Exemplo n.º 1
0
        public static decimal GetAvgPrice(TradeItem item, string granularity)
        {
            var klineDataList = OkApi.GetKLineDataAsync(item.symbol + "-" + item.quote, granularity);

            if (klineDataList == null)
            {
                return(0);
            }
            var count      = 0;
            var totalPrice = (decimal)0;

            foreach (var data in klineDataList)
            {
                var dataItemPrice = (data.open + data.close) / 2;

                totalPrice += dataItemPrice;
                count++;
            }

            //
            var avgPrice = totalPrice / count;

            avgPrice = decimal.Round(avgPrice, 8);
            return(avgPrice);
        }
Exemplo n.º 2
0
        static void DoBuyForEmpty(SellInfo sellInfo, decimal nowPrice)
        {
            if (lastBuyForEmptyDate > DateTime.Now.AddSeconds(-20))
            {
                // 如果20秒内购购买一单, 则不能再次购买
                return;
            }

            if (!string.IsNullOrEmpty(sellInfo.BuyClientOid))
            {
                return;
            }

            var percent  = 1 + ((sellInfo.SellPrice / nowPrice) - 1) / 3;
            var buySize  = sellInfo.SellQuantity * percent;
            var buyPrice = nowPrice * (decimal)1.01; // 更高的价格购入, 是为了能够购入

            var okInstrument = InstrumentsUtils.GetOkInstruments(sellInfo.Quote, sellInfo.Symbol);

            if (okInstrument == null)
            {
                logger.Error($"出售时候发现 不存在的交易对 {sellInfo.Quote},{sellInfo.Symbol}");
                return;
            }

            buyPrice = decimal.Round(buyPrice, okInstrument.GetTickSizeNumber());
            buySize  = decimal.Round(buySize, okInstrument.GetSizeIncrementNumber());

            var client_oid = "buy" + DateTime.Now.Ticks;

            try
            {
                logger.Error($"");
                logger.Error($"{JsonConvert.SerializeObject(sellInfo)}");
                logger.Error($"");
                logger.Error($"1: 准备购买(空) {sellInfo.Quote}-{sellInfo.Symbol}, client_oid:{client_oid},  nowPrice:{nowPrice.ToString()}, buyPrice:{buyPrice.ToString()}, buySize:{buySize}");
                var sellResult = OkApi.Buy(client_oid, sellInfo.Symbol + "-" + sellInfo.Quote, buyPrice.ToString(), buySize.ToString());
                logger.Error($"2: 下单完成 {JsonConvert.SerializeObject(sellResult)}");

                sellInfo.BuyClientOid = client_oid;
                sellInfo.BuyPrice     = buyPrice;
                sellInfo.BuyQuantity  = buySize;
                sellInfo.BuyResult    = sellResult.result;
                sellInfo.BuyOrderId   = sellResult.order_id;
                new SellInfoDao().UpdateSellInfoWhenBuy(sellInfo);

                logger.Error($"3: 添加记录完成");
                logger.Error($"");

                lastBuyForEmptyDate = DateTime.Now;
            }
            catch (Exception e)
            {
                logger.Error("购买异常(空) 严重 --> " + e.Message, e);

                Thread.Sleep(1000 * 60 * 10);
            }
        }
Exemplo n.º 3
0
        static void QuerySellDetailForMore(string quote, string symbol, bool queryNear = false)
        {
            var notFillSellList = new BuyInfoDao().ListNeedQuerySellDetail(quote, symbol);

            if (notFillSellList == null || notFillSellList.Count == 0)
            {
                return;
            }

            foreach (var item in notFillSellList)
            {
                try
                {
                    if (!item.SellResult && item.SellOrderId == "-1")
                    {
                        continue;
                    }
                    if (queryNear && DateUtils.GetDate(item.SellCreateAt) < DateTime.Now.Date)
                    {
                        continue;
                    }

                    // 查询我的购买结果
                    var orderInfo = OkApi.QueryOrderDetail(item.SellClientOid, $"{item.Symbol}-{item.Quote}".ToUpper());
                    if (orderInfo == null)
                    {
                        continue;
                    }

                    Console.WriteLine($"QuerySellDetail --> {quote}, {symbol} --> {JsonConvert.SerializeObject(orderInfo)}");

