diff --git a/Binance.TradeRobot.API/Binance.TradeRobot.API.xml b/Binance.TradeRobot.API/Binance.TradeRobot.API.xml index d30aeb6..1144f50 100644 --- a/Binance.TradeRobot.API/Binance.TradeRobot.API.xml +++ b/Binance.TradeRobot.API/Binance.TradeRobot.API.xml @@ -33,10 +33,16 @@ - 创建金字塔策略合约机器人 + 创建金字塔策略机器人 + + + 创建动2.1策略机器人 + + + 用户登录 diff --git a/Binance.TradeRobot.API/Controllers/RobotController.cs b/Binance.TradeRobot.API/Controllers/RobotController.cs index 7e51e55..ae9f540 100644 --- a/Binance.TradeRobot.API/Controllers/RobotController.cs +++ b/Binance.TradeRobot.API/Controllers/RobotController.cs @@ -3,6 +3,7 @@ using Binance.TradeRobot.Model.Dto; using Microsoft.AspNetCore.Authentication.JwtBearer; using Microsoft.AspNetCore.Authorization; using Microsoft.AspNetCore.Mvc; +using System.Collections.Generic; namespace Binance.TradeRobot.API.Controllers { @@ -17,7 +18,7 @@ namespace Binance.TradeRobot.API.Controllers } /// - /// 创建金字塔策略合约机器人 + /// 创建金字塔策略机器人 /// /// [HttpPost] @@ -25,5 +26,24 @@ namespace Binance.TradeRobot.API.Controllers { robotBusiness.AddPyramidPolicyRobot(addPyramidPolicyRobotRequest); } + + /// + /// 创建动2.1策略机器人 + /// + /// + public void AddD21PolicyRobot([FromBody] AddD21PolicyRobotRequest addD21PolicyRobotRequest) + { + robotBusiness.AddD21PolicyRobot(addD21PolicyRobotRequest); + } + + /// + /// 获取动2.1机器人列表 + /// + /// + [HttpGet] + public IList GetD21PolicyRobotList() + { + return robotBusiness.GetD21PolicyRobotList(); + } } } diff --git a/Binance.TradeRobot.Business/Binance.TradeRobot.Business.xml b/Binance.TradeRobot.Business/Binance.TradeRobot.Business.xml index ea5a435..b6095d5 100644 --- a/Binance.TradeRobot.Business/Binance.TradeRobot.Business.xml +++ b/Binance.TradeRobot.Business/Binance.TradeRobot.Business.xml @@ -26,6 +26,12 @@ + + + 添加动2.1策略机器人 + + + 单向资产变更 diff --git a/Binance.TradeRobot.Business/Business/RobotBusiness.cs b/Binance.TradeRobot.Business/Business/RobotBusiness.cs index b985941..7c3b541 100644 --- a/Binance.TradeRobot.Business/Business/RobotBusiness.cs +++ b/Binance.TradeRobot.Business/Business/RobotBusiness.cs @@ -6,6 +6,7 @@ using Binance.TradeRobot.Model.Db; using Binance.TradeRobot.Model.Dto; using Microsoft.Extensions.Caching.Memory; using Microsoft.Extensions.DependencyInjection; +using System.Collections.Generic; using System.Data.Common; using Yitter.IdGenerator; @@ -44,28 +45,33 @@ namespace Binance.TradeRobot.Business throw new BusinessException("同一个交易所账号下只允许存在一个交易对"); } - private Robot CreateRobot(AddRobotRequest addRobotRequest) + /// + /// 添加机器人和账户 + /// + /// + /// + /// 机器人Id + private long AddRobotWithTran(AddRobotRequest addRobotRequest, DbTransaction tran) { - return new Robot() + var robotId = idGenerator.NewLong(); + fsql.Insert(new Robot() { - Id = idGenerator.NewLong(), + Id = robotId, Symbol = addRobotRequest.Symbol, TradePolicy = addRobotRequest.TradePolicy, BusinessType = addRobotRequest.TradePolicy.GetBusinessType(), ExchangeId = addRobotRequest.ExchangeId, - }; - } + }).WithTransaction(tran).ExecuteAffrows(); - private RobotAccount CreateRobotAccount(long robotId) - { - return new RobotAccount() { Id = idGenerator.NewLong(), RobotId = robotId }; - } + fsql.Insert(new RobotAccount() + { + Id = idGenerator.NewLong(), + RobotId = robotId + }).WithTransaction(tran).ExecuteAffrows(); - private void ExecuteAddRobotWithTran(Robot robot, RobotAccount robotAccount, long exchangeAPIKeyId, DbTransaction tran) - { - fsql.Insert(robot).WithTransaction(tran).ExecuteAffrows(); - fsql.Insert(robotAccount).WithTransaction(tran).ExecuteAffrows(); - fsql.Update(exchangeAPIKeyId).WithTransaction(tran).Set(ek => ek.RobotId, robot.Id).ExecuteAffrows(); + fsql.Update(addRobotRequest.ExchangeAPIKeyId).WithTransaction(tran).Set(ek => ek.RobotId, robotId).ExecuteAffrows(); + + return robotId; } /// @@ -75,20 +81,70 @@ namespace Binance.TradeRobot.Business public void AddPyramidPolicyRobot(AddPyramidPolicyRobotRequest addPyramidPolicyRobotRequest) { CheckRobotRegister(addPyramidPolicyRobotRequest, out ExchangeAPIKey exchangeAPIKey); - var robot = CreateRobot(addPyramidPolicyRobotRequest); - var robotAccount = CreateRobotAccount(robot.Id); var pyramidPolicy = addPyramidPolicyRobotRequest.Map(); pyramidPolicy.Id = idGenerator.NewLong(); - pyramidPolicy.RobotId = robot.Id; fsql.Transaction(() => { var tran = fsql.Ado.TransactionCurrentThread; - ExecuteAddRobotWithTran(robot, robotAccount, addPyramidPolicyRobotRequest.ExchangeAPIKeyId, tran); + pyramidPolicy.RobotId = AddRobotWithTran(addPyramidPolicyRobotRequest, tran); fsql.Insert(pyramidPolicy).ExecuteAffrows(); }); //调整仓位杠杆倍数 + } + + /// + /// 添加动2.1策略机器人 + /// + /// + public void AddD21PolicyRobot(AddD21PolicyRobotRequest addD21PolicyRobotRequest) + { + CheckRobotRegister(addD21PolicyRobotRequest, out _); + var d21Policy = addD21PolicyRobotRequest.Map(); + d21Policy.Id = idGenerator.NewLong(); + fsql.Transaction(() => + { + var tran = fsql.Ado.TransactionCurrentThread; + d21Policy.RobotId = AddRobotWithTran(addD21PolicyRobotRequest, tran); + fsql.Insert(d21Policy).ExecuteAffrows(); + }); + } + + public IList GetD21PolicyRobotList() + { + var robotList = fsql.Select().InnerJoin((r, ra, d) => r.Id == ra.RobotId) + .InnerJoin((r, ra, d) => r.Id == d.RobotId) + .ToList((r, ra, d) => new Robot() + { + Id = r.Id, + BusinessType = r.BusinessType, + ExchangeId = r.ExchangeId, + Symbol = r.Symbol, + State = r.State, + RunningTime = r.RunningTime, + CreateTime = r.CreateTime, + TradePolicy = r.TradePolicy, + + RobotAccountId = ra.Id, + ClosePositionCount = ra.ClosePositionCount, + WinCount = ra.WinCount, + LoanAmount = ra.LoanAmount, + SoptCurrentcyAmount = ra.SoptCurrentcyAmount, + SpotCurrencyQuantity = ra.SpotCurrencyQuantity, + TotalProfit = ra.TotalProfit, + + D21ExecutionMode = d.ExecutionMode, + D21IsEnabledIncreasePurchase = d.IsEnabledIncreasePurchase, + D21IsEnableRemedyForErrorCrossSignal = d.IsEnableRemedyForErrorCrossSignal, + D21MaxFollowPurchaseRatio = d.MaxFollowPurchaseRatio, + D21PeriodicSignal = d.PeriodicSignal, + D21PolicyId = d.Id, + D21Position = d.Position, + D21StopLossRatio = d.StopLossRatio + }).Map>(); + + return robotList; } } } diff --git a/Binance.TradeRobot.Business/Extensions/RobotExtension.cs b/Binance.TradeRobot.Business/Extensions/RobotExtension.cs index af53670..f4ff5fe 100644 --- a/Binance.TradeRobot.Business/Extensions/RobotExtension.cs +++ b/Binance.TradeRobot.Business/Extensions/RobotExtension.cs @@ -8,7 +8,8 @@ namespace Binance.TradeRobot.Business.Extensions private static IDictionary BusinessTypeDic = new Dictionary() { {Enums.TradePolicy.金字塔, Enums.BusinessType.UPrep }, - { Enums.TradePolicy.动量趋势v2, Enums.BusinessType.Spot_Margin} + { Enums.TradePolicy.动量趋势v2, Enums.BusinessType.Spot_Margin}, + { Enums.TradePolicy.动量趋势v21, Enums.BusinessType.Spot_Margin} }; /// diff --git a/Binance.TradeRobot.Model/Base/Enums.cs b/Binance.TradeRobot.Model/Base/Enums.cs index a92006f..40154fc 100644 --- a/Binance.TradeRobot.Model/Base/Enums.cs +++ b/Binance.TradeRobot.Model/Base/Enums.cs @@ -65,36 +65,22 @@ namespace Binance.TradeRobot.Model.Base } /// - /// 交易策略 动量趋势v2=2,金字塔=11 + /// 交易策略 动量趋势v2=0,动量趋势v21=1,金字塔=11 /// public enum TradePolicy { - 动量趋势v2 = 2, - + 动量趋势v2 = 0, + 动量趋势v21 = 1, 金字塔 = 11 } /// - /// 信号周期 1m=0,3m=1,5m=2,15m=3,30m=4,1h=5,2h=6,4h=7,6h=8,8h=9,12h=10,1d=11,3d=12,1w=13,1M=14 + /// 执行模式 Both=0,OnlyBuy=1,OnlySell=2 /// - public enum SignalPeriod + public enum ExecutionMode { - _1m, - _3m, - _5m, - _15m, - _30m, - _1h, - _2h, - _4h, - _6h, - _8h, - _12h, - _1d, - _3d, - _1w, - _1M + Both = 0, OnlyBuy = 1, OnlySell = 2 } #endregion @@ -138,6 +124,28 @@ namespace Binance.TradeRobot.Model.Base { Buy, Sell } + + /// + /// 信号周期 1m=0,3m=1,5m=2,15m=3,30m=4,1h=5,2h=6,4h=7,6h=8,8h=9,12h=10,1d=11,3d=12,1w=13,1M=14 + /// + public enum SignalPeriod + { + _1m, + _3m, + _5m, + _15m, + _30m, + _1h, + _2h, + _4h, + _6h, + _8h, + _12h, + _1d, + _3d, + _1w, + _1M + } #endregion } } diff --git a/Binance.TradeRobot.Model/Base/MappingProfiles.cs b/Binance.TradeRobot.Model/Base/MappingProfiles.cs index b5ea5f2..9ac3a42 100644 --- a/Binance.TradeRobot.Model/Base/MappingProfiles.cs +++ b/Binance.TradeRobot.Model/Base/MappingProfiles.cs @@ -17,6 +17,27 @@ namespace Binance.TradeRobot.Model.Base CreateMap(); CreateMap(); + CreateMap(); + + CreateMap().ForPath(t => t.RobotAccount.Id, opt => opt.MapFrom(f => f.RobotAccountId)) + .ForPath(t => t.RobotAccount.RobotId, opt => opt.MapFrom(f => f.Id)) + .ForPath(t => t.RobotAccount.SoptCurrentcyAmount, opt => opt.MapFrom(f => f.SoptCurrentcyAmount)) + .ForPath(t => t.RobotAccount.SpotCurrencyQuantity, opt => opt.MapFrom(f => f.SpotCurrencyQuantity)) + .ForPath(t => t.RobotAccount.ClosePositionCount, opt => opt.MapFrom(f => f.ClosePositionCount)) + .ForPath(t => t.RobotAccount.LoanAmount, opt => opt.MapFrom(f => f.LoanAmount)) + .ForPath(t => t.RobotAccount.TotalProfit, opt => opt.MapFrom(f => f.TotalProfit)) + .ForPath(t => t.RobotAccount.WinCount, opt => opt.MapFrom(f => f.WinCount)); + CreateMap().IncludeBase() + .ForPath(t => t.D21Policy.Id, opt => opt.MapFrom(f => f.D21PolicyId)) + .ForPath(t => t.D21Policy.RobotId, opt => opt.MapFrom(f => f.Id)) + .ForPath(t => t.D21Policy.Position, opt => opt.MapFrom(f => f.D21Position)) + .ForPath(t => t.D21Policy.IsEnabledIncreasePurchase, opt => opt.MapFrom(f => f.D21IsEnabledIncreasePurchase)) + .ForPath(t => t.D21Policy.IsEnableRemedyForErrorCrossSignal, opt => opt.MapFrom(f => f.D21IsEnableRemedyForErrorCrossSignal)) + .ForPath(t => t.D21Policy.PeriodicSignal, opt => opt.MapFrom(f => f.D21PeriodicSignal)) + .ForPath(t => t.D21Policy.MaxFollowPurchaseRatio, opt => opt.MapFrom(f => f.D21MaxFollowPurchaseRatio)) + .ForPath(t => t.D21Policy.StopLossRatio, opt => opt.MapFrom(f => f.D21StopLossRatio)) + .ForPath(t => t.D21Policy.CreateTime, opt => opt.MapFrom(f => f.D21CreateTime)) + .ForPath(t => t.D21Policy.ExecutionMode, opt => opt.MapFrom(f => f.D21ExecutionMode)); } } } diff --git a/Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml b/Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml index fbb4d82..1b4e917 100644 --- a/Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml +++ b/Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml @@ -59,19 +59,19 @@ U本位合约 - + 机器人状态 Stop=0,Runing=1 - 交易策略 动量趋势v2=2,金字塔=11 + 交易策略 动量趋势v2=0,动量趋势v21=1,金字塔=11 - + - 信号周期 1m=0,3m=1,5m=2,15m=3,30m=4,1h=5,2h=6,4h=7,6h=8,8h=9,12h=10,1d=11,3d=12,1w=13,1M=14 + 执行模式 Both=0,OnlyBuy=1,OnlySell=2 @@ -89,6 +89,26 @@ 芝麻开门 + + + 借币状态 Loading=0 returned=1 + + + + + 订单状态 + + + + + 交易方向 Buy=0,Sell=1 + + + + + 信号周期 1m=0,3m=1,5m=2,15m=3,30m=4,1h=5,2h=6,4h=7,6h=8,8h=9,12h=10,1d=11,3d=12,1w=13,1M=14 + + 业务类型 @@ -109,6 +129,111 @@ 交易所账号Id + + + 交易所Id + + + + + 借币金额 + + + + + 借币利息 + + + + + 交易所Id + + + + + 历史利润 + + + + + 最后交易时间 + + + + + 交易策略 + + + + + 订单利润 + + + + + 成交总额 + + + + + 交易次数 + + + + + 手续费 + + + + + 交易手续费单位 + + + + + 成交均价 + + + + + 交易量 + + + + + 执行模式 + + + + + 是否开启增购 + + + + + 是否开启错误信号补救 + + + + + 最大追高比例 + + + + + 信号周期 + + + + + 仓位 + + + + + 止损比例 + + 杠杆倍数(1-125整数) @@ -224,6 +349,36 @@ 交易策略 + + + 是否开启增购 + + + + + 是否开启错误信号补救 + + + + + 最大追高比例 + + + + + 信号周期 + + + + + 仓位 + + + + + 止损比例 + + 信号周期 diff --git a/Binance.TradeRobot.Model/Db/Policy/Spot/D21Policy.cs b/Binance.TradeRobot.Model/Db/Policy/Spot/D21Policy.cs index a3c4403..61492af 100644 --- a/Binance.TradeRobot.Model/Db/Policy/Spot/D21Policy.cs +++ b/Binance.TradeRobot.Model/Db/Policy/Spot/D21Policy.cs @@ -18,8 +18,8 @@ namespace Binance.TradeRobot.Model.Db /// /// 执行模式 /// - - public int ExecutionMode { get; set; } = 0; + [Column(MapType = typeof(int))] + public Enums.ExecutionMode ExecutionMode { get; set; } = Enums.ExecutionMode.Both; /// /// 是否开启增购 diff --git a/Binance.TradeRobot.Model/Db/Robot/Robot.cs b/Binance.TradeRobot.Model/Db/Robot/Robot.cs index 