public static void test_More_Buy(object o)
{
Example exp = o as Example;
int i = exp.cancelCount;
int cnt = 0;
double milSum = 0;
double secSum = 0;
while (i-- > 0)
{
cnt++;
Stopwatch stopwatch = new Stopwatch();
stopwatch.Start(); // 开始监视代码运行时间
var resObj = SYRequest.QureySell(exp.userId, exp.coinSymbol, "1", "102.50");
stopwatch.Stop(); // 停止监视
TimeSpan timespan = stopwatch.Elapsed; // 获取当前实例测量得出的总时间
double hours = timespan.TotalHours; // 总小时
double minutes = timespan.TotalMinutes; // 总分钟
double seconds = timespan.TotalSeconds; // 总秒数
double milliseconds = timespan.TotalMilliseconds; // 总毫秒数
Console.WriteLine("第一" + cnt + "次请求,总毫秒数:" + milliseconds);
milSum += milliseconds;
secSum += seconds;
}
string time = DateTime.Now.ToString("yyy-MM-dd HH:mm:ss");
File.AppendAllText(".\\TradeTest\\" + exp.fileName, "线程" + exp.thread_number + "结束时间:" + time + "\r\n");
}
/// <summary>
/// 购买
/// </summary>
/// <param name="_vol">数量</param>
/// <param name="_price">价格</param>
/// <returns></returns>
protected bool Buy(int _vol, double _price, bool beIsMust = false)
{
try
{
double limit = _price;
if (limit > upLimitPrice)
{
limit = upLimitPrice;
}
request_OrderLimit ol = SYRequest.QureyBuy(userId, coinSymbol, _vol + "", limit + "");
if (ol != null)
{
Print("订单【买入】成功！商品编号:" + coinSymbol + ", 数量:" + _vol + ", 价格:" + limit);
if (beIsMust == false)
{
orderLimitBuys.Add(ol);
}
return(true);
}
return(false);
} catch
{
return(false);
}
}
public void test_More_Buy()
{
int maxValue = 1000;
fileName = "10个线程_卖吃买.txt";
List <Order> orders = SYRequest.OureyAllOrder(userId, coinSymbol);
foreach (var order in orders)
{
if (SYRequest.QureyCancelOrder(userId, order.orderId))
{
Console.WriteLine("撤单成功!");
}
}
object obj = SYRequest.QureyBuy(userId, coinSymbol, "" + maxValue, "102.60");
string time = DateTime.Now.ToString("yyy-MM-dd HH:mm:ss");
File.AppendAllText(".\\TradeTest\\" + fileName, maxValue + "手买单已经准备完成。\r\n");
File.AppendAllText(".\\TradeTest\\" + fileName, "开始吃盘口，分" + maxValue + "笔吃每次吃一手。\r\n");
File.AppendAllText(".\\TradeTest\\" + fileName, "起始时间:" + time + "\r\n");
cancelCount = maxValue / 10;
for (int i = 1; i <= 10; i++)
{
th_s = new Thread(new ParameterizedThreadStart(test_More_Buy));
th_s.Start(this);
}
}
/// <summary>
/// 购买
/// </summary>
/// <param name="_vol">数量</param>
/// <param name="_price">价格</param>
/// <returns></returns>
protected bool Buy(int _vol, double _price, bool beIsMust = false)
{
try
{
double limit = _price;
if (limit > upLimitPrice)
{
limit = upLimitPrice;
}
if (limit < lowLimitPrice)
{
limit = lowLimitPrice;
}
string orderId = ProduceOrderID.GetOrderID(EnumBuySellType.购买); //订单ID
request_OrderLimit ol = SYRequest.QureyBuy(userId, coinSymbol, _vol + "", limit + "", orderId);
if (ol != null)
{
Print("订单【买入】成功！商品编号:" + coinSymbol + ", 数量:" + _vol + ", 价格:" + limit + ", 订单号:" + orderId);
if (beIsMust == false)
{
orderLimitBuys.Add(ol);
}
return(true);
}
return(false);
} catch
{
