public bool Redo(SpotOrder so)
{
if (so == null)
{
return(false);
}
if (!so.IsArrangable())
{
return(false);
}
if (so.IsArranging())
{
return(false);
}
so.State = OrderState.已撤销;
var r = Container.Remove(so);
so.UnFreeze();
if (OnFinish != null)
{
foreach (var v in OnFinish.GetInvocationList())
{
((Action <SpotOrder>)v)(so);
}
}
return(r);
}
void MakeDeal(SpotOrder main, SpotOrder slave)
{
var count = Math.Min(main.Count, slave.Count);
var price = slave.Price;
var total = count * price;
//设置成交价格和成交数量
main.DonePrice = slave.DonePrice = price;
main.DoneCount = slave.DoneCount = count;
main.TotalDoneCount += count;
slave.TotalDoneCount += count;
main.Count -= count;
slave.Count -= count;
main.TotalDoneSum += total;
slave.TotalDoneSum += total;
//设置状态
main.State = main.IsDone() ? OrderState.已成交 : OrderState.部分成交;
slave.State = slave.IsDone() ? OrderState.已成交 : OrderState.部分成交;
//从容器中移除如果已经成交
if (slave.IsDone())
{
Container.Remove(slave);
}
//处理账户和金额
HandleCache(main);
HandleCache(slave);
//引发事件
RaiseDeal(main, slave);
RaiseFinish(main);
RaiseFinish(slave);
}
public void Match(SpotOrder so)
{
if (so == null)
{
Log.Info("委托对象为空,不能撮合");
return;
}
switch (so.OrderPolicy)
{
case OrderPolicy.限价申报:
price.Match(so);
break;
case OrderPolicy.限价FOK:
priceOk.Match(so);
break;
case OrderPolicy.市价剩余转限价:
mtp.Match(so);
break;
case OrderPolicy.市价FOK:
marketFok.Match(so);
break;
case OrderPolicy.市价IOC:
marketIoc.Match(so);
break;
default:
Log.Info("交易策略有问题,不能撮合:{0}", so.ToString());
break;
}
}
public void RestoreOrders()
{
FlushSpotOrder fso = new FlushSpotOrder();
var ok = fso.GetOldGeneration();
if (ok == null)
{
return;
}
string sql = string.Format(@"select * from tempspotorders where id in
(select id from tempspotorders where detail='{0}' except select id from spotorders)", (int)ok);
using (var db = new OptionDbCtx())
{
var q = db.Database.SqlQuery <SpotOrder>(sql);
foreach (var v in q)
{
var coin = Model.Coins.Where(a => a.Id == v.CoinId).FirstOrDefault();
var trader = Model.Traders.Where(a => a.Id == v.TraderId).FirstOrDefault();
var so = new SpotOrder
{
Id = v.Id, CoinId = v.CoinId, Count = v.Count, Detail = v.Detail,
Direction = v.Direction, DoneCount = v.DoneCount, DonePrice = v.DonePrice, IsBySystem = v.IsBySystem,
OrderPolicy = v.OrderPolicy, OrderTime = v.OrderTime, Price = v.Price, ReportCount = v.ReportCount,
RequestStatus = v.RequestStatus, State = v.State, TotalDoneCount = v.TotalDoneCount, TotalDoneSum = v.TotalDoneSum,
TraderId = v.TraderId, Coin = coin, Trader = trader
};
SpotOrders.Add(so);
}
}
}
static bool CouldUnfreezeAll(this SpotOrder o)
{
if (o.State == OrderState.已行权 || o.State == OrderState.已成交 || o.State == OrderState.已撤销)
{
return(true);
}
return(false);
}
static decimal GetUnfreezeCount(this SpotOrder o, SoFreeze sof)
{
decimal c = o.DoneCount;
if (o.State == OrderState.已撤销)
{
c = o.ReportCount - o.TotalDoneCount;
}
return(c);
}
void RaisePartialFinish(SpotOrder so)
{
if (so.State == OrderState.部分成交 && OnPartialFinish != null)
{
foreach (var v in OnPartialFinish.GetInvocationList())
{
((Action <SpotOrder>)v)(so);
}
}
}
public void Should_Be_Invalid_If_Amount_Is_Negative()
{
SetTestEnvironnement();
var spotOrder = new SpotOrder(0, -10);
_orderCreator.CreateNewOrder(spotOrder);
Assert.IsFalse(spotOrder.IsValid());
}
public static bool RemoveSpotOrder(this Trader t, SpotOrder so)
{
var sl = t.GetSpotOrders();
if (sl == null)
{
return(false);
}
return(sl.Remove(so));
}
public static void AddSpotOrder(this Trader t, SpotOrder so)
{
var sl = t.GetSpotOrders();
if (sl == null)
{
sl = new List <SpotOrder>();
sos.Set(t, sl);
}
sl.Add(so);