023481a..737d1e2 100644 --- a/Binance.TradeRobot.Model/Db/Robot/Robot.cs +++ b/Binance.TradeRobot.Model/Db/Robot/Robot.cs @@ -34,6 +34,97 @@ namespace Binance.TradeRobot.Model.Db [Column(MapType = (typeof(int)))] public Enums.Exchange ExchangeId { get; set; } - } + #region RobotAccount Extension + + [Column(IsIgnore = true)] + public long RobotAccountId { get; set; } + + /// + /// 平仓次数 + /// + [Column(IsIgnore = true)] + public long ClosePositionCount { get; set; } = 0; + + /// + /// 现货/杠杆持仓金额 + /// + [Column(IsIgnore = true)] + public decimal SoptCurrentcyAmount { get; set; } = 0.0M; + + /// + /// 现货/杠杆持仓数量 + /// + [Column(IsIgnore = true)] + public decimal SpotCurrencyQuantity { get; set; } = 0.0M; + + /// + /// 总收益 + /// + [Column(IsIgnore = true)] + public decimal TotalProfit { get; set; } = 0.0M; + + /// + /// 盈利次数 + /// + [Column(IsIgnore = true)] + public long WinCount { get; set; } = 0; + + /// + /// 总借币金额 + /// + [Column(IsIgnore = true)] + public decimal LoanAmount { get; set; } = 0.0M; + #endregion + + #region D21Policy Extension + [Column(IsIgnore = true)] + public long D21PolicyId { get; set; } + + /// + /// 执行模式 + /// + [Column(IsIgnore = true)] + public Enums.ExecutionMode D21ExecutionMode { get; set; } = Enums.ExecutionMode.Both; + + /// + /// 是否开启增购 + /// + [Column(IsIgnore = true)] + public bool D21IsEnabledIncreasePurchase { get; set; } = true; + + /// + /// 是否开启错误信号补救 + /// + [Column(IsIgnore = true)] + public bool D21IsEnableRemedyForErrorCrossSignal { get; set; } = true; + + /// + /// 最大追高比例 + /// + [Column(IsIgnore = true)] + public decimal D21MaxFollowPurchaseRatio { get; set; } = 0.0M; + + /// + /// 信号周期 + /// + [Column(IsIgnore = true)] + public Enums.SignalPeriod D21PeriodicSignal { get; set; } + + /// + /// 仓位 + /// + [Column(IsIgnore = true)] + public decimal D21Position { get; set; } = 0.0M; + + /// + /// 止损比例 + /// + [Column(IsIgnore = true)] + public decimal D21StopLossRatio { get; set; } + + [Column(IsIgnore = true)] + public DateTime D21CreateTime { get; set; } + #endregion + } } diff --git a/Binance.TradeRobot.Model/Db/Robot/RobotAccount.cs b/Binance.TradeRobot.Model/Db/Robot/RobotAccount.cs index 7d2538d..5b8b0e3 100644 --- a/Binance.TradeRobot.Model/Db/Robot/RobotAccount.cs +++ b/Binance.TradeRobot.Model/Db/Robot/RobotAccount.cs @@ -46,6 +46,18 @@ namespace Binance.TradeRobot.Model.Db /// [Column(DbType = "decimal(18,8)")] public decimal LoanAmount { get; set; } = 0.0M; + + /// + /// 现货持仓均价 + /// + [Column(IsIgnore = true)] + public decimal SpotCurrencyAcgPrice + { + get + { + return SpotCurrencyQuantity == 0M ? 