return(false);
}
}
protected bool getPriceLimitToday()
{
//查询当日交易的价格区间
coinSymbolMarket = SYRequest.QureyCoinSymbolMarket(coinSymbol);
if (coinSymbolMarket == null)
{
Print("获取当日涨跌停信息失败。");
return(false);
}
if (coinSymbolMarket.beginPrice == null || coinSymbolMarket.maxPrice == null || coinSymbolMarket.minPrice == null)
{
Print("获取当日涨跌停信息有误。");
return(false);
}
int len = 3;
if (floatLen > 0)
{
len = floatLen;
}
// 开盘价
openPrice = (double)decimal.Round((decimal)coinSymbolMarket.beginPrice, len);
// 最高限价
upLimitPrice = (double)decimal.Round((decimal)coinSymbolMarket.maxPrice, len);
// 最低限价
lowLimitPrice = (double)decimal.Round((decimal)coinSymbolMarket.minPrice, len);
Print("获取当日涨跌停信息成功！");
return(true);
}
protected bool CancelOrder(string _orderId)
{
if (SYRequest.QureyCancelOrder(userId, _orderId))
{
Print("撤单成功！订单编号:" + _orderId);
return(true);
}
return(false);
}
private void MainForm_Load(object sender, EventArgs e)
{
SqLiteHelper sqlHelper = new SqLiteHelper();
sqlHelper.SqliteOpen();
try
{
//查询所有可以交易品种
symbols = SYRequest.QureyAllSymbol();
if (symbols == null)
{
MessageBox.Show("查询当前可用交易品种失败！");
windowStop = true;
Close();
return;
}
//读取整张表
SQLiteDataReader reader = sqlHelper.ReadFullTable("user");
if (reader != null)
{
List <string> item = new List <string>();
while (reader.Read())
{
int id = reader.GetInt32(reader.GetOrdinal("id"));
string username = reader.GetString(reader.GetOrdinal("username"));
string password = reader.GetString(reader.GetOrdinal("password"));
int uid = reader.GetInt32(reader.GetOrdinal("uid"));
string coinSymbol = reader.GetString(reader.GetOrdinal("coinSymbol"));
string reamrks = reader.GetString(reader.GetOrdinal("remarks"));
ListViewItem lvt = new ListViewItem();
lvt.Text = id + "";
lvt.SubItems.Add(username);
lvt.SubItems.Add("********");
lvt.SubItems.Add(uid + "");
lvt.SubItems.Add(coinSymbol);
lvt.SubItems.Add(getRunStatus(uid).ToString());
lvt.SubItems.Add(reamrks);
strategyList.Items.Add(lvt);
}
}
sqlHelper.SqliteClose();
//设置顶时任务
System.Timers.Timer timer = new System.Timers.Timer();
timer.Enabled = true;
timer.Interval = 10000;//执行间隔时间,单位为毫秒
timer.Start();
timer.Elapsed += new System.Timers.ElapsedEventHandler(OnTimer);
}
catch
{
sqlHelper.SqliteClose();
}
}
/// <summary>
/// 转让
/// </summary>
/// <param name="_vol">数量</param>
/// <param name="_price">价格</param>
/// <returns></returns>
protected bool Sell(long _vol, double _price, bool beIsMust = false)
{
try
{
if (position == null)
{
position = SYRequest.QureyPosition(userId, coinSymbol);
if (position == null)
{
Print("转卖仓位不足，无法进行转卖。");
return(false);
}
}
if (position.balance <= 0)
{
position = SYRequest.QureyPosition(userId, coinSymbol);
if (position.balance == 0)
{
Print("转卖仓位不足，无法进行转卖。");
return(false);
}
}
if (_vol > position.balance)
{
Print("转卖数量大于实际持有量，已按实际拥有数量专卖。");
_vol = (long)position.balance;
}
double limit = _price;
if (limit < lowLimitPrice)
{
limit = lowLimitPrice;
}
if (limit > upLimitPrice)