                    // 如果成交了。
                    if (orderInfo.status == "filled")
                    {
                        new BuyInfoDao().UpdateNotFillSell(orderInfo);
                    }
                    else
                    {
                        if (orderInfo.filled_notional > item.BuyFilledNotional)
                        {
                            Console.WriteLine($"{item.Symbol}-{item.Quote} 虽然没有完成,但是可以取消");
                        }
                        new BuyInfoDao().UpdateNotFillSellToCancel(orderInfo);
                    }
                }
                catch (Exception ex)
                {
                    logger.Error(ex.Message, ex);
                }
            }
        }
Exemplo n.º 4
0
        public static void InitAllCoins()
        {
            okInstruments = OkApi.Listinstruments();
            Console.WriteLine("okInstruments -- > " + okInstruments.Count);
            //Console.WriteLine(JsonConvert.SerializeObject(okInstruments.FindAll(it=>it.quote_currency.ToLower() == "btc")));

            InitBtc();
            var btcCount = instruments.Count;

            Console.WriteLine("btc count -- > " + btcCount);
            //InitOKB();
            var okbCount = instruments.Count - btcCount;

            Console.WriteLine("okb count -- > " + okbCount);
            InitEth();
            var ethCount = instruments.Count - okbCount - btcCount;

            Console.WriteLine("eth count -- > " + ethCount);
            Console.WriteLine($"总共这个多个交易对: {instruments.Count}");

            // 查找没有加入交易的信息
            var findNoTrade = okInstruments.FindAll(it => it.quote_currency.ToLower() != "usdt" && instruments.Find(item => item.quote.ToLower() == it.quote_currency.ToLower() && item.symbol.ToLower() == it.base_currency.ToLower()) == null);

            if (findNoTrade != null && findNoTrade.Count > 0)
            {
                Console.WriteLine("-------------------------");
                Console.WriteLine("-------------------------");
                foreach (var item in findNoTrade)
                {
                    Console.WriteLine($"未加入: {item.quote_currency}- {item.base_currency}");
                }
                Console.WriteLine("-------------------------");
                Console.WriteLine("-------------------------");
            }

            //var maxInputPriceList = new MaxInputPrice().ListMaxInputPriceInfo();
            foreach (var item in instruments)
            {
                //var findItem = maxInputPriceList.Find(it => it.Quote == item.quote && it.Symbol == item.symbol);
                //if (findItem != null)
                //{
                //    item.MaxBuyPrice = findItem.MaxInputPrice;
                //}
            }
        }
Exemplo n.º 5
0
        public static void ShowDetail()
        {
            Console.WriteLine(" begin ShowDetail");
            var             btcPrice     = (decimal)0;
            var             ethPrice     = (decimal)0;
            var             okbPrice     = (decimal)0;
            List <CoinInfo> allCoinInfos = new List <CoinInfo>();

            try
            {
                allCoinInfos = new CoinInfoDao().ListCoinInfo();
                var btcKlines = OkApi.GetKLineDataAsync("btc-usdt");
                btcPrice = btcKlines[0].close;
                var ethKlines = OkApi.GetKLineDataAsync("eth-usdt");
                ethPrice = ethKlines[0].close;
                var okbKlines = OkApi.GetKLineDataAsync("okb-usdt");
                okbPrice = okbKlines[0].close;
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
            }

            var accounts = OkApi.ListAccounts();

            foreach (var account in accounts)
            {
                try
                {
                    var klines   = OkApi.GetKLineDataAsync($"{account.currency}-usdt");
                    var nowPrice = klines[0].close;
                    if (account.balance * nowPrice > 50)
                    {
                        Console.WriteLine($"usdt {account.currency} --> {account.balance} --> usd{account.balance * nowPrice}  ");
                    }
                    continue;
                }
                catch (Exception ex)
                {
                    //Console.WriteLine(ex.Message);
                }

                try
                {
                    var klines   = OkApi.GetKLineDataAsync($"{account.currency}-btc");
                    var nowPrice = klines[0].close;
                    if (account.balance * nowPrice * btcPrice > 50)
                    {
                        Console.WriteLine($"btc {account.currency} --> {account.balance} --> usd{account.balance * nowPrice * btcPrice} ");
                    }
                    continue;
                }
                catch (Exception ex)
                {
                    //Console.WriteLine(ex.Message);
                }

