂定每次做空1/12
if (sellQuantity * nowPrice > 10) // 一次做空不超过10usdt
{
sellQuantity = 10 / nowPrice;
}
sellQuantity = decimal.Round(sellQuantity, symbol.AmountPrecision);
if (sellQuantity * nowPrice < 1)
{
sellQuantity = (balanceItem.balance - notShougeQuantity) / 10;
if (sellQuantity * nowPrice < 1)
{
sellQuantity = (balanceItem.balance - notShougeQuantity) / 5;
if (sellQuantity * nowPrice < 1)
{
sellQuantity = (balanceItem.balance - notShougeQuantity) / 3;
if (sellQuantity * nowPrice < (decimal)0.2)
{
LogNotBuy(symbol.BaseCurrency, $"收益不超过0.2usdt,, balance: {balanceItem.balance}, notShougeQuantity:{notShougeQuantity}, {nowPrice}, yu: {(balanceItem.balance - notShougeQuantity) * nowPrice}");
return;
}
}
}
}
// 出售
decimal sellPrice = decimal.Round(nowPrice * (decimal)0.985, symbol.PricePrecision);
SellWhenDoEmpty(accountId, userName, symbol, sellQuantity, sellPrice);
}
private static void RunSell(CommonSymbol symbol, AnalyzeResult analyzeResult, Ticker ticker)
{
if (ticker.symbol != symbol.BaseCurrency + symbol.QuoteCurrency)
{
Console.WriteLine("--------------------- 数据错误");
return;
}
var historyKlines = analyzeResult.HistoryKlines;
var nowPrice = analyzeResult.NowPrice;
var userNames = UserPools.GetAllUserName();
// 多单的自动波动收割
foreach (var userName in userNames)
{
var needSellDogMoreBuyList = new DogMoreBuyDao().GetNeedSellDogMoreBuy(userName, symbol.BaseCurrency, symbol.QuoteCurrency);
foreach (var dogMoreBuyItem in needSellDogMoreBuyList)
{
try
{
if (ticker.close < dogMoreBuyItem.BuyOrderPrice * (decimal)1.07)
{
continue;
}
ShouGeDogMore(dogMoreBuyItem, symbol, analyzeResult);
}
catch (Exception ex)
{
logger.Error($"收割出错 {ex.Message} {JsonConvert.SerializeObject(dogMoreBuyItem)}", ex);
continue;
}
}
}
// 不符合管控的，则不考虑做空
if (!JudgeBuyUtils.ControlCanSell(symbol.BaseCurrency, symbol.QuoteCurrency, historyKlines, nowPrice))
{
if (symbol.BaseCurrency == "xmx")
{
Console.WriteLine("----------------------------------------------------------------------------------------");
}
return;
}
foreach (var userName in userNames)
{
try
{
Console.WriteLine($"---> before doempty {userName} {symbol.BaseCurrency},{symbol.QuoteCurrency}");
// 和上次做空价格要相差8%
var maxSellTradePrice = new DogEmptySellDao().GetMaxSellTradePrice(userName, symbol.BaseCurrency, symbol.QuoteCurrency);
if (maxSellTradePrice != null && nowPrice < maxSellTradePrice * ladderEmptySellPercent)
{
continue;
}
var accountConfig = AccountConfigUtils.GetAccountConfig(userName);
var accountId = accountConfig.MainAccountId;
// 要减去未收割得。
var notShougeQuantity = new DogMoreBuyDao().GetBuyQuantityNotShouge(userName, symbol.BaseCurrency);
// 出售
decimal sellPrice = decimal.Round(nowPrice * (decimal)0.988, symbol.PricePrecision);
// 阶梯有数量差别
var minSellEmptyPrice = new DogEmptySellDao().GetMaxSellEmptyPrice(userName, symbol.BaseCurrency, symbol.QuoteCurrency);
var sellQuantity = DogControlUtils.GetEmptySize(userName, symbol.BaseCurrency, minSellEmptyPrice, nowPrice);
sellQuantity = decimal.Round(sellQuantity, symbol.AmountPrecision);
if (
(symbol.QuoteCurrency == "usdt" && sellQuantity * nowPrice < (decimal)0.8) ||
(symbol.QuoteCurrency == "btc" && sellQuantity * nowPrice < (decimal)0.00009) ||
(symbol.QuoteCurrency == "eth" && sellQuantity * nowPrice < (decimal)0.003) ||
(symbol.QuoteCurrency == "ht" && sellQuantity * nowPrice < (decimal)0.5)
)
{