{
limit = upLimitPrice;
}
string orderId = ProduceOrderID.GetOrderID(EnumBuySellType.转让); //订单ID
request_OrderLimit ol = SYRequest.QureySell(userId, coinSymbol, _vol + "", limit + "", orderId);
if (ol != null)
{
position.balance -= _vol;
Print("订单【转卖】成功！商品编号:" + coinSymbol + ", 数量:" + _vol + ", 价格:" + limit + ", 订单号:" + orderId);
if (beIsMust == false)
{
orderLimitSells.Add(ol);
}
return(true);
}
return(false);
}
catch
{
return(false);
}
}
public void cancelAllOrder()
{
List <Order> orders = SYRequest.OureyAllOrder(userId, coinSymbol);
foreach (var order in orders)
{
if (SYRequest.QureyCancelOrder(userId, order.orderId))
{
Console.WriteLine("撤单成功!");
}
}
}
private void btn_Flush_Click(object sender, EventArgs e)
{
try
{
//查询所有可以交易品种
symbols = SYRequest.QureyAllSymbol();
if (symbols == null)
{
MessageBox.Show("刷新失败！");
return;
}
SqLiteHelper sqlHelper = new SqLiteHelper();
strategyList.Items.Clear();
sqlHelper.SqliteOpen();
//读取整张表
SQLiteDataReader reader = sqlHelper.ReadFullTable("user");
if (reader != null)
{
List <string> item = new List <string>();
while (reader.Read())
{
int id = reader.GetInt32(reader.GetOrdinal("id"));
string username = reader.GetString(reader.GetOrdinal("username"));
string password = reader.GetString(reader.GetOrdinal("password"));
int uid = reader.GetInt32(reader.GetOrdinal("uid"));
string coinSymbol = reader.GetString(reader.GetOrdinal("coinSymbol"));
string reamrks = reader.GetString(reader.GetOrdinal("remarks"));
ListViewItem lvt = new ListViewItem();
lvt.Text = id + "";
lvt.SubItems.Add(username);
lvt.SubItems.Add("********");
lvt.SubItems.Add(uid + "");
lvt.SubItems.Add(coinSymbol);
lvt.SubItems.Add(getRunStatus(uid).ToString());
lvt.SubItems.Add(reamrks);
strategyList.Items.Add(lvt);
}
}
sqlHelper.SqliteClose();
MessageBox.Show("刷新成功！");
}
catch
{
MessageBox.Show("刷新失败！");
}
}
public void test01_sell()
{
fileName = "1个线程_买吃卖.txt";
List <Order> orders = SYRequest.OureyAllOrder(userId, coinSymbol);
foreach (var order in orders)
{
if (SYRequest.QureyCancelOrder(userId, order.orderId))
{
Console.WriteLine("撤单成功!");
}
}
object obj = SYRequest.QureySell(userId, coinSymbol, "1000", "102.60");
string time = DateTime.Now.ToString("yyy-MM-dd HH:mm:ss");
File.AppendAllText(".\\TradeTest\\" + fileName, "1000手买单已经准备完成。\r\n");
File.AppendAllText(".\\TradeTest\\" + fileName, "开始吃盘口，分1000笔吃每次吃一手。\r\n");
File.AppendAllText(".\\TradeTest\\" + fileName, "起始时间:" + time + "\r\n");
cancelCount = 1000;
th_s = new Thread(new ParameterizedThreadStart(FunTest01_sell));
th_s.Start(this);
}
/// <summary>
/// 加载交易信息
/// </summary>
public sealed override bool Load()
{
try
{
#region 成员属性赋值
//用户ID
userId = 100;
//用户名
userName = "";
//密码
password = "";
//设置 开仓倍数 （必成交）
mustMore = 1;
//设置 开仓倍数 （非成交）
OtherMore = 1;
//真实盘口深度
maxRealQuoteLen = 10;
//伪盘口深度
maxQuoteLen = maxRealQuoteLen + 1;
//产品编号
coinSymbol = "XDFYX";
//交易对
symbol = coinSymbol + "/CNY";
//最小变动单位
minPrice = 0.01;
//线程休眠等级
