public static List <CoinConfig> Load()
{
try
{
string conFilePath = AppDomain.CurrentDomain.BaseDirectory + "CoinConfigs.json";
if (!File.Exists(conFilePath))
{
throw (new Exception("CoinConfigs配置文件不存在"));
}
StreamReader sr = new StreamReader(conFilePath, Encoding.Default);
string jsonStr = sr.ReadToEnd();
var list = JsonConvert.DeserializeObject <List <CoinConfig> >(jsonStr);
if (list != null && list.Count > 0)
{
Log4NetUtility.Info("加载系统配置", "已成功加载系统配置CoinConfigs");
return(list);
}
else
{
throw (new Exception("CoinConfigs配置文件异常"));
}
}
catch (Exception e)
{
Log4NetUtility.Error("加载系统配置CoinConfigs", "加载配置异常：" + Utils.Exception2String(e));
throw (e);
}
}
public Ticker GetTicker(string platform, string symbol)
{
try
{
switch (platform)
{
//case "OK":
// return GetTicker_OK(symbol);
//case "BA":
// return GetDepth_BA(symbol, size);
case "HB":
//return GetTicker_OK(symbol);
case "FC":
return(GetTicker_FC(symbol));
default:
return(null);
}
}
catch (Exception e)
{
Log4NetUtility.Error("GetTicker", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("GetTicker", e);
return(null);
}
}
public List <Kline> GetKline(string platform, string symbol, string resolution, int limit = 60)
{
try
{
switch (platform)
{
//case "OK":
// return GetTicker_OK(symbol);
//case "BA":
// return GetDepth_BA(symbol, size);
case "HB":
//return GetTicker_OK(symbol);
case "FC":
return(GetKline_FC(symbol, resolution, limit));
default:
return(null);
}
}
catch (Exception e)
{
Log4NetUtility.Error("GetKline", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("GetKline", e);
return(null);
}
}
public bool Connnet()
{
try
{
websocket = new WebSocketSharp.WebSocket(WEBSOCKET_API);
websocket.OnError += (sender, e) =>
{
Console.WriteLine("Error:" + e.Exception.Message.ToString());
Log4NetUtility.Debug("OnError", e.Exception.Message);
};
websocket.OnOpen += OnOpened;
websocket.OnClose += Websocket_Closed;;
websocket.OnMessage += ReceviedMsg;
websocket.ConnectAsync();
while (!websocket.IsAlive)
{
Console.WriteLine("Waiting WebSocket connnet......");
Thread.Sleep(1000);
}
heartBeatTimer.Elapsed += new System.Timers.ElapsedEventHandler(heatBeat);
//heartBeatTimer.Start();
}
catch (Exception ex)
{
Console.WriteLine("Exception:" + ex.Message);
Log4NetUtility.Error("WebSocketApi_OK", Utils.Exception2String(ex));
}
return(true);
}
public string userinfo()
{
string result = "";
try
{
var method = "GET";
//string timeSpamt = GetDateTime();
//var sign = CreateSign(method, USERINFO_URL, secret_key, timeSpamt, null);
//WebHeaderCollection header = new WebHeaderCollection();
//header.Add("FC-ACCESS-KEY", api_key);
//header.Add("FC-ACCESS-SIGNATURE", sign);
//header.Add("FC-ACCESS-TIMESTAMP", timeSpamt);
Dictionary <string, object> paras = new Dictionary <string, object>();
paras.Add("AccessKey", api_key);
paras.Add("SignatureMethod", "HmacSHA256");
paras.Add("SignatureVersion", "V1.0");
paras.Add("Timestamp", DateTime.Now.ToString("yyyy-MM-ddTHH:mm:ss"));
paras.Add("Signature", null);
int statusCode;
result = RequestDataSync($"{url_prex}{USERINFO_URL}", method, paras, null, out statusCode);
}
catch (Exception e)
{
Log4NetUtility.Error("userinfo", Utils.Exception2String(e));
Log4NetUtility.Error("userinfo", result);
DbHelper.CreateInstance().AddError("userinfo", e);
}
return(result);
}
public string order_info(string order_id)
{
string result = "";
try
{
var method = "GET";