Console.WriteLine($" {symbol.BaseCurrency}{symbol.QuoteCurrency},做空不超过{sellQuantity * nowPrice},, sellQuantity: {sellQuantity}, nowPrice:{nowPrice}");
continue;
}
Console.WriteLine($"准备做空 sellQuantity:{sellQuantity}, nowPrice:{nowPrice}");
SellWhenDoEmpty(accountId, userName, symbol, sellQuantity, sellPrice, $"device:");
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
}
}
}
/// <summary>
/// 购买,做多的时候
/// </summary>
/// <param name="symbol"></param>
/// <param name="userName"></param>
/// <param name="accountId"></param>
public static void BuyWhenDoMore(CommonSymbol symbol, AccountConfig account, AnalyzeResult analyzeResult)
{
var accountId = account.MainAccountId;
var userName = account.UserName;
var nowPrice = analyzeResult.NowPrice;
var dogMoreBuy = new DogMoreBuyDao().GetMinBuyPriceDataOfNotSellFinished(accountId, userName, symbol.QuoteCurrency, symbol.BaseCurrency);
var ladderBuyWhenDoMore = ladderMoreBuyPercent;
if (symbol.QuoteCurrency == "usdt")
{
ladderBuyWhenDoMore = (decimal)1.06;
}
if (dogMoreBuy != null && (nowPrice * ladderBuyWhenDoMore > Math.Min(dogMoreBuy.BuyTradePrice, dogMoreBuy.BuyOrderPrice)))
{
throw new ApplicationException("有价格比这个更低得还没有收割。不能重新做多。");
}
PlatformApi api = PlatformApi.GetInstance(userName);
var accountInfo = api.GetAccountBalance(accountId);
var quoteCurrency = accountInfo.Data.list.Find(it => it.currency == symbol.QuoteCurrency);
// 要减去空单未收割得额度总和
var notShougeEmptySellAmount = new DogEmptySellDao().GetSumNotShougeDogEmptySell(userName, symbol.QuoteCurrency);
if (!CommonHelper.CheckBalanceForDoMore(symbol.QuoteCurrency, quoteCurrency.balance, notShougeEmptySellAmount))
{
Console.WriteLine($"{symbol.BaseCurrency}{symbol.QuoteCurrency}余额不足notShougeEmptySellAmount:{notShougeEmptySellAmount},balance:{quoteCurrency.balance}");
if (symbol.QuoteCurrency == "btc" && account.MainAccountId == "529880")
{
nobtcbalanceTime = DateTime.Now;
}
throw new ApplicationException($"余额不足notShougeEmptySellAmount:{notShougeEmptySellAmount},balance:{quoteCurrency.balance}");
}
decimal recommendAmount = DogControlUtils.GetRecommendBuyAmount(symbol);
var maxBuyPrice = new DogMoreBuyDao().GetMaxBuyPrice(accountId, userName, symbol.QuoteCurrency, symbol.BaseCurrency);
recommendAmount = DogControlUtils.GetMoreSize(recommendAmount, maxBuyPrice, nowPrice);
// 购买的要求
decimal buyQuantity = recommendAmount / nowPrice;
buyQuantity = CoinUtils.CalcTradeQuantity(symbol, buyQuantity);
// 判断是否满足最小购买数量
if (!CoinUtils.IsBiggerThenLeastBuyForDoMore(symbol.BaseCurrency, symbol.QuoteCurrency, buyQuantity))
{
Console.WriteLine($" {symbol.BaseCurrency}{symbol.QuoteCurrency},做多数量太少，不符合最小交易额度");
return;
}
buyQuantity = decimal.Round(buyQuantity, symbol.AmountPrecision);
decimal orderPrice = decimal.Round(nowPrice * (decimal)1.006, symbol.PricePrecision);
OrderPlaceRequest req = new OrderPlaceRequest();
req.account_id = accountId;
req.amount = buyQuantity.ToString();
req.price = orderPrice.ToString();
req.source = "api";
req.symbol = symbol.BaseCurrency + symbol.QuoteCurrency;
req.type = "buy-limit";
if (BuyLimitUtils.Record(userName, symbol.BaseCurrency + symbol.QuoteCurrency))
{
logger.Error(" --------------------- 两个小时内购买次数太多，暂停一会 --------------------- ");
Thread.Sleep(1000 * 10);
return;
}
HBResponse <long> order = null;
try
{
logger.Error($"");
logger.Error($"1: 开始下单 -----------------------------{JsonConvert.SerializeObject(req)}");
order = api.OrderPlace(req);