timerGrade = 1;
//
mustToBuy = 30;
//
mustToSell = 30;
//
otherToBuy = 80;
//
otherToSell = 80;
maxOrderCount = 60;
//设置线程的休眠等级
SetTimer(timerGrade);
#endregion
#region 交易价格信息处理
//查询当日交易的价格区间
coinSymbolMarket = SYRequest.QureyCoinSymbolMarket(coinSymbol);
if (coinSymbolMarket == null)
{
Print("获取当日涨跌停信息失败,策略启动失败！");
return(false);
}
if (coinSymbolMarket.beginPrice == null || coinSymbolMarket.maxPrice == null || coinSymbolMarket.minPrice == null)
{
Print("获取当日涨跌停信息有误,策略启动失败！");
return(false);
}
// 开盘价
openPrice = (double)decimal.Round((decimal)coinSymbolMarket.beginPrice, 2);
// 最高限价
upLimitPrice = (double)decimal.Round((decimal)coinSymbolMarket.maxPrice, 2);
// 最低限价
lowLimitPrice = (double)decimal.Round((decimal)coinSymbolMarket.minPrice, 2);
Print("获取当日涨跌停信息成功！");
#endregion
#region 更新用户持仓信息
//查询所有持仓
position = SYRequest.QureyPosition(userId, coinSymbol);
if (position == null || position.balance == 0)
{
Print("该账户不存在仓位信息！");
}
else
{
Print("获取到所有仓位信息信息！");
}
#endregion
#region 盘口信息更新
//查询盘口信息
Quote q = SYRequest.QureyQuote(symbol);
realQuoteBuy = q.bid.items.ToArray();
realQuoteSell = q.ask.items.ToArray();
int len = maxQuoteLen;
quoteBuy = new QuoteItem[len];
quoteSell = new QuoteItem[len];
for (int i = 0; i < len; i++)
{
quoteBuy[i] = new QuoteItem();
quoteSell[i] = new QuoteItem();
}
productFakeQuote();
#endregion
#region 建立行情连接
socketWorker = new SocketWorker();
if (!socketWorker.Connect())
{
Print("建立行情 socket 连接失败,策略启动失败！");
return(false);
}
socketWorker.Init(this, symbol);
Print("建立行情 socket 连接成功！");
#endregion
return(true);
} catch (Exception ex)
{
OnError(EnumExceptionCode.其他异常, ex.ToString());
return(false);
}
}
protected List <Order> getAllOrder(string _coinSymbol)
{
return(SYRequest.OureyAllOrder(userId, coinSymbol));
}
/// <summary>
/// 加载交易信息
/// </summary>
public sealed override bool Load()
{
try
{
// 加载配置信息
LoadConfig();
#region 成员属性赋值
//真实盘口深度
maxRealQuoteLen = 10;
//伪盘口深度
maxQuoteLen = maxRealQuoteLen + 1;
//交易对
symbol = coinSymbol + "/CNY";
//设置线程的休眠等级
SetTimer(timerGrade);
string mi = minPrice.ToString();
int index = mi.IndexOf('.');
if (index < mi.Length - 1)
{
string flen = mi.Substring(index + 1);
floatLen = flen.Length;
}
#endregion
// 获取当日涨跌停信息
if (getPriceLimitToday() == false)
{
return(false);
}
#region 更新用户持仓信息
//查询所有持仓
position = SYRequest.QureyPosition(userId, coinSymbol);
if (position == null || position.balance == 0)
{
Print("该账户不存在仓位信息！");
}
else
{
Print("获取到所有仓位信息信息！");
}
#endregion
#region 盘口信息更新
//查询盘口信息
Quote q = SYRequest.QureyQuote(symbol);
realQuoteBuy = q.bid.items.ToArray();
realQuoteSell = q.ask.items.ToArray();
int len = maxQuoteLen;
quoteBuy = new QuoteItem[len];
quoteSell = new QuoteItem[len];
for (int i = 0; i < len; i++)
{
quoteBuy[i] = new QuoteItem();
quoteSell[i] = new QuoteItem();
}
productFakeQuote();
#endregion
return(true);
} catch (Exception ex)
{
OnError(EnumExceptionCode.交易异常, "加载配置信息异常即将交易停止！\r\n" + ex.ToString());
return(false);
}
}
