private void CancelOrder(Order order)
{
CancelOrder cancel = robotTrade.CancelOrder(Symbol, order.order_id);
if (cancel.result)
{
robotSession.RemoveSessionOrder(order);
//DbHelper.DBSaveChange(doubleorder, "UpDate");
Log4NetUtility.Info("RobotHFT", "Canceled Order Success. id:" + Utils.ShortID(order.order_id) + " Price:" + order.price);
}
else
{
string errmsg = cancel.error_code + " " + cancel.msg;
if (cancel.error_code.Contains("3008"))
{
robotSession.RemoveSessionOrder(order);
//sessionOrders.Remove(doubleorder);
////DbHelper.CreateInstance().RemoveOrder(doubleorder);
errmsg = "已清除脏数据Order。id:" + Utils.ShortID(order.order_id) + " Price:" + order.price;
}
else
{
//errmsg = "撤销重复Order失败。id:" + Utils.ShortID(doubleorder.order_id) + " msg:" + cancel.error_code + cancel.msg;
}
Log4NetUtility.Info("CancelOrder", errmsg);
//DbHelper.CreateInstance().AddErrInfo("缓存单验证", errmsg);
}
}
private void CheckSessionOrders(long dotime)
{
#region
if (SessionOrders.Count == 0 && Running)
{
return;
}
if (CheckSessionDoTime == -1)
{
lock (objectLock)
{
if (CheckSessionDoTime == -1)
{
CheckSessionDoTime = dotime;
}
}
}
#endregion
if (CheckSessionDoTime == dotime)
{
try
{
//判断Order与缓存验证互斥操作
lock (SessionOrders)
{
if (SessionOrders.Count == 0 && Running)
{
return;
}
Running = true;
#region 撤销重复
var doubleorder = SessionOrders.FirstOrDefault(b => SessionOrders.Exists(a => a.price == b.price && a.type == b.type && a.order_id != b.order_id));
if (doubleorder != null)
{
Log4NetUtility.Info("", "存在重复缓存单 Price:" + doubleorder.price);
//string msg = "";
#region CancelOrder
CancelOrder cancel = robotTrade.CancelOrder(symbol, doubleorder.order_id);
if (cancel.result)
{
SessionOrders.Remove(doubleorder);
doubleorder.status = "3";
//DbHelper.DBSaveChange(doubleorder, "UpDate");
Log4NetUtility.Info("缓存单验证", "已撤销重复Order。id:" + Utils.ShortID(doubleorder.order_id) + " Price:" + doubleorder.price);
CheckSessionDoTime = -1;
return;
}
else
{
string errmsg = "";
if (cancel.error_code.Contains("3008"))
{
SessionOrders.Remove(doubleorder);
//DbHelper.CreateInstance().RemoveOrder(doubleorder);
errmsg = "已清除脏数据Order。id:" + Utils.ShortID(doubleorder.order_id) + " Price:" + doubleorder.price;
}
else
{
errmsg = "撤销重复Order失败。id:" + Utils.ShortID(doubleorder.order_id) + " msg:" + cancel.error_code + cancel.msg;
}
Log4NetUtility.Info("缓存单验证", errmsg);
//DbHelper.CreateInstance().AddErrInfo("缓存单验证", errmsg);
}
#endregion
}
#endregion
#region 撤销异常价格
List <Order> errPriceOrders = SessionOrders.Where(a => a.price < 50m).ToList();
if (errPriceOrders.Count > 0)
{
foreach (var order in errPriceOrders)
{
Log4NetUtility.Info("", "存在异常价格存单 Price:" + order.price);
#region CancelOrder
CancelOrder cancel = robotTrade.CancelOrder(symbol, order.order_id);
if (cancel.result)
{
SessionOrders.Remove(order);
order.status = "3";
//DbHelper.DBSaveChange(doubleorder, "UpDate");
Log4NetUtility.Info("缓存单验证", "已撤销重复Order。id:" + Utils.ShortID(order.order_id) + " Price:" + order.price);
}
else
{
string errmsg = "";
if (cancel.error_code.Contains("3008"))
{
SessionOrders.Remove(order);
//DbHelper.CreateInstance().RemoveOrder(doubleorder);
errmsg = "已清除脏数据Order。id:" + Utils.ShortID(order.order_id) + " Price:" + order.price;
}
else
{
errmsg = "撤销重复Order失败。id:" + Utils.ShortID(doubleorder.order_id) + " msg:" + cancel.error_code + cancel.msg;
}
Log4NetUtility.Info("缓存单验证", errmsg);
//DbHelper.CreateInstance().AddErrInfo("缓存单验证", errmsg);
}
#endregion
}
CheckSessionDoTime = -1;
return;
}
#endregion
#region 调整订单数量 if return
int buycount = SessionOrders.Count(a => a.type == "buy");
int sellcount = SessionOrders.Count(a => a.type == "sell");
int deff = buycount + sellcount - mainData.buyOrderCount - mainData.sellOrderCount;
#region 多单 return
if (deff > 0)
{
Log4NetUtility.Info("MoreOrder", string.Format("Order数大于初始值，现值:{0} 初始:{1}", buycount + sellcount, mainData.buyOrderCount + mainData.sellOrderCount));
Order cancelOrder;
if (buycount > sellcount)
{
cancelOrder = SessionOrders.OrderBy(a => a.price).First();
}
else
{
cancelOrder = SessionOrders.OrderBy(a => a.price).Last();
}
//string msg = "";
CancelOrder cancel = robotTrade.CancelOrder(symbol, cancelOrder.order_id);
if (cancel.result)
{
SessionOrders.Remove(cancelOrder);
cancelOrder.status = "3";