logger.Error($"2: 下单结束 -----------------------------{JsonConvert.SerializeObject(order)}");
if (order.Status == "ok")
{
new DogMoreBuyDao().CreateDogMoreBuy(new DogMoreBuy()
{
SymbolName = symbol.BaseCurrency,
QuoteCurrency = symbol.QuoteCurrency,
AccountId = accountId,
UserName = userName,
BuyQuantity = buyQuantity,
BuyOrderPrice = orderPrice,
BuyDate = DateTime.Now,
BuyOrderResult = JsonConvert.SerializeObject(order),
BuyState = StateConst.PreSubmitted,
BuyTradePrice = 0,
BuyOrderId = order.Data,
BuyMemo = "",
BuyOrderDetail = "",
BuyOrderMatchResults = "",
IsFinished = false
});
// 下单成功马上去查一次
QueryBuyDetailAndUpdate(userName, order.Data);
}
logger.Error($"3: 入库结束 -----------------------------做多 下单购买结果 {JsonConvert.SerializeObject(req)}, notShougeEmptySellAmount:{notShougeEmptySellAmount}, order：{JsonConvert.SerializeObject(order)}, nowPrice：{nowPrice}, accountId：{accountId},");
logger.Error($"");
}
catch (Exception ex)
{
logger.Error($"严重严重 --------------- 下的出错 --------------{JsonConvert.SerializeObject(req)}");
Thread.Sleep(1000 * 60 * 5);
throw ex;
}
}
public static void InitMarketInDBFromOut(CommonSymbol symbol, List <HistoryKline> klines)
{
try
{
var dogControl = DogControlUtils.GetDogControl(symbol.BaseCurrency, symbol.QuoteCurrency);
if (dogControl == null)
{
Console.WriteLine("InitMarketInDBFromOut dogControl is null");
return;
}
var dao = new KlineDao();
var dogMoreBuyDao = new DogMoreBuyDao();
var dogEmptySellDao = new DogEmptySellDao();
// 去数据库中拉取数据， 判断是否超过5分钟， 或者是否离目标差4%，
var lastKlines = dao.ListKlines(symbol.QuoteCurrency, symbol.BaseCurrency, 20);
var findList = lastKlines.FindAll(it => klines.Find(item => item.Id == it.Id) != null).ToList();
klines.Sort((a, b) => (int)(a.Id - b.Id));
foreach (var kline in klines)
{
var finds = findList.FindAll(it => it.Id == kline.Id);
if (finds.Count > 1)
{
//Console.WriteLine("新增数据 finds.Count > 1");
// 删除，新增
dao.DeleteAndRecordKlines(symbol.QuoteCurrency, symbol.BaseCurrency, kline);
}
else if (finds.Count == 1)
{
if (finds[0].Low != kline.Low || finds[0].High != kline.High || finds[0].Open != kline.Open || finds[0].Close != kline.Close)
{
// 删除新增 从外面来的数据， 如果不一致， 不插入
dao.DeleteAndRecordKlines(symbol.QuoteCurrency, symbol.BaseCurrency, kline);
}
}
else
{
// 新增
//Console.WriteLine($"新增数据 {symbol.BaseCurrency} {symbol.QuoteCurrency}");
dao.DeleteAndRecordKlines(symbol.QuoteCurrency, symbol.BaseCurrency, kline);
}
}
{
var last24Klines = dao.List24HourKline(symbol.QuoteCurrency, symbol.BaseCurrency);
var todayKlines = last24Klines.FindAll(it => Utils.GetDateById(it.Id) > DateTime.Now.Date).ToList();
var minutesKlines = last24Klines.FindAll(it => Utils.GetDateById(it.Id) > DateTime.Now.Date.AddMinutes(-30)).ToList();
var nearMaxPrice = (decimal)0;
var todayMinPrice = (decimal)0;
var todayMaxPrice = (decimal)0;
if (todayKlines.Count > 0)
{
todayMaxPrice = todayKlines.Max(it => it.Close);
todayMinPrice = todayKlines.Min(it => it.Close);
}
if (minutesKlines.Count > 0)
{
nearMaxPrice = minutesKlines.Max(it => it.Close);
}
var lastKline = klines[klines.Count - 1];
new DogNowPriceDao().CreateDogNowPrice(new DogNowPrice
{
NowPrice = lastKline.Close,
NowTime = lastKline.Id,
QuoteCurrency = symbol.QuoteCurrency,
SymbolName = symbol.BaseCurrency,
TodayMaxPrice = todayMaxPrice,
TodayMinPrice = todayMinPrice,
NearMaxPrice = nearMaxPrice
});
}
}
catch (Exception ex)
{
logger.Error("InitMarketInDB --> " + ex.Message, ex);
}
}