                try
                {
                    var klines   = OkApi.GetKLineDataAsync($"{account.currency}-eth");
                    var nowPrice = klines[0].close;
                    if (account.balance * nowPrice * ethPrice > 50)
                    {
                        Console.WriteLine($"eth {account.currency} --> {account.balance} --> usd{account.balance * nowPrice * ethPrice}  ");
                    }
                    continue;
                }
                catch (Exception ex)
                {
                    //Console.WriteLine(ex.Message);
                }

                try
                {
                    var klines   = OkApi.GetKLineDataAsync($"{account.currency}-okb");
                    var nowPrice = klines[0].close;
                    if (account.balance * nowPrice * okbPrice > 50)
                    {
                        Console.WriteLine($"eth {account.currency} --> {account.balance} --> usd{account.balance * nowPrice * okbPrice}  ");
                    }
                    continue;
                }
                catch (Exception ex)
                {
                    //Console.WriteLine(ex.Message);
                }

                Thread.Sleep(300);
            }

            Console.WriteLine(" end ShowDetail");
        }
Exemplo n.º 6
0
        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);
            }
        }
Exemplo n.º 7
0
        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);
            }
        }
Exemplo n.º 8
0
        static void DoBuyForMore(string quote, string symbol, decimal nowPrice)
        {
            if (lastBuyDate > DateTime.Now.AddMinutes(-1))
            {
                // 如果1分钟内购买过一单, 则不能再次购买
                return;
            }

            var buyAmount = (decimal)0.00;

            if (quote.ToLower() == "eth")
            {
                // 获取没有出售的数量
                var count = new BuyInfoDao().GetNotSellCount(quote, symbol);
                if (count > 60)
                {
                    count = 60;
                }

                buyAmount = (decimal)0.01;
                buyAmount = buyAmount * ((decimal)1 + count / (decimal)40);
                Console.WriteLine($"已购买数量:{symbol} -> {count}, {buyAmount}");
            }
            else if (quote.ToLower() == "btc")
            {
                var count = new BuyInfoDao().GetNotSellCount(quote, symbol);
                if (count > 60)
                {
                    count = 60;
                }
                buyAmount = (decimal)0.00028;
                buyAmount = buyAmount * ((decimal)1 + count / (decimal)40);
                Console.WriteLine($"已购买数量:{symbol} -> {count}, {buyAmount}");
            }
            else if (quote.ToLower() == "okb")
            {
                var count = new BuyInfoDao().GetNotSellCount(quote, symbol);
                if (count > 60)
                {
                    count = 60;
                }
                buyAmount = (decimal)1.8;
                buyAmount = buyAmount * ((decimal)1 + count / (decimal)20);
                Console.WriteLine($"已购买数量:{symbol} -> {count}, {buyAmount}");
            }
            else if (quote.ToLower() == "usdt")
            {
                buyAmount = (decimal)2;
            }
            else
            {
                logger.Error("000000000000000");
                return;
            }

            var buySize      = buyAmount / nowPrice;
            var buyPrice     = nowPrice * (decimal)1.01;
            var okInstrument = InstrumentsUtils.GetOkInstruments(quote, symbol);

            if (okInstrument == null)
            {
                logger.Error($"不存在的交易对 {quote},{symbol}");
                return;
            }

            buyPrice = decimal.Round(buyPrice, okInstrument.GetTickSizeNumber());
            buySize  = decimal.Round(buySize, okInstrument.GetSizeIncrementNumber());

            if (buySize < okInstrument.min_size)
            {
                logger.Error($"购买最小额度有问题 ----> buySize: {buySize}, min_size:{okInstrument.min_size}");
                if (buySize * (decimal)1.4 > okInstrument.min_size)
                {
                    buySize = buySize * (decimal)1.4;
                }
            }

            if (quote.ToLower() == "btc" && symbol.ToLower() == "bch")
            {
                buySize = (decimal)0.0108;
            }

            var client_oid = "buy" + DateTime.Now.Ticks;

            try
            {
                logger.Error($"");
                logger.Error($"1: 准备购买 {quote}-{symbol}, client_oid:{client_oid},  nowPrice:{nowPrice}, buyPrice:{buyPrice.ToString()}, buySize:{buySize.ToString()}");
                var tradeResult = OkApi.Buy(client_oid, symbol + "-" + quote, buyPrice.ToString(), buySize.ToString());
                logger.Error($"2: 下单完成 {JsonConvert.SerializeObject(tradeResult)}");

                new BuyInfoDao().CreateBuyInfo(new BuyInfo
                {
                    BuyClientOid      = client_oid,
                    BuyPrice          = buyPrice,
                    BuyQuantity       = buySize,
                    BuyCreateAt       = DateTime.Now.ToString("yyyy-MM-dd"),
                    BuyFilledNotional = (decimal)0,
                    BuyStatus         = "prepare",