string timeSpamt = GetDateTime();
// 构造参数签名
//Dictionary<string, object> paras = new Dictionary<string, object>();
//if (!string.IsNullOrEmpty(order_id))
//{
// paras.Add("order_id", order_id);
//}
var sign = CreateSign(method, ORDERS_INFO_URL + "/" + order_id, secret_key, timeSpamt, null);
WebHeaderCollection header = new WebHeaderCollection();
header.Add("FC-ACCESS-KEY", api_key);
header.Add("FC-ACCESS-SIGNATURE", sign);
header.Add("FC-ACCESS-TIMESTAMP", timeSpamt);
int statusCode;
result = RequestDataSync($"{url_prex}{ORDERS_INFO_URL}/{order_id}", method, null, header, out statusCode);
return(result);
}
catch (Exception e)
{
Log4NetUtility.Error("order_info", result);
throw e;
}
}
private void Timer_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
{
string reportStr = "";
try
{
var account = robotTrade.CurrentAccount;
var ticker = robotMarket.GetTicker(info.Symbol);
if (DateTime.Now.Minute == 0)
{
//整点日志
reportStr = GetReport(info, account, ticker, true);
}
else
{
//分钟日志
reportStr = GetReport(info, account, ticker, false);
}
Log4NetUtility.Info("ReportDetail ", reportStr);
}
catch (Exception ex)
{
Log4NetUtility.Error("ReportTimer", Utils.Exception2String(ex));
}
}
public int ClearCurrentOrders(string symbol)
{
try
{
switch (platform)
{
case "OK":
//return GetTicker_OK(symbol);
//case "BA":
// return GetDepth_BA(symbol, size);
case "HB":
//return GetTicker_OK(symbol);
case "FC":
return(ClearCurrentOrders_FC(symbol));
default:
return(-1);
}
}
catch (Exception e)
{
Log4NetUtility.Error("ClearOrders", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("ClearOrders", e);
return(-1);
}
}
public string trade(string symbol, string side, string type, string price, string amount)
{
string result = "";
try
{
var method = "POST";
string timeSpamt = GetDateTime();
// 构造参数签名
Dictionary <string, object> paras = new Dictionary <string, object>();
if (!string.IsNullOrEmpty(amount))
{
paras.Add("amount", amount);
}
if (!string.IsNullOrEmpty(price))
{
paras.Add("price", price);
}
if (!string.IsNullOrEmpty(side))
{
paras.Add("side", side);
}
if (!string.IsNullOrEmpty(symbol))
{
paras.Add("symbol", symbol);
}
if (!string.IsNullOrEmpty(type))
{
paras.Add("type", type);
}
if (type == "market")
{
paras.Remove("price");
}
var sign = CreateSign(method, TRADE_URL, secret_key, timeSpamt, paras);
WebHeaderCollection header = new WebHeaderCollection();
header.Add("FC-ACCESS-KEY", api_key);
header.Add("FC-ACCESS-SIGNATURE", sign);
header.Add("FC-ACCESS-TIMESTAMP", timeSpamt);
int statusCode;
result = RequestDataSync($"{url_prex}{TRADE_URL}", method, paras, header, out statusCode);
return(result);
}
catch (Exception e)
{
Log4NetUtility.Error("userinfo", Utils.Exception2String(e));
Log4NetUtility.Error("userinfo", result);
DbHelper.CreateInstance().AddError("userinfo", e);
}
return(result);
}
/// <summary>
/// 全仓挂单
/// </summary>
private void HangOrders()
{
try
{
#region 新缓存列表 newSessionOrders
List <Order> newSessionOrders = new List <Order>();
decimal newFloatPrice = GetStandardPrice(GetTicker().last);
info.floatPrice = newFloatPrice;
info.buyOrderCount = info.sellOrderCount = info.OrderQty;
//info.ShockCount_tmp = info.UpCount_tmp = info.DownCount_tmp = 0;
for (int i = 1; i <= info.buyOrderCount; i++)
{
decimal orderprice = newFloatPrice - i * info.SpanPrice;
Order order = new Order()
{
price = orderprice, amount = info.TradeQty, type = "buy"
