Binance.TradeRobot.API/Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/D21OrderPublishBusiness.cs

using Binance.TradeRobot.Common.DI;
using Binance.TradeRobot.Common.Extensions;
using Binance.TradeRobot.Model.Base;
using Binance.TradeRobot.Model.Db;
using Binance.TradeRobot.Model.Dto;
using FreeSql;
using Microsoft.Extensions.Caching.Memory;
using Microsoft.Extensions.DependencyInjection;
using SDKAdapter.APIClient;
using SDKAdapter.Model;
using System;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Linq;
using Yitter.IdGenerator;

namespace Binance.TradeRobot.Business
{
    [BatchRegistration(ServiceLifetime.Singleton, RegistrationType.Interface)]
    internal class D21OrderPublishBusiness : BaseSpotOrderPublishBusiness, ISpotOrderPublishBusiness
    {
        private ConcurrentDictionary<long, decimal> spotFeeDictionary;

        public Enums.TradePolicy TradePolicy => Enums.TradePolicy.D21;

        public D21OrderPublishBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, RobotBusiness robotBusiness, UserBusiness userBusiness, ExchangeBusiness exchangeBusiness) : base(fsql, logManager, idGenerator, memoryCache, dingBusiness, robotBusiness, userBusiness, exchangeBusiness)
        {
            spotFeeDictionary = new ConcurrentDictionary<long, decimal>();
        }

        private decimal AddSpotFee(long orderId, decimal currentTradeFee, bool deleteKey)
        {
            if (!spotFeeDictionary.TryGetValue(orderId, out decimal fee))
            {
                fee = 0M;
                spotFeeDictionary.TryAdd(orderId, fee);
            }
            fee += currentTradeFee;
            spotFeeDictionary[orderId] = fee;
            if (deleteKey)
                spotFeeDictionary.TryRemove(orderId, out _);
            return fee;
        }


        public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo)
        {
            var step = string.Empty;
            var logList = new List<ExecutionLog>();
            try
            {
                //step = "检查订单是否入库";
                CheckOrderExists(spotOrderPublishInfo.OrderId);

                //step = "查询订单所属机器人";
                var robot = robotBusiness.GetD21PolicyRobotList(spotOrderPublishInfo.RobotId, isLoadRecentTradeProfit: false, isLoadAPIKey: true).FirstOrDefault();
                if (robot == null)
                    throw new BusinessException($"未找到机器人");

                var symbolInfo = exchangeBusiness.GetSymbol(spotOrderPublishInfo.Exchange, spotOrderPublishInfo.Symbol);

                var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);

                IUpdate<SpotOrder> updateSpotOrder = fsql.Update<SpotOrder>(spotOrderPublishInfo.OrderId).Set(o => o.State, spotOrderPublishInfo.SpotOrderState);
                IUpdate<RobotAccount> updateRobotAccount = null;
                IList<IUpdate<User>> updateUserList = null;
                List<UserAccountProfitLossRecord> insertUserAccountProfitLossRecordList = null;
                IUpdate<D21Policy> updateD21Policy = null;
                List<SpotOrder> insertStopLossOrderList = null;


                if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected ||
                    spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Expired ||
                    spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Canceled)
                {
                    logList.Add(new ExecutionLog()
                    {
                        Id = idGenerator.NewLong(),
                        CreateTime = DateTime.Now,
                        OrderId = spotOrderPublishInfo.OrderId,
                        RobotId = spotOrderPublishInfo.RobotId,
                        SourceSingal = Enums.SingalType.订单推送,
                        Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState}{(spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected ? $",拒绝原因:{spotOrderPublishInfo.RejectedReason}" : string.Empty)}"
                    });
                }

                if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.PartiallyFilled)
                {
                    logList.Add(new ExecutionLog()
                    {
                        Id = idGenerator.NewLong(),
                        CreateTime = DateTime.Now,
                        OrderId = spotOrderPublishInfo.OrderId,
                        RobotId = spotOrderPublishInfo.RobotId,
                        SourceSingal = Enums.SingalType.订单推送,
                        Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState},成交额:{spotOrderPublishInfo.LastTradeAmount},成交量:{spotOrderPublishInfo.LastTradeQuantity},成交价:{spotOrderPublishInfo.LastTradePrice},手续费({spotOrderPublishInfo.FeeUnit}):{spotOrderPublishInfo.Fee}"
                    });
                    updateSpotOrder = null;