                    Quote    = quote,
                    Symbol   = symbol,
                    UserName = "******",

                    BuyOrderId = tradeResult.order_id,
                    BuyResult  = tradeResult.result
                });
                logger.Error($"3: 添加记录完成");
                logger.Error($"");
                lastBuyDate = DateTime.Now;
            }
            catch (Exception e)
            {
                logger.Error("购买异常 严重 --> " + e.Message, e);

                Thread.Sleep(1000 * 60 * 60);
            }
        }
Exemplo n.º 9
0
        static void Main(string[] args)
        {
            Console.WriteLine(1);
            // 注册日志
            XmlConfigurator.Configure(new FileInfo("log4net.config"));
            Console.WriteLine(2);

            // 初始化币种
            InstrumentsUtils.InitAllCoins();
            Console.WriteLine(3);
            instruments = InstrumentsUtils.GetAll();

            //DayAvgUtils.CalcAvgPrice();

            // AccountDetailsUtils.ShowDetail();

            //logger.Error(JsonConvert.SerializeObject(InstrumentsUtils.GetOkInstruments()));

            // 判断设置是否合理
            //foreach (var item in instruments)
            //{
            //    // 获取行情,
            //    var klineDataList = OkApi.GetKLineDataAsync(item.symbol + "-" + item.quote, "604800");
            //    if (klineDataList.Count == 0)
            //    {
            //        logger.Error($"获取行情数据有误 {item.quote},{item.symbol}");
            //        continue;
            //    }
            //    var close = klineDataList[0].close;
            //    var max = klineDataList.Max(it => it.open);
            //    var min = klineDataList.Min(it => it.low);
            //    var avg = klineDataList.Sum(it => it.open) / klineDataList.Count;
            //    if (close > item.MaxBuyPrice)
            //    {
            //        logger.Error($"现在价格大于MaxBuyPrice --> close:{close}, {item.quote}-{item.symbol} -- MaxBuyPrice: {item.MaxBuyPrice}");
            //    }
            //    if (item.MaxBuyPrice > avg)
            //    {
            //        Console.WriteLine($"大于加权平均 --> avg:{avg}, {item.quote}-{item.symbol} -- MaxBuyPrice: {item.MaxBuyPrice}");
            //    }
            //    if (item.MaxBuyPrice > max)
            //    {
            //        Console.WriteLine($"超过历史最大值 --> max:{max},min:{min}, {item.quote}-{item.symbol} -- MaxBuyPrice: {item.MaxBuyPrice}");
            //    }
            //    else if (item.MaxBuyPrice > min + (max - min) * (decimal)0.7)
            //    {
            //        Console.WriteLine($"超过0.7 --> max:{max}, {item.quote}-{item.symbol}");
            //    }
            //    Thread.Sleep(200);
            //}
            var orderDetailIndex = 0L;

            while (true)
            {
                orderDetailIndex++;

                var now = DateTime.Now;

                var             btcPrice     = (decimal)0;
                var             ethPrice     = (decimal)0;
                var             okbPrice     = (decimal)0;
                List <CoinInfo> allCoinInfos = new List <CoinInfo>();
                try
                {
                    allCoinInfos = new CoinInfoDao().ListCoinInfo();
                    var btcKlines = OkApi.GetKLineDataAsync("btc-usdt");
                    btcPrice = btcKlines[0].close;
                    var ethKlines = OkApi.GetKLineDataAsync("eth-usdt");
                    ethPrice = ethKlines[0].close;
                    var okbKlines = OkApi.GetKLineDataAsync("okb-usdt");
                    okbPrice = okbKlines[0].close;
                }
                catch (Exception ex)
                {
                    logger.Error(ex.Message, ex);
                }
                // 获取所有ticks
                var tickers = OkApi.ListTickers();

                foreach (var item in instruments)
                {
                    // 查询订单结果
                    QueryOrderDetail(item.quote, item.symbol, (orderDetailIndex) % 10 != 0);

