public void ClearSessionAllOrders()
{
lock (sessionLock)
{
SessionOrders.Clear();
}
}
public void CheckLostOrders(List <Order> currentOrder)
{
var lostOrders = currentOrder.Where(a => !SessionOrders.Exists(b => b.order_id == a.order_id)).ToList();
if (lostOrders.Count > 0)
{
foreach (var lost in lostOrders)
{
AddUpdateSessionOrder(lost);
Log4NetUtility.Debug($"CurrentEvent,Add lostOrders Price:{lost.price.ToString("#0.00")} Id:{Utils.ShortID(lost.order_id)}");
}
}
}
public string LogSring()
{
int buynum = SessionOrders.Count(a => a.type == "buy");
int sellnum = SessionOrders.Count(a => a.type == "sell");
var list = SessionOrders.OrderByDescending(a => a.price);
StringBuilder sb_orders = new StringBuilder();
sb_orders.AppendLine();
foreach (var item in list)
{
sb_orders.AppendLine(string.Format("{0} Price:{1}，Amount:{2}，ID:{3}", item.type == "buy" ? "+B" : "-S", item.price, item.amount, item.order_id));
}
return($"Buy Count:{buynum}，Sell Count:{sellnum}. {sb_orders.ToString()}");
}
public void RemoveSessionOrder(Order order)
{
lock (sessionLock)
{
if (SessionOrders.Count > 0)
{
var old = SessionOrders.FirstOrDefault(a => a.order_id == order.order_id);
if (old != null)
{
SessionOrders.Remove(old);
}
}
}
}
public int CountOrder(bool buy)
{
try
{
if (buy)
{
return(SessionOrders.Count(a => a.type == "buy"));
}
else
{
return(SessionOrders.Count(a => a.type == "sell"));
}
}
catch (Exception e)
{
throw (e);
}
}
public decimal GetEagePrice(bool first)
{
try
{
if (first)
{
return(SessionOrders.OrderBy(a => a.price).First().price);
}
else
{
return(SessionOrders.OrderBy(a => a.price).Last().price);
}
}
catch (Exception e)
{
throw (e);
}
}
public string LogOrders()
{
StringBuilder sb = new StringBuilder();
var listS = SessionOrders.Where(a => a.type == "sell").OrderByDescending(a => a.price).ToList();
var listB = SessionOrders.Where(a => a.type == "buy").OrderByDescending(a => a.price).ToList();
int sCount = listS.Count();
int bCount = listB.Count();
int maxCount = new List <int> {
sCount, bCount
}.Max();
sb.AppendLine($" SellCount:{sCount} BuyCount:{bCount} ");
for (int i = 0; i < maxCount; i++)
{
if (sCount > i)
{
string side = listS[i].type == "buy" ? "+B" : "-S";
string ordertimeStr = Utils.GetDateTimeByStr(listS[i].create_date).ToString("HH:mm:ss");
sb.Append($"{ordertimeStr} {side} P:{listS[i].price.ToString("0.00")} A:{listS[i].amount.ToString("0.000")} ID:{Utils.ShortID(listS[i].order_id)}");
}
else
{
sb.Append($" ");
}
if (bCount > i)
{
string side = listB[i].type == "buy" ? "+B" : "-S";
string ordertimeStr = Utils.GetDateTimeByStr(listB[i].create_date).ToString("HH:mm:ss");
sb.AppendLine($" {ordertimeStr} {side} P:{listB[i].price.ToString("0.00")} A:{listB[i].amount.ToString("0.000")} ID:{Utils.ShortID(listB[i].order_id)}");
}
else
{
sb.AppendLine();
}
}
return(sb.ToString());
}
private void CheckSessionOrders(long dotime)
{
#region objectLock
if (SessionOrders.Count == 0 && checkRunning)
{
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 (sessionLock)
{
if (SessionOrders.Count == 0 || checkRunning)
{
return;
}
checkRunning = true;
#region 判断单边、平仓
if (SessionOrders.Count == 0)
{
return;
}
var lastFilledOrderTime = SessionOrders.Max(a => a.create_date);
int buycount = SessionOrders.Count(a => a.type == "buy");
int sellcount = SessionOrders.Count(a => a.type == "sell");
//if (buycount == 0 || sellcount == 0 || Utils.GetDateTimeDec(-1000) < lastFilledOrderTime )
bool Reset = false;
if (buycount == 0 || sellcount == 0)
{
if (Utils.GetUtcTimeDec(-180) > lastFilledOrderTime)
{
Reset = true;
Log4NetUtility.Info("Reset", $"单边3分钟");
}
}
if (Utils.GetUtcTimeDec(-600) > lastFilledOrderTime)
{
Reset = true;
Log4NetUtility.Info("Reset", $"缓存静止10分钟");
}
if (Reset)
{
SessionEvent?.Invoke(null, new SessionEventArgs(SessionEventType.Reset));
return;
}
#endregion
#region 撤销重复
bool flag = false;
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)
{
SessionEvent?.Invoke(null, new SessionEventArgs(SessionEventType.DoubleOrder, new List <Order>()
{
doubleorder
}));
//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
flag = true;
}
#endregion
#region 撤销异常价格
List <Order> errPriceOrders = SessionOrders.Where(a => a.price < 50m).ToList();
if (errPriceOrders.Count > 0)
{
SessionEvent?.Invoke(null, new SessionEventArgs(SessionEventType.ErrPrice, errPriceOrders));
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;
flag = true;
}
if (flag)
{
return;
}
#endregion
#region 调整订单数量 if return
int deff = buycount + sellcount - info.buyOrderCount - info.sellOrderCount;
#region 多单 return
if (deff > 1)
{
Log4NetUtility.Info("MoreOrder", string.Format("Order数大于初始值，现值:{0} 初始:{1}", buycount + sellcount, info.buyOrderCount + info.sellOrderCount));
Order cancelOrder;
if (buycount > sellcount)
{
cancelOrder = SessionOrders.OrderBy(a => a.price).First();
}
else
{
cancelOrder = SessionOrders.OrderBy(a => a.price).Last();
}
SessionEvent?.Invoke(null, new SessionEventArgs(SessionEventType.MoreOrder, new List <Order>()
{
cancelOrder
}));
return;
}
#endregion
#region 少单 return
if (deff < -1)
{
Log4NetUtility.Info("LessOrder", string.Format("Order数小于初始值，现值{0} 初始{1}", buycount + sellcount, info.buyOrderCount + info.sellOrderCount));
SessionEvent?.Invoke(null, new SessionEventArgs(SessionEventType.LessOrder));
return;
}
#endregion
#endregion
#region 判断补充丢单 if return
var lostorder = GetLostOrder(SessionOrders);
if (lostorder != null)
{
SessionEvent?.Invoke(null, new SessionEventArgs(SessionEventType.LostOrder, new List <Order>()
{
lostorder
}));
return;
}
#endregion
}
}
#region catch\finally
catch (Exception e)
{
//DbHelper.CreateInstance().AddErrInfo("缓存验证", e);
Log4NetUtility.Error("缓存验证", Utils.Exception2String(e));
DbHelper.CreateInstance().AddError("缓存验证", e);
}
finally
{
checkSessionDoTime = -1;
checkRunning = false;
}
#endregion
}
}