};
newSessionOrders.Add(order);
}
for (int i = 1; i <= info.sellOrderCount; i++)
{
decimal orderprice = newFloatPrice + i * info.SpanPrice;
Order order = new Order()
{
price = orderprice, amount = info.TradeQty, type = "sell"
};
newSessionOrders.Add(order);
}
#endregion
#region 挂单、缓存
Stopwatch stopwatch = new Stopwatch();
stopwatch.Start();
robotSession.ClearSessionAllOrders();
foreach (var addOrder in newSessionOrders)
{
TradeOrder(addOrder);
Thread.Sleep(250);
}
//Parallel.ForEach(newSessionOrders, addOrder =>
//{
// TradeOrder(addOrder);
//});
stopwatch.Stop();
Log4NetUtility.Info("HangOrders", robotSession.LogSring());
Log4NetUtility.Info("HangOrders", $"Order中间价:{newFloatPrice}。交易总用时(毫秒):{stopwatch.ElapsedMilliseconds}");
#endregion
}
catch (Exception e)
{
Log4NetUtility.Error("HangOrders", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("HangOrders", e);
}
}
public static string Model2Json(T model)
{
try
{
return(JsonConvert.SerializeObject(model));
}
catch (Exception e)
{
Log4NetUtility.Error("ModelHelper", Utils.Exception2String(e));
//Log4NetUtility.Error("ModelHelper", str);
DbHelper.CreateInstance().AddError("ModelHelper", e);
return("");
}
}
/// <summary>
/// 批量获取用户订单
/// </summary>
/// <param name="type">查询类型 0:未成交，未成交 1:完全成交，已撤销</param>
/// <param name="symbol">btc_usd: 比特币 ltc_usd: 莱特币</param>
/// <param name="order_id">订单ID(多个订单ID中间以","分隔,一次最多允许查询50个订单)</param>
/// limit=20&states=submitted,partial_filled&symbol=ethusdt
/// <returns></returns>
public string orders_info(string limit, string states, string symbol, string after, string before)
{
string result = "";
try
{
var method = "GET";
string timeSpamt = GetDateTime();
// 构造参数签名
Dictionary <string, object> paras = new Dictionary <string, object>();
if (!string.IsNullOrEmpty(after))
{
paras.Add("after", after);
}
if (!string.IsNullOrEmpty(before))
{
paras.Add("before", before);
}
if (!string.IsNullOrEmpty(limit))
{
paras.Add("limit", limit);
}
if (!string.IsNullOrEmpty(states))
{
paras.Add("states", states);
}
if (!string.IsNullOrEmpty(symbol))
{
paras.Add("symbol", symbol);
}
var sign = CreateSign(method, ORDERS_INFO_URL, secret_key, timeSpamt, paras);
//var sign = CreateSign(method, "/v2/orders?limit=20&states=submitted&symbol=ethusdt", secret_key, timeSpamt, null);
WebHeaderCollection header = new WebHeaderCollection();
header.Add("FC-ACCESS-KEY", api_key);
header.Add("FC-ACCESS-SIGNATURE", sign);
header.Add("FC-ACCESS-TIMESTAMP", timeSpamt);
int statusCode;
result = RequestDataSync($"{url_prex}{ORDERS_INFO_URL}?{ConvertQueryString(paras, true)}", method, null, header, out statusCode);
//result = RequestDataSync("https://api.fcoin.com/v2/orders?limit=20&states=submitted&symbol=ethusdt", method, null, header, out statusCode);
return(result);
}
catch (Exception e)
{
Log4NetUtility.Error("orders_info", result);
throw e;
}
}
public void AddDepth(depth depth)
{
try
{
using (var db = new MarkeDBEntities())
{
db.depth.Add(depth);
db.SaveChanges();
}
}
catch (Exception e)
{
Log4NetUtility.Error("AddDepth", e.Message);
}
}
private void AddOrUpdateOrders2DB(List <Order> orders)
{
try
{
List <order> list = new List <order>();
foreach (var order in orders)
{
AddOrUpdateOrder2DB(order);
}
}
catch (Exception e)
{
Log4NetUtility.Error("AddOrUpdateOrders2DB", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("AddOrUpdateOrders2DB", e);
}
}