                    // 找到当前的ticker
                    var ticker       = tickers.Find(it => it.instrument_id.ToLower() == $"{item.symbol}-{item.quote}".ToLower());
                    var needContinue = true;
                    var oldData      = new BuyInfoDao().List5LowerBuyForBuy(item.quote, item.symbol);
                    if (oldData.Count == 0 || oldData[0].BuyPrice > ticker.last * (decimal)1.05)
                    {
                        needContinue = false;
                    }
                    if (needContinue)
                    {
                        var needSellForMoreList = new BuyInfoDao().ListNeedSellOrder(item.quote, item.symbol);
                        if (needSellForMoreList.Count > 0 && needSellForMoreList[0].BuyPrice * (decimal)1.08 < ticker.last)
                        {
                            needContinue = false;
                        }
                    }
                    if (needContinue)
                    {
                        // 读取数据库 看看以前的交易
                        var higherSell = new SellInfoDao().List5HigherSellForEmpty(item.quote, item.symbol);
                        if (higherSell.Count > 0 && higherSell[0].SellPrice * (decimal)1.075 < ticker.last)
                        {
                            needContinue = false;
                        }
                    }
                    if (needContinue)
                    {
                        var needBuyForEmptyList = new SellInfoDao().ListNeedBuyOrder(item.quote, item.symbol);
                        if (needBuyForEmptyList.Count > 0 && needBuyForEmptyList[0].SellPrice > ticker.last * (decimal)1.075)
                        {
                            needContinue = false;
                        }
                    }

                    if (needContinue && item.symbol.ToLower() != "egt")
                    {
                        continue;
                    }

                    // 查询订单结果
                    QueryOrderDetail(item.quote, item.symbol, false);

                    // 核实订单
                    CheckOrderUtils.Check(item);

                    // 获取行情,
                    var klineDataList = OkApi.GetKLineDataAsync(item.symbol + "-" + item.quote);
                    if (klineDataList == null || klineDataList.Count < 50)
                    {
                        logger.Error($"获取行情数据有误 {item.symbol}, quote:{item.quote}");
                        continue;
                    }

                    // 记录下价格
                    var findCoinfInfo = allCoinInfos.Find(it => it.Symbol == item.symbol);
                    if (findCoinfInfo != null)
                    {
                        var nowPrice = (decimal)0;;
                        if (item.quote.ToLower() == "btc")
                        {
                            nowPrice = klineDataList[0].close * btcPrice;
                        }
                        else if (item.quote.ToLower() == "eth")
                        {
                            nowPrice = klineDataList[0].close * ethPrice;
                        }
                        else if (item.quote.ToLower() == "okb")
                        {
                            nowPrice = klineDataList[0].close * okbPrice;
                        }
                        if (nowPrice > 0)
                        {
                            new CoinInfoDao().UpdateCoinInfo(item.symbol, nowPrice);
                        }
                    }

                    if (runCount < 3)
                    {
                        var totalAmount = klineDataList.Sum(it => it.volume * (it.open + it.close) / 2);
                        if (item.quote == "btc" && totalAmount < (decimal)0.01)
                        {
                            Console.WriteLine($"交易量太少, 不好办啊 {item.quote},{item.symbol}, totalAmount:{totalAmount}");
                        }

                        if (item.quote == "eth" && totalAmount < 1)
                        {
                            Console.WriteLine($"交易量太少, 不好办啊 {item.quote},{item.symbol}, totalAmount:{totalAmount}");
                        }
                    }

                    if (item.MaxBuyPrice <= 0)
                    {
                        Console.WriteLine($"MaxBuyPrice -->没有设置 {item.quote}-{item.symbol} --> {klineDataList.Min(it => it.low)}");
                    }
                    if (item.MaxBuyPrice > klineDataList[0].close * 4)
                    {
                        // 这里只是做粗略记录和控制
                        Console.WriteLine($"MaxBuyPrice xxxx -->设置的过大会接盘哦 {item.quote}-{item.symbol} --> {klineDataList.Min(it => it.low)}");
                    }

                    try
                    {
                        // 启动交易
                        RunTrade(klineDataList, item);
                    }
                    catch (Exception ex)
                    {
                        logger.Error(ex.Message, ex);
                    }

