static void DoSellForEmpty(TradeItem tradeItem, decimal nowPrice)
{
string quote = tradeItem.quote;
string symbol = tradeItem.symbol;
if (lastSellForEmptyDate > DateTime.Now.AddSeconds(-20))
{
// 如果20秒内做空过一单， 则不能再次做空
return;
}
var sellSize = tradeItem.EmptySize;
if (sellSize <= 0)
{
return;
}
var count = new SellInfoDao().GetNotBuyCount(quote, symbol);
count = Math.Min(count, 60);
sellSize = sellSize * (1 + count / (decimal)30);
var sellPrice = nowPrice / (decimal)1.01;
var okInstrument = InstrumentsUtils.GetOkInstruments(quote, symbol);
sellPrice = decimal.Round(sellPrice, okInstrument.GetTickSizeNumber());
sellSize = decimal.Round(sellSize, okInstrument.GetSizeIncrementNumber());
var client_oid = "sell" + DateTime.Now.Ticks;
try
{
logger.Error($"");
logger.Error($"1: 准备出售(空) {quote}-{symbol}, client_oid:{client_oid}, nowPrice:{nowPrice}, sellPrice:{sellPrice.ToString()}, sellSize:{sellSize.ToString()}");
var tradeResult = OkApi.Sell(client_oid, symbol + "-" + quote, sellPrice.ToString(), sellSize.ToString());
logger.Error($"2: 下单完成 {JsonConvert.SerializeObject(tradeResult)}");
new SellInfoDao().CreateSellInfo(new SellInfo
{
SellClientOid = client_oid,
SellPrice = sellPrice,
SellQuantity = sellSize,
SellCreateAt = DateTime.Now.ToString("yyyy-MM-dd"),
SellFilledNotional = (decimal)0,
SellStatus = "prepare",
SellOrderId = tradeResult.order_id,
SellResult = tradeResult.result,
Quote = quote,
Symbol = symbol,
UserName = "******"
});
logger.Error($"3: 添加记录完成");
logger.Error($"");
lastSellForEmptyDate = DateTime.Now;
}
catch (Exception e)
{
logger.Error("做空出售异常 严重 --> " + e.Message, e);
Thread.Sleep(1000 * 60 * 10);
}
}
static void DoSellForMore(BuyInfo buyInfo, decimal nowPrice)
{
if (lastSellDate > DateTime.Now.AddMinutes(-1))
{
// 如果1分钟内购出售一单， 则不能再次出售
return;
}
if (!string.IsNullOrEmpty(buyInfo.SellClientOid) && buyInfo.SellStatus != OrderStatus.cancelled)
{
return;
}
var percent = 1 + ((nowPrice / buyInfo.BuyPrice) - 1) / 3;
var sellSize = buyInfo.BuyQuantity / percent;
var sellPrice = nowPrice / (decimal)1.01; // 更低的价格出售， 是为了能够出售
var okInstrument = InstrumentsUtils.GetOkInstruments(buyInfo.Quote, buyInfo.Symbol);
if (okInstrument == null)
{
logger.Error($"出售时候发现 不存在的交易对 {buyInfo.Quote},{buyInfo.Symbol}");
return;
}
sellPrice = decimal.Round(sellPrice, okInstrument.GetTickSizeNumber());
sellSize = decimal.Round(sellSize, okInstrument.GetSizeIncrementNumber());
if (buyInfo.Quote.ToLower() == "btc" && buyInfo.Symbol.ToLower() == "bch")
{
if (sellSize < (decimal)0.01)
{
sellSize = (decimal)0.01;
}
}
var client_oid = "sell" + DateTime.Now.Ticks;
try
{
logger.Error($"");
logger.Error($"{JsonConvert.SerializeObject(buyInfo)}");
logger.Error($"");
logger.Error($"1: 准备出售 {buyInfo.Quote}-{buyInfo.Symbol}, client_oid:{client_oid}, nowPrice:{nowPrice.ToString()}, sellPrice:{sellPrice.ToString()}, sellSize:{sellSize}");
var sellResult = OkApi.Sell(client_oid, buyInfo.Symbol + "-" + buyInfo.Quote, sellPrice.ToString(), sellSize.ToString());
logger.Error($"2: 下单完成 {JsonConvert.SerializeObject(sellResult)}");
buyInfo.SellClientOid = client_oid;
buyInfo.SellPrice = sellPrice;
buyInfo.SellQuantity = sellSize;
buyInfo.SellResult = sellResult.result;
buyInfo.SellOrderId = sellResult.order_id;
new BuyInfoDao().UpdateBuyInfoWhenSell(buyInfo);
logger.Error($"3: 添加记录完成");
logger.Error($"");
lastSellDate = DateTime.Now;
}
catch (Exception e)
{
logger.Error("出售异常 严重 --> " + e.Message, e);
Thread.Sleep(1000 * 60 * 60);
}
}