public Orders GetOrders_FC(string order_id)
{
try
{
string JsonStr = restApi_FC.order_info(order_id);
var data = ModelHelper <API.Rest.FCoin.orderInfo> .Json2Model(JsonStr);
Orders order = new Orders(data);
return(order);
}
catch (Exception e)
{
Log4NetUtility.Error("GetOrderInfo_FC", Utils.Exception2String(e));
return(new Orders());
}
}
private void DoPlan(long dotime)
{
#region ObjectLock
if (planDoTime == -1)
{
lock (planObjectLock)
{
if (planDoTime == -1)
{
planDoTime = dotime;
}
}
}
#endregion
if (planDoTime == dotime)
{
try
{
GetData();
// 当前订单不在缓存中
robotSession.CheckLostOrders(currentOrder);
//遍历缓存订单对比当前订单，处理成交订单
if (filledOrders.Count != 0)
{
UpdateFilledSessionOrders();
robotSession.FilledSessionOrders(FilledSessionOrders, currentOrder);
}
if (CheckLittleTrade(info.ResetTimes, info.ShockTimes))
{
CurrentEvent?.Invoke(null, new CurrentEventArgs(CurrentEventType.LittleTrade, null, null));
}
LimitFilledSessionOrders();
}
#region catch finally
catch (Exception e)
{
////DbHelper.CreateInstance().AddErrInfo("DoPlan", e);
Log4NetUtility.Error("DoPlan", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("DoPlan", e);
}
finally
{
planDoTime = -1;
}
#endregion
}
}
public string candles(string symbol, string resolution, int limit)
{
string result = "";
try
{
HttpUtilManager httpUtil = HttpUtilManager.getInstance();
string url = $"{CANDLES_URL}/{resolution}/{symbol}";
result = httpUtil.requestHttpGet(url_prex, url, "limit = " + limit);
}
catch (Exception e)
{
Log4NetUtility.Error("RestApi_BC", result);
throw e;
}
return(result);
}
/// <summary>
/// 行情
/// </summary>
/// <param name="symbol">btc_usd:比特币 ltc_usd :莱特币</param>
/// <returns></returns>
public string ticker(string symbol)
{
string result = "";
try
{
HttpUtilManager httpUtil = HttpUtilManager.getInstance();
result = httpUtil.requestHttpGet(url_prex, TICKER_URL + symbol, "");
}
catch (Exception e)
{
Log4NetUtility.Error("RestApi_BC", result);
throw e;
}
return(result);
}
public Orders GetOrders_FC(string limit, string states, string symbol, string after = null, string before = null)
{
try
{
string JsonStr = restApi_FC.orders_info(limit, states, symbol, after, before);
var data = ModelHelper <API.Rest.FCoin.ordersInfo> .Json2Model(JsonStr);
Orders order = new Orders(data);
return(order);
}
catch (Exception e)
{
Log4NetUtility.Error("GetOrderInfo_FC", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("GetOrderInfo_FC", e);
return(new Orders());
}
}
/// <summary>
/// 发送get请求得到响应内容
/// </summary>
/// <param name="url_prex">url前缀</param>
/// <param name="url">请求路径url</param>
/// <param name="param">请求参数键值对</param>
/// <returns>响应字符串</returns>
public String requestHttpGet(String url_prex, String url, String param)
{
String responseContent = "";
HttpWebResponse httpWebResponse = null;
StreamReader streamReader = null;
try
{
url = url_prex + url;
if (param != null && !param.Equals(""))
{
url = url + "?" + param;
}
HttpWebRequest httpWebRequest = (HttpWebRequest)WebRequest.Create(url);
httpWebRequest.Method = "GET";
httpWebResponse = (HttpWebResponse)httpWebRequest.GetResponse();
streamReader = new StreamReader(httpWebResponse.GetResponseStream());
if (streamReader == null)
{
return("");
}
responseContent = streamReader.ReadToEnd();
if (responseContent == null || "".Equals(responseContent))
{
return("");
}
}
catch (Exception e)
{
Log4NetUtility.Error("requestHttpGet", responseContent);