                    // 每走一遍, 休眠一下
                    Thread.Sleep(500);
                }

                Console.WriteLine($"-------------> 运行次数:{runCount++}, 花费时间{(DateTime.Now - now).TotalSeconds} ");
                Thread.Sleep(1000 * 5);
            }
        }
Exemplo n.º 10
0
        public static void DoCheck(TradeItem tradeItem)
        {
            var instrument = $"{tradeItem.symbol}-{tradeItem.quote}".ToUpper();

            // 核实下 最近 10个小时是否统计过,
            if (lastCheckDate > DateTime.Now.AddMinutes(-1))
            {
                // 最近1分钟有核实过, 则不再核实
                return;
            }
            if (lastCheckDateDic.ContainsKey(instrument) && lastCheckDateDic[instrument] > DateTime.Now.AddHours(-12))
            {
                // 这个交易对, 12个小时内核实过,则不再核实
                return;
            }
            else
            {
                if (lastCheckDateDic.ContainsKey(instrument))
                {
                    lastCheckDateDic[instrument] = DateTime.Now;
                }
                else
                {
                    lastCheckDateDic.Add(instrument, DateTime.Now);
                }
            }

            lastCheckDate = DateTime.Now;


            var orderList = OkApi.ListFilledOrder(instrument);

            Console.WriteLine($"需要核实的订单数据:{orderList.Count}");
            foreach (var order in orderList)
            {
                if (order.side == "buy")
                {
                    // 列出数据库里面的交易记录, 对比一下。
                    var orderInDb  = new BuyInfoDao().GetBuyOrder(order.client_oid);
                    var orderInDb2 = new SellInfoDao().GetBuyOrder(order.client_oid);
                    if ((
                            orderInDb == null ||
                            orderInDb.BuyClientOid != order.client_oid ||
                            orderInDb.BuyCreateAt != order.created_at ||
                            orderInDb.BuyStatus != order.status ||
                            orderInDb.BuyOrderId != order.order_id
                            )
                        &&
                        (
                            orderInDb2 == null ||
                            orderInDb2.BuyClientOid != order.client_oid ||
                            orderInDb2.BuyCreateAt != order.created_at ||
                            orderInDb2.BuyStatus != order.status ||
                            orderInDb2.BuyOrderId != order.order_id
                        ))
                    {
                        logger.Error($"有个订单不合理,快速查看一下 begin");
                        logger.Error($"{JsonConvert.SerializeObject(order)}");
                        logger.Error($"{JsonConvert.SerializeObject(orderInDb)}");
                        logger.Error($"{JsonConvert.SerializeObject(orderInDb2)}");
                        logger.Error($"有个订单不合理,快速查看一下 end ");
                    }
                }
                else if (order.side == "sell")
                {
                    // 列出数据库里面的交易记录, 对比一下。
                    var orderInDb  = new BuyInfoDao().GetSellOrder(order.client_oid);
                    var orderInDb2 = new SellInfoDao().GetSellOrder(order.client_oid);
                    if ((
                            orderInDb == null ||
                            orderInDb.SellClientOid != order.client_oid ||
                            orderInDb.SellCreateAt != order.created_at ||
                            orderInDb.SellStatus != order.status ||
                            orderInDb.SellOrderId != order.order_id
                            )
                        &&
                        (
                            orderInDb2 == null ||
                            orderInDb2.SellClientOid != order.client_oid ||
                            orderInDb2.SellCreateAt != order.created_at ||
                            orderInDb2.SellStatus != order.status ||
                            orderInDb2.SellOrderId != order.order_id
                        ))
                    {
                        logger.Error($"有个订单不合理,快速查看一下 begin");
                        logger.Error($"{JsonConvert.SerializeObject(order)}");
                        logger.Error($"{JsonConvert.SerializeObject(orderInDb)}");
                        logger.Error($"{JsonConvert.SerializeObject(orderInDb2)}");
                        logger.Error($"有个订单不合理,快速查看一下 end ");
                    }
                }
                else
                {
                    logger.Error($"数据统计不正确, 不存在的side");
                    Console.WriteLine($"{JsonConvert.SerializeObject(order)}");
                }
            }
        }