//DbHelper.DBSaveChange(cancelOrder, "UpDate");
string errmsg = string.Format("已撤 {0} id:{1}, Price:{2}", cancelOrder.type == "buy" ? "+B" : "-S", Utils.ShortID(cancelOrder.order_id), cancelOrder.price.ToString("0.00"));
//DbHelper.CreateInstance().AddErrInfo("缓存单验证", errmsg);
Log4NetUtility.Info("MoreOrder", errmsg);
}
CheckSessionDoTime = -1;
return;
}
#endregion
#region 少单 return
if (deff < 0)
{
Log4NetUtility.Info("LessOrder", string.Format("Order数小于初始值，现值{0} 初始{1}", buycount + sellcount, mainData.buyOrderCount + mainData.sellOrderCount));
account = helper.GetUserInfo(Platform);
decimal price = 0;
//string msg = "";
string errmsg = "";
string type = "";
if (account.GetFreeCoin(Symbol) * ticker.last > account.GetFreeFund())
{
price = SessionOrders.OrderBy(a => a.price).Last().price + mainData.SpanPrice;
type = "sell";
}
else
{
price = SessionOrders.OrderBy(a => a.price).First().price - mainData.SpanPrice;
type = "buy";
}
Trade trade = helper.PostTrade(Symbol, type, price, mainData.TradeQty, Platform);
//Trade trade = helper.PostTrade_FC(Symbol, type, "limit", price.ToString("0.00"), mainData.TradeQty.ToString("0.000"));
if (trade.result && !string.IsNullOrEmpty(trade.order_id))
{
var addorder = new var(trade.order_id, price, mainData.TradeQty, type);
addorder.order_time = Utils.GetDateTimeDec();
SessionOrders.Add(addorder);
//DbHelper.DBSaveChange(addorder, "Add");
errmsg = string.Format("已补充不足Order。 《{0}》Price:{1}", type == "buy" ? "+B" : "-S", price);
}
else
{
errmsg = string.Format("补充不足Order失败。《{0}》Price:{1}", type == "buy" ? "+B" : "-S", price);
}
Log4NetUtility.Info("LessOrder", errmsg);
//DbHelper.CreateInstance().AddErrInfo("缓存单验证", errmsg);
CheckSessionDoTime = -1;
return;
}
#endregion
#endregion
#region 判断补充丢单 if return
var lessorder = GetLossOrder();
if (lessorder != null)
{
string errmsg = "";
//string msg = "";
//bool deal = false;
//if (lessorder.type == "buy")
//{
// deal = TradeHelper.CreateDelegateBuy(lessorder.order_amount, lessorder.price, ref msg);
//}
//if (lessorder.type == "sell")
//{
// deal = TradeHelper.CreateDelegateSell(lessorder.order_amount, lessorder.price, ref msg);
//}
Trade trade = helper.PostTrade(Symbol, lessorder.type, lessorder.price, lessorder.order_amount, Platform);
//Trade trade = helper.PostTrade_FC(Symbol, lessorder.type, "limit", lessorder.price.ToString("0.00"), lessorder.order_amount.ToString("0.000"));
if (trade.result && !string.IsNullOrEmpty(trade.order_id))
{
lessorder.order_id = trade.order_id;
//lessorder.order_time = DateTime.Now.Ticks;
SessionOrders.Add(lessorder);
//DbHelper.DBSaveChange(lessorder, "Add");
errmsg = string.Format("AddOrder {0},ID:{1}，Price:{2}", lessorder.type == "buy" ? "《+B》" : "《-S》", Utils.ShortID(lessorder.order_id), lessorder.price.ToString("0.00"));
}
else
{
errmsg = $"AddOrder {lessorder.type} Fail! {lessorder.type } Price:{lessorder.price}，ErrMsg: {trade.error_code} {trade.msg}";
//errmsg = string.Format("AddOrder{0} Fail,ID:{1}，Price:{2}，ErrMsg: {3} {4}", lessorder.type == "buy" ? "《+B》" : "《-S》", lessorder.order_id.Remove(5, trade.order_id.Count() - 6), lessorder.price, trade.error_code, trade.msg);
}
Log4NetUtility.Info("LossOrder", errmsg);
//DbHelper.CreateInstance().AddErrInfo("判断补充丢单", errmsg);
CheckSessionDoTime = -1;
return;
}
#endregion
#region 判断单边、平仓
//if (filledSessionOrders.Count == 0)
// return;
var lastFilledOrderTime = filledSessionOrders.Max(a => a.order_time);
//if (buycount == 0 || sellcount == 0 || Utils.GetDateTimeDec(-1000) < lastFilledOrderTime )
if (buycount == 0 || sellcount == 0)
{
if (Utils.GetDateTimeDec(-180) < lastFilledOrderTime)
{
return;
}
//平仓统计
//mainData.floatPrice = order.price;
mainData.resetCount += 1;
string timeStr = DateTime.Now.ToString("yyyyMMddHHmmss");
ResetTimes.Add(double.Parse(timeStr));
try
{
ReSetOrder(buycount == 0 ? "sell" : "buy");
}
catch (Exception e)
{
////DbHelper.CreateInstance().AddErrInfo("全包平仓异常", e);
Log4NetUtility.Error("全包平仓异常", e.Message);
Log4NetUtility.Error("全包平仓异常", e.StackTrace);
}
}
#endregion
}
}
catch (Exception e)
{
//DbHelper.CreateInstance().AddErrInfo("缓存验证", e);
Log4NetUtility.Error("缓存验证", e.Source);
Log4NetUtility.Error("缓存验证", e.Message);
Log4NetUtility.Error("缓存验证", e.StackTrace);
}
finally
{
CheckSessionDoTime = -1;
Running = false;
}
}
}