throw e;
}
finally
{
if (httpWebResponse != null)
{
httpWebResponse.Close();
}
if (streamReader != null)
{
streamReader.Close();
}
}
return(responseContent);
}
public string depht(string symbol, string level = "full")
{
string result = "";
try
{
HttpUtilManager httpUtil = HttpUtilManager.getInstance();
string url = $"{DEPTH_URL}/{level}/{symbol}";
result = httpUtil.requestHttpGet(url_prex, url, "");
}
catch (Exception e)
{
Log4NetUtility.Error("RestApi_FC", result);
throw e;
}
return(result);
}
public static T Json2Model(string str)
{
try
{
if (string.IsNullOrWhiteSpace(str) || str.Contains("html"))
{
return(default(T));
}
return(JsonConvert.DeserializeObject <T>(str));
}
catch (Exception e)
{
Log4NetUtility.Error("ModelHelper", Utils.Exception2String(e));
Log4NetUtility.Error("ModelHelper", str);
DbHelper.CreateInstance().AddError("ModelHelper", e);
return(default(T));
}
}
private void RobotHFT_CurrentEvent(object sender, CurrentEventArgs e)
{
try
{
//Log4NetUtility.Debug($"CurrentEvent:{e.EventType} {e.OrderList?.FirstOrDefault()?.type} {e.OrderList?.FirstOrDefault()?.price.ToString("0.0000")}");
switch (e.EventType)
{
case CurrentEventType.OrderFilled:
var filledorder = (Order)sender;
var neworder = e.OrderList.FirstOrDefault();
if (filledorder != null && neworder != null)
{
CurrentOrderFilled(filledorder, neworder);
}
break;
case CurrentEventType.LostOrders:
var lostOrders = e.OrderList;
if (lostOrders != null)
{
CurrentLostOrders(lostOrders);
}
break;
case CurrentEventType.DirtyOrders:
var dirtyOrders = e.OrderList;
if (dirtyOrders != null)
{
CurrentDirtyOrders(dirtyOrders);
}
break;
case CurrentEventType.LittleTrade:
ReSetOrder(true);
break;
}
}
catch (Exception ex)
{
Log4NetUtility.Error("CurrentEvent", Utils.Exception2String(ex));
}
}
//private void AddOrder2DB(Order order)
//{
// try
// {
// order orderdb = new order();
// orderdb.amount = Math.Round(order.amount, 4);
// orderdb.createdate = order.create_date;
// orderdb.fees = order.fill_fees;
// orderdb.orderid = order.order_id;
// orderdb.platform = platform;
// orderdb.price = Math.Round(order.price, 4);
// orderdb.side = order.type;
// orderdb.status = order.status;
// orderdb.symbol = order.symbol;
// orderdb.date = DateTime.Now.ToString("yyyyMMddHHmmss");
// using (var db = new CoinTradeDBEntities())
// {
// db.order.Add(orderdb);
// db.SaveChanges();
// }
// }
// catch (Exception e)
// {
// Log4NetUtility.Error("AddOrder2DB", Utils.Exception2String(e));
// }
//}
private void AddOrders2DB(List <Order> orders, string symbol)
{
try
{
List <order> list = new List <order>();
var filledlist = filledOrdersDic[symbol];
foreach (var order in orders)
{
if (!filledlist.Exists(a => a.order_id == order.order_id))
{
AddOrder2DB(order);
}
}
}
catch (Exception e)
{
Log4NetUtility.Error("AddOrders2DB", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("AddOrders2DB", e);
}
}
private void RobotHFT_SessionEvent(object sender, SessionEventArgs e)
{
try
{
Log4NetUtility.Debug($"SessionEvent:{e.EventType} {e.OrderList?.FirstOrDefault()?.type} {e.OrderList?.FirstOrDefault()?.price.ToString("0.0000")}");
switch (e.EventType)
{
case SessionEventType.Normal:
break;
case SessionEventType.DoubleOrder:
CancelOrders(e.OrderList);
break;
case SessionEventType.ErrPrice:
CancelOrders(e.OrderList);
break;
case SessionEventType.MoreOrder:
CancelOrders(e.OrderList);