                    _ = AddSpotFee(spotOrderPublishInfo.OrderId, spotOrderPublishInfo.Fee, false);
                }

                if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Filled)
                {
                    var fee = AddSpotFee(spotOrderPublishInfo.OrderId, spotOrderPublishInfo.Fee, true);

                    var avgTradePrice = spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity; //计算成交均价
                    logList.Add(new ExecutionLog()
                    {
                        Id = idGenerator.NewLong(),
                        CreateTime = DateTime.Now,
                        OrderId = spotOrderPublishInfo.OrderId,
                        RobotId = spotOrderPublishInfo.RobotId,
                        SourceSingal = Enums.SingalType.订单推送,
                        Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState},成交额:{spotOrderPublishInfo.LastTradeAmount},成交量:{spotOrderPublishInfo.LastTradeQuantity},成交价:{spotOrderPublishInfo.LastTradePrice},手续费({spotOrderPublishInfo.FeeUnit}):{spotOrderPublishInfo.Fee},总手续费:{fee}"
                    });
                    //更新交易信息
                    updateSpotOrder = updateSpotOrder.Set(o => o.TradeAmount, spotOrderPublishInfo.CummulativeTradeAmount)
                                                     .Set(o => o.TradeQuantity, spotOrderPublishInfo.CummulativeTradeQuantity)
                                                     .Set(o => o.TradePrice, avgTradePrice)
                                                     .Set(o => o.TradeFee, fee)
                                                     .Set(o => o.TradeFeeUnit, spotOrderPublishInfo.FeeUnit)
                                                     .Set(o => o.LastTradeTime, spotOrderPublishInfo.LastTradeTime);

                    //查询交易所真实资产
                    var currentAsset = apiClient.GetIsolatedMarginAccountAssets().FirstOrDefault(x => x.Symbol == spotOrderPublishInfo.Symbol);

                    if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Buy)
                    {
                        var quantity = spotOrderPublishInfo.CummulativeTradeQuantity - fee; //扣除基础币手续费,得到真实购买数量
                        //基础币可用资产,交易所账户持币数量

                        //更新机器人账户
                        updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity, currentAsset.BaseFree)
                                                                                             .Set(ra => ra.SpotCurrencyAmount + spotOrderPublishInfo.CummulativeTradeAmount);

                        //交易所账户真实持币数量

                        updateSpotOrder = updateSpotOrder.Set(o => o.RobotAccountSpotCurrencyQuantity, currentAsset.BaseFree);

                        if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
                        {
                            #region 市价买单挂止损
                            insertStopLossOrderList = new List<SpotOrder>();
                            try
                            {
                                if (robot.D21Policy.Level1PositionStopLossRatio > 0 && robot.D21Policy.Level1PriceStopLossRatio > 0)
                                    StopLossOrderPlace(robot, symbolInfo, avgTradePrice, quantity, insertStopLossOrderList, logList, apiClient, true);