0M : SoptCurrentcyAmount / SpotCurrencyQuantity; + } + } } } diff --git a/Binance.TradeRobot.Model/Dto/Request/Robot/AddD21PolicyRobotRequest.cs b/Binance.TradeRobot.Model/Dto/Request/Robot/AddD21PolicyRobotRequest.cs new file mode 100644 index 0000000..d0f84e5 --- /dev/null +++ b/Binance.TradeRobot.Model/Dto/Request/Robot/AddD21PolicyRobotRequest.cs @@ -0,0 +1,41 @@ +using Binance.TradeRobot.Model.Base; + +namespace Binance.TradeRobot.Model.Dto +{ + public class AddD21PolicyRobotRequest : AddRobotRequest + { + public Enums.ExecutionMode ExecutionMode { get; set; } = Enums.ExecutionMode.Both; + + /// + /// 是否开启增购 + /// + + public bool IsEnabledIncreasePurchase { get; set; } = true; + + /// + /// 是否开启错误信号补救 + /// + + public bool IsEnableRemedyForErrorCrossSignal { get; set; } = true; + + /// + /// 最大追高比例 + /// + public decimal MaxFollowPurchaseRatio { get; set; } = 0.0M; + + /// + /// 信号周期 + /// + public Enums.SignalPeriod PeriodicSignal { get; set; } + + /// + /// 仓位 + /// + public decimal Position { get; set; } = 0.0M; + + /// + /// 止损比例 + /// + public decimal StopLossRatio { get; set; } + } +} diff --git a/Binance.TradeRobot.Model/Dto/Response/Policy/D21PolicyResponse.cs b/Binance.TradeRobot.Model/Dto/Response/Policy/D21PolicyResponse.cs new file mode 100644 index 0000000..f7e71b3 --- /dev/null +++ b/Binance.TradeRobot.Model/Dto/Response/Policy/D21PolicyResponse.cs @@ -0,0 +1,8 @@ +using Binance.TradeRobot.Model.Db; + +namespace Binance.TradeRobot.Model.Dto +{ + public class D21PolicyResponse : D21Policy + { + } +} diff --git a/Binance.TradeRobot.Model/Dto/Response/Robot/D21PolicyRobotResponse.cs b/Binance.TradeRobot.Model/Dto/Response/Robot/D21PolicyRobotResponse.cs new file mode 100644 index 0000000..667a7a6 --- /dev/null +++ b/Binance.TradeRobot.Model/Dto/Response/Robot/D21PolicyRobotResponse.cs @@ -0,0 +1,7 @@ +namespace Binance.TradeRobot.Model.Dto +{ + public class D21PolicyRobotResponse : RobotResponse + { + public D21PolicyResponse D21Policy { get; set; } + } +} diff --git a/Binance.TradeRobot.Model/Dto/Response/Robot/RobotAccountResponse.cs b/Binance.TradeRobot.Model/Dto/Response/Robot/RobotAccountResponse.cs new file mode 100644 index 0000000..ecb090c --- /dev/null +++ b/Binance.TradeRobot.Model/Dto/Response/Robot/RobotAccountResponse.cs @@ -0,0 +1,8 @@ +using Binance.TradeRobot.Model.Db; + +namespace Binance.TradeRobot.Model.Dto +{ + public class RobotAccountResponse : RobotAccount + { + } +} diff --git a/Binance.TradeRobot.Model/Dto/Response/Robot/RobotResponse.cs b/Binance.TradeRobot.Model/Dto/Response/Robot/RobotResponse.cs new file mode 100644 index 0000000..f432d27 --- /dev/null +++ b/Binance.TradeRobot.Model/Dto/Response/Robot/RobotResponse.cs @@ -0,0 +1,27 @@ +using Binance.TradeRobot.Model.Base; +using System; + +namespace Binance.TradeRobot.Model.Dto +{ + public class RobotResponse + { + public long Id { get; set; } + public DateTime CreateTime { get; set; } + public Enums.TradePolicy TradePolicy { get; set; } + + /// + /// 运行时长(s) + /// + public long RunningTime { get; set; } = 0; + + public Enums.RobotState State { get; set; } + + public string Symbol { get; set; } + + public Enums.BusinessType BusinessType { get; set; } + + public Enums.Exchange ExchangeId { get; set; } + + public RobotAccountResponse RobotAccount { get; set; } + } +}