break;
case SessionEventType.LessOrder:
TradeOrder(CreateLessOrder());
break;
case SessionEventType.LostOrder:
TradeOrder(e.OrderList?.FirstOrDefault());
break;
case SessionEventType.Reset:
ReSetOrder();
break;
}
}
catch (Exception ex)
{
Log4NetUtility.Error("SessionEvent", Utils.Exception2String(ex));
}
}
public bool ReConnnet()
{
try
{
isConnning = true;
heartBeatTimer.Close();
Console.WriteLine($"Websocket_Closed");
//OnClosed?.Invoke(null, null);
ResetSocket();
countConnect++;
reConnnetCount = 0;
while (!websocket.IsAlive)
{
Thread.Sleep(1000);
reConnnetCount++;
if (reConnnetCount < 60 && websocket.ReadyState == WebSocketState.Connecting)
{
Console.WriteLine($"Waiting WebSocket ReConnnet..{reConnnetCount}....");
continue;
}
if (reConnnetCount > 60 || websocket.ReadyState == WebSocketState.Closed || websocket.ReadyState == WebSocketState.Closing)
{
ResetSocket();
reConnnetCount = 0;
Console.WriteLine($"websocket.ReadyState: {websocket.ReadyState}");
Console.WriteLine($"Waiting WebSocket ReConnnet..{reConnnetCount}....");
}
}
heartBeatTimer.Elapsed += new System.Timers.ElapsedEventHandler(heatBeat);
}
catch (Exception ex)
{
Console.WriteLine("Exception:" + ex.Message);
Log4NetUtility.Error("WebSocketApi_FC", Utils.Exception2String(ex));
}
isConnning = false;
return(true);
}
public Account GetAccount(string platform)
{
try
{
switch (platform)
{
case "HB":
case "FC":
return(GetAccount_FC());
default:
return(null);
}
}
catch (Exception e)
{
Log4NetUtility.Error("GetAccount", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("GetAccount", e);
return(null);
}
}
public static Config LoadConfig()
{
try
{
Log4NetUtility.Info("加载系统配置", "开始加载系统配置");
string conFilePath = AppDomain.CurrentDomain.BaseDirectory + "config.json";
if (!File.Exists(conFilePath))
{
throw (new Exception("配置文件不存在"));
}
StreamReader sr = new StreamReader(conFilePath, Encoding.Default);
string jsonStr = sr.ReadToEnd();
Config SysConfig = JsonConvert.DeserializeObject <Config>(jsonStr);
Log4NetUtility.Info("加载系统配置", "已成功加载系统配置");
return(SysConfig);
}
catch (Exception e)
{
Log4NetUtility.Error("加载系统配置", "加载配置异常：" + Utils.Exception2String(e));
throw (e);
}
}
public string userinfo()
{
string result = "";
try
{
var method = "GET";
string timeSpamt = GetDateTime();
var sign = CreateSign(method, USERINFO_URL, secret_key, timeSpamt, null);
WebHeaderCollection header = new WebHeaderCollection();
header.Add("FC-ACCESS-KEY", api_key);
header.Add("FC-ACCESS-SIGNATURE", sign);
header.Add("FC-ACCESS-TIMESTAMP", timeSpamt);
int statusCode;
result = RequestDataSync($"{url_prex}{USERINFO_URL}", method, null, header, out statusCode);
}
catch (Exception e)
{
Log4NetUtility.Error("userinfo", result);
throw e;
}
return(result);
}
private void AddOrUpdateOrder2DB(Order order)
{
try
{
order orderdb = new order();
orderdb.orderid = order.order_id;
orderdb.amount = Math.Round(order.amount, 4);
orderdb.createdate = order.create_date;
orderdb.fees = order.fill_fees;
orderdb.platform = platform;
orderdb.price = Math.Round(order.price, 4);
orderdb.side = order.type;
orderdb.status = order.status;
orderdb.symbol = order.symbol;
orderdb.date = DateTime.Now.ToString("yyyyMMddHHmmss");
DbHelper.CreateInstance().AddUpdateOrder(orderdb);
}
catch (Exception e)
{
Log4NetUtility.Error("AddOrUpdateOrder2DB", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("AddOrUpdateOrder2DB", e);
}
}