                                if (robot.D21Policy.Level2PositionStopLossRatio > 0 &&
                                    robot.D21Policy.Level2PriceStopLossRatio > 0 &&
                                    robot.D21Policy.Level2PositionStopLossRatio + robot.D21Policy.Level1PositionStopLossRatio == 100)
                                    StopLossOrderPlace(robot, symbolInfo, avgTradePrice, quantity, insertStopLossOrderList, logList, apiClient, false);
                            }
                            catch (Exception ex)
                            {
                                logList.Add(new ExecutionLog()
                                {
                                    Id = idGenerator.NewLong(),
                                    SourceSingal = Enums.SingalType.订单推送,
                                    RobotId = robot.Id,
                                    CreateTime = DateTime.Now,
                                    Content = $"止损单挂单失败,{ex.Message}"
                                });
                            }
                            #endregion
                        }
                    }
                    else if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Sell)
                    {
                        updateUserList = new List<IUpdate<User>>();
                        insertUserAccountProfitLossRecordList = new List<UserAccountProfitLossRecord>();


                        var interest = 0M; //借币利息
                        var loanAmount = currentAsset.QuoteBorrowed; //借币金额
                        if (loanAmount > 0M)
                        {
                            //还币
                            interest = apiClient.IsolatedMarginRepay(robot.Symbol, loanAmount);
                            logList[0].Content = $"{logList[0].Content},借币金额:{loanAmount},还币利息:{interest}";
                        }

                        var buyAmount = spotOrderPublishInfo.CummulativeTradeQuantity * robot.RobotAccount.SpotCurrencyAvgPrice; //本次卖出对应的持仓金额
                        var profit = spotOrderPublishInfo.CummulativeTradeQuantity * (avgTradePrice - robot.RobotAccount.SpotCurrencyAvgPrice) - fee - interest;  //计算利润


                        updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity, currentAsset.BaseFree)
                                                                                             .Set(ra => ra.SpotCurrencyAmount - buyAmount)
                                                                                             .Set(ra => ra.TotalProfit + profit)
                                                                                             .Set(ra => ra.ClosePositionCount + 1)
                                                                                             .SetIf(profit > 0M, ra => ra.WinCount + 1)
                                                                                             .SetIf(interest > 0M, ra => ra.LoanAmount, 0M);


                        updateSpotOrder = updateSpotOrder.SetIf(interest > 0M, o => o.LoanInterest, interest)
                                                         .Set(o => o.Profit, profit)
                                                         .Set(o => o.HistoryTotalProfit, robot.RobotAccount.TotalProfit + profit)
                                                         .Set(o => o.RobotAccountSpotCurrencyQuantity, currentAsset.BaseFree);

                        if (profit > 0) //盈利复投
                            updateD21Policy = fsql.Update<D21Policy>(robot.D21Policy.Id).Set(p => p.Position + profit);


                        var capitalChangeType = profit > 0M ? Enums.CapitalChangeType.Add : Enums.CapitalChangeType.Reduce;
                        var userList = userBusiness.GetUserList(multiplyBy100: false);
                        foreach (var user in userList)
                        {
                            var changeAmount = profit * user.DividendRatio;  //根据用户分红比例计算本次分红或亏损

                            user.ChangeAmount(capitalChangeType, Math.Abs(changeAmount), false);

                            var updateUser = fsql.Update<User>(user.Id).Set(u => u.TotalAssets, user.TotalAssets);

                            updateUserList.Add(updateUser);
                            insertUserAccountProfitLossRecordList.Add(new UserAccountProfitLossRecord()
                            {
                                Id = idGenerator.NewLong(),
                                BusinessType = robot.BusinessType,
                                ChangeAmount = changeAmount,
                                CreateTime = DateTime.Now,
                                ExchangeId = robot.ExchangeId,
                                OrderId = spotOrderPublishInfo.OrderId,
                                OrderProfit = profit,
                                UserId = user.Id,
                                RobotId = robot.Id,
                                DividendRatio = user.DividendRatio,
                                CumulativeProfitAndLoss = user.CumulativeProfitAndLoss
                            });
                        }
                    }
                }

                fsql.Transaction(() =>
                {
                    fsql.Insert(logList).ExecuteAffrows();
                    updateSpotOrder?.ExecuteAffrows();
                    updateRobotAccount?.ExecuteAffrows();
                    updateD21Policy?.ExecuteAffrows();
                    if (insertUserAccountProfitLossRecordList != null && insertUserAccountProfitLossRecordList.Count() > 0)
                        fsql.Insert(insertUserAccountProfitLossRecordList).ExecuteAffrows();
                    if (updateUserList != null && updateUserList.Count() > 0)
                        foreach (var u in updateUserList)
                            u.ExecuteAffrows();
                    if (insertStopLossOrderList != null && insertStopLossOrderList.Count() > 0)
                        fsql.Insert(insertStopLossOrderList).ExecuteAffrows();
                });

