/// <summary>
/// 撤销所有未成交订单
/// </summary>
public async Task ClearOrders()
{
//获取所有未成交订单
SwapApi api = CommonData.Ins.V_SwapApi;
JObject obj = await api.getOrdersAsync(V_Instrument_id, "6", null, null, null);
string s = obj["order_info"].ToString();
List <Order> orders = Order.GetOrderList(s);
foreach (var item in orders)
{
await api.cancelOrderAsync(V_Instrument_id, item.Order_id);
}
}
/// <summary>
/// 刷新历史数据
/// </summary>
public virtual async Task RunHistory()
{
Console.WriteLine(V_Instrument_id + ":获取历史数据");
Debugger.Log(V_Instrument_id + ":获取历史数据");
if (V_HistoryCache == null)
{
V_HistoryCache = new KLineCache();
}
List <KLine> history_data = new List <KLine>();
SwapApi api = CommonData.Ins.V_SwapApi;
int length = V_Min;
DateTime t_start = DateTime.Now.AddMinutes(-length * 2000);
DateTime t_end = DateTime.Now;
while (t_start.AddMinutes(length * 200) < t_end)
{
JContainer con = await api.getCandlesDataAsync(V_Instrument_id, t_start, t_start.AddMinutes(length * 200), length * 60);
List <KLine> d = KLine.GetListFormJContainer(con);
d.AddRange(history_data);
history_data.Clear();
history_data.AddRange(d);
t_start = t_start.AddMinutes(length * 200);
}
Console.WriteLine(V_Instrument_id + ":历史数据 " + history_data.Count + "条");
Debugger.Log(V_Instrument_id + ":历史数据 " + history_data.Count + "条");
V_HistoryCache.RefreshData(history_data);
V_LastOpTime = history_data[history_data.Count - 1].V_Timestamp;
}
/// <summary>
/// 对手价平仓
/// </summary>
public async Task ClearPositions(int dir = 0, float percent = 1)
{
if (V_Positions == null || V_Positions.Count == 0)
{
return;
}
for (int i = 0; i < V_Positions.Count; i++)
{
Position p = V_Positions[i];
if (dir == 0 || (dir > 0 && p.V_Dir > 0) || (dir < 0 && p.V_Dir < 0))
{
SwapApi api = CommonData.Ins.V_SwapApi;
await api.makeOrderAsync(V_Instrument_id, p.V_Dir > 0? "3" : "4", (decimal)V_CurPrice, (int)(p.V_AvailVol * percent), "", 0, "1");
}
}
Console.WriteLine("{0} {1}: 平仓: price {2}，方向：{3}，盈利率{4}，平仓百分比 {5},剩余 {6}",
DateTime.Now,
V_Instrument_id,
V_CurPrice,
V_Position.V_Dir > 0 ? "平多" : "平空",
V_Position.GetPercent(V_CurPrice),
percent * 100,
GetAvailMoney());
Debugger.Warn(string.Format("{0} {1}: 平仓: price {2}，方向：{3}，盈利率{4}，平仓百分比 {5},剩余 {6}",
DateTime.Now,
V_Instrument_id,
V_CurPrice,
V_Position.V_Dir > 0 ? "平多" : "平空",
V_Position.GetPercent(V_CurPrice),
percent * 100,
GetAvailMoney()));
JObject obj = await CommonData.Ins.V_SwapApi.getAccountsByInstrumentAsync(V_Instrument_id);
RefreshData(obj["info"].ToString());
}
/// <summary>
/// 对手价开仓
/// </summary>
/// <param name="dir">方向 >0 多</param>
/// <param name="vol">金额</param>
/// <returns></returns>
public async Task <bool> MakeOrder(int dir, float vol, float percent = 1)
{
if (vol * percent > GetAvailMoney())
{
return(false);
}
else
{
//获取张数(BTC 1张=100USD EOS 1张=10USD)
int v = GetOrderVol(vol * percent);
SwapApi api = CommonData.Ins.V_SwapApi;
double price = V_CurPrice * (dir > 0 ? 1.05f : 0.95f);
await api.makeOrderAsync(V_Instrument_id, dir > 0? "1" : "2", (decimal)price, v, "", 0, "1");
Console.WriteLine("{0} {1}: 开仓:{2} 价格:{3} 张数:{4}", DateTime.Now, V_Instrument_id, dir > 0 ? "多" : "空", price, v);
Debugger.Warn(string.Format("可用 {0} 量 {1}", GetAvailMoney(), vol));
Debugger.Warn(string.Format("{0} {1}: 开仓:{2} 价格:{3} 张数:{4}", DateTime.Now, V_Instrument_id, dir > 0 ? "多" : "空", price, v));
return(true);
}
}
//public void Start() {
// Console.WriteLine("start {0}",V_Instrument_id);
// Update();
//}
public virtual async void Update()
{
if (V_TacticsState == EM_TacticsState.Stop)
{
return;
}
if (DateTime.Now.Minute % 30 == 0 && DateTime.Now.Second < 5)
{
debug = true;
}
try
{
SwapApi api = CommonData.Ins.V_SwapApi;
//更新账号信息
JObject obj = await api.getAccountsByInstrumentAsync(V_Instrument_id);
V_AccountInfo.RefreshData(obj["info"].ToString());
//更新持仓信息
obj = await api.getPositionByInstrumentAsync(V_Instrument_id);
V_AccountInfo.RefreshPositions(Position.GetPositionList(obj["holding"].ToString()));
//更新未完成订单信息，全部撤销掉
await V_AccountInfo.ClearOrders();
if (V_AccountInfo.V_Position == null && (DateTime.Now - m_LastRefreshTime).Ticks > (long)m_TaticsHelper.V_Min * Util.Minute_Ticks * AppSetting.Ins.GetInt("RefreshSettingTime"))//更新设置操作
{
//更新参数
await m_TaticsHelper.RunHistory();
m_LastRefreshTime = DateTime.Now;
Console.WriteLine("{0} {1}:更新设置", DateTime.Now, V_Instrument_id);
}
else
{
if (debug)
{
Console.WriteLine("{0} {1}:获取数据", DateTime.Now, V_Instrument_id);
}
//获取近200条K线
JContainer con = await api.getCandlesDataAsync(V_Instrument_id, DateTime.Now.AddMinutes(-m_TaticsHelper.V_Min * 200), DateTime.Now, m_TaticsHelper.V_Min * 60);
cache.RefreshData(con);
V_AccountInfo.V_CurPrice = cache.V_KLineData[0].V_ClosePrice;
if (!V_AccountInfo.HasEnoughMoney(orderPercent) && V_AccountInfo.V_Position == null)
{
Console.WriteLine("{0} 钱不够。。。。", V_Instrument_id);
Debugger.Error(string.Format("{0} 钱不够。。。。", V_Instrument_id));
TimeEventHandler.Ins.AddEvent(new TimeEventModel(600, 1, Update));
return;
}
await Handle();
}
}
catch (Exception ex)
{
//Console.WriteLine(ex.ToString());
Console.WriteLine("{0} {1}:处理数据异常", DateTime.Now, V_Instrument_id);
error = true;
}
debug = false;
Update();
//TimeEventHandler.Ins.AddEvent(new TimeEventModel(1, 1, Update));
}