}
public void UpdatePartial(SpotOrder so)
{
Task.Factory.StartNew(() =>
{
string sql = string.Format(f, so.Count, so.DoneCount, so.TotalDoneCount, so.DonePrice, so.TotalDoneSum, (int)so.State, so.Price, so.Id);
using (DBServer db = new DBServer())
{
db.ExecNonQuery(sql);
}
});
}
public override void Match(SpotOrder o)
{
try
{
var r = FindPossibleMatch(o, false);
HandleCount(o, r);
}
catch (Exception e)
{
Singleton <TextLog> .Instance.Error(e, "撮合异常");
}
}
public SpotOrderDto(SpotOrder so)
{
if (so != null)
{
this.Id = so.Id; this.Price = so.Price; this.Coin = so.Coin.Name; this.Count = so.Count; //this.Detail = so.Detail;
this.Direction = so.Direction.ToString(); this.DoneCount = so.DoneCount; this.DonePrice = so.DonePrice; this.TotalDoneCount = so.TotalDoneCount;
this.TotalDoneSum = so.TotalDoneSum; this.OrderTime = so.OrderTime.ToString("yyyy-MM-dd HH:mm:ss"); this.ReportCount = so.ReportCount;
this.RequestStatus = so.RequestStatus.ToString();
this.State = so.State.ToString();
this.Undeal = so.ReportCount - so.TotalDoneCount;
}
}
public bool Remove(SpotOrder so)
{
if (!dic.ContainsKey(so.Coin))
{
lock (loc)
{
if (!dic.ContainsKey(so.Coin))
{
dic.Add(so.Coin, new CoinOrderContainer(so.Coin, OnFinish));
}
}
}
return(dic[so.Coin].Remove(so));
}
public void Add(SpotOrder so)
{
if (!dic.ContainsKey(so.Coin))
{
lock (loc)
{
if (!dic.ContainsKey(so.Coin))
{
dic.Add(so.Coin, new CoinOrderContainer(so.Coin, OnFinish));
}
}
}
dic[so.Coin].Add(so);
}
public void Should_Be_Invalid_If_It_Has_Already_Been_Paid()
{
SetTestEnvironnement();
var spotOrder = new SpotOrder(0, 10);
_orderCreator.CreateNewOrder(spotOrder);
Assert.IsTrue(spotOrder.IsValid());
_orderPayer.Pay(spotOrder);
Assert.IsFalse(spotOrder.IsValid());
}
public int CouldOrder(SpotOrder so)
{
var cc = CheckCount(so);
if (!cc)
{
return(1);
}
var cm = CheckMoney(so);
if (!cm)
{
return(2);
}
return(0);
}
public static SoFreeze Freeze(this SpotOrder o)
{
SoFreeze f;
if (o.Direction == TradeDirectType.卖)
{
f = new SoFreeze(true, true, o.ReportCount, o.Price);
}
else
{
f = new SoFreeze(false, true, o.ReportCount, o.Price);
}
sof.Set(o.Id, f);
f.Execute(o);
return(f);
}
public virtual void HandleCount(SpotOrder so, List <SpotOrder> p)
{
lock (matchLock)
{
if (p == null || p.Count == 0)
{
if (so.IsArrangable())
{
Container.Add(so);
model.SpotOrders.Add(so);
so.Trader.AddSpotOrder(so);
}
return;
}
foreach (var v in p)
{
if (!v.IsArrangable())
{
continue;
}
if (v.IsArranging())
{
continue;
}
v.SetArranging(true);
if (v.Count >= so.Count)
{
MakeDeal(so, v);
v.SetArranging(false);
break;
}
else
{
MakeDeal(so, v);
v.SetArranging(false);
continue;
}
}
if (so.IsArrangable())
{
// if()
Container.Add(so);
model.SpotOrders.Add(so);
so.Trader.AddSpotOrder(so);
}
}
}
/// <summary>
/// 买:只有钱够才能买
/// 卖:无限制
/// </summary>
/// <param name="so"></param>
/// <returns></returns>
bool CheckMoney(SpotOrder so)
{
if (so.Direction == TradeDirectType.卖)
{
return(true);
}
var needed = so.GetTotal();// so.Count * so.Price;
if (so.Trader.Account.CacheAccount.CnyAccount.Sum >= needed)
{
return(true);
}
else
{
return(false);
}
}
public override void Match(SpotOrder o)
{
var l = FindPossibleMatch(o, true);
if (l == null)
{
Redo(o);
return;
}
var ll = FindPossibleMatch(o, true).Where(d => d.Price == l.FirstOrDefault().Price).ToList();
HandleCount(o, ll);
if (o.State != OrderState.已成交)
{
Redo(o);
}
}
static void Raise(SpotOrder o, int op)
{
if (OnOrderAddRemove != null)
{
foreach (var v in OnOrderAddRemove.GetInvocationList())
{
try
{
((Action <SpotOrder, int>)v).BeginInvoke(o, op, null, null);
}
catch (Exception e)
{