            }
            catch (Exception ex)
            {
                HandleError(ex, logList, spotOrderPublishInfo.LoggerName, spotOrderPublishInfo.RobotId, spotOrderPublishInfo.OrderId, step);
            }
        }

        /// <summary>
        /// 挂止损单
        /// </summary>
        /// <param name="d21Robot"></param>
        /// <param name="symbolInfo"></param>
        /// <param name="avgTradePrice"></param>
        /// <param name="buyQuantity"></param>
        /// <param name="insertStopLossOrderList"></param>
        /// <param name="logList"></param>
        /// <param name="baseAPIClient"></param>
        /// <param name="isFirstStopLoss"></param>
        private void StopLossOrderPlace(D21PolicyRobotResponse d21Robot,
                                        SymbolInfo symbolInfo,
                                        decimal avgTradePrice,
                                        decimal buyQuantity,
                                        IList<SpotOrder> insertStopLossOrderList,
                                        IList<ExecutionLog> logList,
                                        BaseAPIClient baseAPIClient,
                                        bool isFirstStopLoss)
        {
            var positionStopLossRatio = (isFirstStopLoss ? d21Robot.D21Policy.Level1PositionStopLossRatio : d21Robot.D21Policy.Level2PositionStopLossRatio) / 100;
            var priceStopLossRatio = (isFirstStopLoss ? d21Robot.D21Policy.Level1PriceStopLossRatio : d21Robot.D21Policy.Level2PriceStopLossRatio) / 100;

            var stopPrice = (avgTradePrice - avgTradePrice * priceStopLossRatio).CutDecimal(symbolInfo.PriceAccuracy);
            var stopQuantity = (buyQuantity * positionStopLossRatio).CutDecimal(symbolInfo.SaleQuantityAccuracy);
            var stopLossClientOrderId = CreateClientOrderId(d21Robot.Id, d21Robot.TradePolicy);
            var stopOrderId = baseAPIClient.IsolatedMarginPlaceOrder(d21Robot.Symbol,
                                                                     Enums.TradeDirection.Sell,
                                                                     Enums.OrderType.STOP_LOSS_LIMIT,
                                                                     stopPrice: stopPrice,
                                                                     price: stopPrice,
                                                                     quantity: stopQuantity,
                                                                     newClientOrderId: stopLossClientOrderId);
            var stopLossOrder = new SpotOrder()
            {
                Id = stopOrderId,
                ClientOrderId = stopLossClientOrderId,
                CreateTime = DateTime.Now,
                ExchangeId = d21Robot.ExchangeId,
                LoanAmount = 0M,
                OrderType = Enums.OrderType.STOP_LOSS_LIMIT,
                PolicyType = Enums.TradePolicy.D21,
                RobotId = d21Robot.Id,
                State = Enums.SpotOrderState.Created,
                Symbol = d21Robot.Symbol,
                TradeDirection = Enums.TradeDirection.Sell
            };
            insertStopLossOrderList.Add(stopLossOrder);

            logList.Add(new ExecutionLog()
            {
                Id = idGenerator.NewLong(),
                SourceSingal = Enums.SingalType.订单推送,
                RobotId = d21Robot.Id,
                OrderId = stopOrderId,
                CreateTime = DateTime.Now,
                Content = $"{(isFirstStopLoss ? 1 : 2)}级止损挂单成功,订单号:{stopOrderId},挂单数量:{stopQuantity}"
            });
        }
    }
}