Singleton <TextLog> .Instance.Error(e, "spot add remove");
}
}
}
}
public override void Match(SpotOrder o)
{
var r = FindPossibleMatch(o, false);
if (r.Count == 0)
{
Redo(o);
return;
}
var rc = r.Select(a => a.Count).Sum();
if (rc < o.Count)
{
Redo(o);
return;
}
HandleCount(o, r);
}
public void Add(SpotOrder so)
{
if (so.Coin != coin)
{
return;
}
if (so.Direction == TradeDirectType.卖)
{
lock (sl)
sellList.Add(so);
}
else
{
lock (bl)
buyList.Add(so);
}
Raise(so, 1);
}
public override void Match(SpotOrder o)
{
var l = FindPossibleMatch(o, true);// Container.FindByDirAndPos(o);
if (l == null || l.Count == 0)
{
Redo(o);
return;
}
var lc = l.Select(a => a.Count).Sum();
if (lc < o.Count)
{
Redo(o);
return;
}
HandleCount(o, l);
}
//TextLog log = new TextLog("jd.txt");
void HandleCache(SpotOrder so)
{
so.UnFreeze();
if (so.Direction == TradeDirectType.卖)
{
var ca = so.Trader.Account.CacheAccount.BtcAccount;
//收款
TraderService.OperateAccount(so.Trader, so.DonePrice * so.DoneCount, AccountChangeType.现金收款, so.Trader.Name, null);
TraderService.OperateAccount(so.Trader, so.DoneCount, AccountChangeType.BTC付款, so.Trader.Name, null);
}
else
{
TraderService.OperateAccount(so.Trader, so.DoneCount * so.DonePrice, AccountChangeType.现金付款, so.Trader.Name, null);
TraderService.OperateAccount(so.Trader, so.DoneCount, AccountChangeType.BTC收款, so.Trader.Name, null);
}
}
/// <summary>
/// 卖:只能卖有的,且一个只能卖一次
/// 买无限制
/// </summary>
/// <param name="so"></param>
/// <returns></returns>
bool CheckCount(SpotOrder so)
{
if (so.Direction == TradeDirectType.卖)
{
var cc = so.Trader.Account.CacheAccount.BtcAccount.Sum;//.GetCoinAcount(so.Coin).Balance;(可用的)
log.Info(string.Format("实际:{0},我卖:{1}", cc, so.Count));
if (cc < so.Count)
{
return(false);
}
var soc = so.Trader.GetSpotOrders();
decimal ocs = 0;
log.Info(string.Format("soc的结果:{0}", soc));
log.Info(string.Format("比特币的可用资金:{0}", cc));
if (soc != null)
{
//注：卖出去的马上就会被冻结（相当于不是我的），为什么还要用可用的减去卖出去的BTC（相当于要扣除了一次BTC）
ocs = soc.Where(a => a.Coin == so.Coin && a.Direction == TradeDirectType.卖 && a.State == OrderState.等待中 || a.State == OrderState.部分成交).Select(a => a.Count).Sum();
//var kk = soc.Where(a => a.Coin == so.Coin && a.Direction == TradeDirectType.卖).ToList();
// log.Info(string.Format("soc里面SUM:{0}///{1}", ocs,kk.Count()));
// foreach (var item in kk)
// {
// log.Info(string.Format("数据:{0},{1},{2},{3}", item.Id, item.Direction, item.State,kk.Count()));
// }
// var r = cc - ocs - so.Count;
var r = cc - so.Count;
//log.Info(string.Format("soc里面计算:{0}={1} - {2}-{3}", r, cc,ocs , so.Count));
if (r >= 0)
{
return(true);
}
else
{
return(false);
}
}
return(true);
}
return(true);
}
void RaiseFinish(SpotOrder so)
{
if (so.IsDone())
{
so.Trader.RemoveSpotOrder(so);
model.SpotOrders.Remove(so);
if (OnFinish != null)
{
foreach (var v in OnFinish.GetInvocationList())
{
((Action <SpotOrder>)v)(so);
}
}
}
else
{
model.UpdatePartial(so);
RaisePartialFinish(so);
}
}
void RaiseDeal(SpotOrder main, SpotOrder slave)
{
SpotDeal sd = new SpotDeal
{
Id = IdService <SpotDeal> .Instance.NewId(),
When = DateTime.Now,
Count = main.DoneCount,
Price = main.DonePrice,
MainId = main.Id,
SlaveId = slave.Id,
MainTraderName = main.Trader.Name,
SlaveTraderId = slave.Trader.Name,
Coin = main.Coin,
CoinId = main.CoinId,
MainOrderDir = main.Direction
};
if (OnDeal != null)
{
OnDeal(sd);
}
}
public static void UnFreeze(this SpotOrder o)
{
lock (o.Sign)
{
var f = sof.Get(o.Id);
if (f == null)
{
return;
}
var c = o.GetUnfreezeCount(f);
if (c > 0)
{
SoFreeze sf = new SoFreeze(f.IsCoin, false, c, f.Price);
sf.Execute(o);
}
if (o.CouldUnfreezeAll())
{
sof.Clear(o.Id);
}
}
}
