响应多交叉信号，空交叉信号

Binance.TradeRobot.API/Startup.cs

@@ -33,6 +33,7 @@ namespace Binance.TradeRobot.API
             services.AddMemoryCache();
             services.AddSingleton<NLogManager>();
             services.AddSingleton<RestApiService>();
+            services.AddSingleton<TaskSchedulerManager>();
 
             var fsql = new FreeSql.FreeSqlBuilder().UseConnectionString(FreeSql.DataType.MySql, Configuration.GetConnectionString("DB")).Build();
             services.AddSingleton(typeof(IFreeSql), fsql);

Binance.TradeRobot.Business/Business/RobotBusiness.cs

@@ -64,14 +64,21 @@ namespace Binance.TradeRobot.Business
             var robot = GetRobotList(robotId).FirstOrDefault();
             fsql.Update<Robot>(robotId).Set(r => r.State, Enums.RobotState.Stop).ExecuteAffrows();
 
+            //取消监听K线和订单
             var sameRunningCount = GetRobotList(symbol: robot.Symbol, robotState: Enums.RobotState.Runing, exchange: robot.ExchangeId).Count();
             if (sameRunningCount == 0)
-            {
-                //取消监听K线和订单
                 globalContext.UnSubscribeKLine(robot);
-            }
 
-         
+            //取消订单监听
+            var symbolParam = string.Empty;
+            if (robot.ExchangeId == Enums.Exchange.Binance && robot.BusinessType == Enums.BusinessType.IsolateMargin)
+                symbolParam = robot.Symbol;
+            var sameRunningCount2 = GetRobotList(symbol: symbolParam,
+                                                 robotState: Enums.RobotState.Runing,
+                                                 exchange: robot.ExchangeId,
+                                                 accountId: robot.ExchangeAPIKey.AccountId).Count();
+            if (sameRunningCount2 == 0)
+                globalContext.UnSubscribeOrderPublish(robot);
         }
 
         /// <summary>
@@ -156,11 +163,13 @@ namespace Binance.TradeRobot.Business
         /// <param name="symbol"></param>
         /// <param name="robotState"></param>
         /// <param name="exchange"></param>
+        /// <param name="accountId">交易所账号Id</param>
         /// <returns></returns>
         public IList<RobotResponse> GetRobotList(long? robotId = null,
                                                  string symbol = "",
                                                  Enums.RobotState? robotState = null,
-                                                 Enums.Exchange? exchange = null)
+                                                 Enums.Exchange? exchange = null,
+                                                 long? accountId = null)
         {
             var select = fsql.Select<Robot, ExchangeAPIKey>().InnerJoin((r, e) => r.Id == e.RobotId);
             if (robotId != null)
@@ -168,7 +177,8 @@ namespace Binance.TradeRobot.Business
             else
                 select = select.WhereIf(!string.IsNullOrEmpty(symbol), (r, e) => r.Symbol == symbol)
                                .WhereIf(robotState != null, (r, e) => r.State == robotState)
-                               .WhereIf(exchange != null, (r, e) => r.ExchangeId == exchange);
+                               .WhereIf(exchange != null, (r, e) => r.ExchangeId == exchange)
+                               .WhereIf(accountId != null, (r, e) => e.AccountId == accountId);
 
             return select.ToList((r, e) => new Robot()
             {

Binance.TradeRobot.Business/Business/SingalBusiness.cs

@@ -6,6 +6,7 @@ using Microsoft.Extensions.Caching.Memory;
 using Microsoft.Extensions.DependencyInjection;
 using System.Collections.Generic;
 using System.Linq;
+using System.Threading;
 using System.Threading.Tasks;
 using Yitter.IdGenerator;
 
@@ -17,6 +18,7 @@ namespace Binance.TradeRobot.Business
         private RobotBusiness robotBusiness;
         private ExchangeBusiness exchangeBusiness;
         private IEnumerable<ITradeBusiness> tradeBusinessList;
+        private TaskSchedulerManager taskSchedulerManager;
 
         public SingalBusiness(IFreeSql fsql,
                               NLogManager logManager,
@@ -24,21 +26,28 @@ namespace Binance.TradeRobot.Business
                               IMemoryCache memoryCache,
                               RobotBusiness robotBusiness,
                               ExchangeBusiness exchangeBusiness,
-                              IEnumerable<ITradeBusiness> tradeBusinessList) : base(fsql, logManager, idGenerator, memoryCache)
+                              IEnumerable<ITradeBusiness> tradeBusinessList,
+                              TaskSchedulerManager taskSchedulerManager) : base(fsql, logManager, idGenerator, memoryCache)
         {
             this.robotBusiness = robotBusiness;
             this.exchangeBusiness = exchangeBusiness;
             this.tradeBusinessList = tradeBusinessList;
+            this.taskSchedulerManager = taskSchedulerManager;
         }
 
         public void D21Singal(D21SingalRequest d21SingalRequest)
         {
             //logManager.GetLogger("D21").Info(JsonConvert.SerializeObject(d21SingalRequest));
-            var robotList = robotBusiness.GetD21PolicyRobotList(Enums.RobotState.Runing, d21SingalRequest.KLinePeriodic, d21SingalRequest.Symbol, false, true);
+            var robotList = robotBusiness.GetD21PolicyRobotList(Enums.RobotState.Runing, 
+                                                                d21SingalRequest.KLinePeriodic, 
+                                                                d21SingalRequest.Symbol, 
+                                                                false, 
+                                                                true);
             if (robotList == null || robotList.Count() == 0)
                 throw new BusinessException("未找到符合条件的机器人");
 
-            var symbolInfo = exchangeBusiness.GetSymbol(robotList[0].ExchangeId, robotList[0].Symbol);
+            var symbolInfo = exchangeBusiness.GetSymbol(robotList[0].ExchangeId, 
+                                                        robotList[0].Symbol);
             if (symbolInfo == null)
                 throw new BusinessException($"未找到交易对{robotList[0].Symbol}({robotList[0].ExchangeId})");
             var d21TradeBusiness = tradeBusinessList.FirstOrDefault(t => t.TradePolicy == Enums.TradePolicy.D21);
@@ -49,13 +58,22 @@ namespace Binance.TradeRobot.Business
                 {
                     case Enums.SingalType.小趋势看空:
                     case Enums.SingalType.小趋势看多:
-                        Task.Factory.StartNew(() => d21TradeBusiness.TrendChanged(d21SingalRequest, robot, symbolInfo));
+                        Task.Factory.StartNew(() => d21TradeBusiness.TrendChanged(d21SingalRequest, robot, symbolInfo),
+                                                    CancellationToken.None,
+                                                    TaskCreationOptions.LongRunning,
+                                                    taskSchedulerManager.SingalTaskScheduler);
                         break;
                     case Enums.SingalType.多交叉:
-
+                        Task.Factory.StartNew(() => d21TradeBusiness.LongCross(d21SingalRequest, robot, false, symbolInfo),
+                                                    CancellationToken.None,
+                                                    TaskCreationOptions.LongRunning,
+                                                    taskSchedulerManager.SingalTaskScheduler);
                         break;
                     case Enums.SingalType.空交叉:
-
+                        Task.Factory.StartNew(() => d21TradeBusiness.ShortCross(d21SingalRequest, robot, false, symbolInfo),
+                                                    CancellationToken.None,
+                                                    TaskCreationOptions.LongRunning,
+                                                    taskSchedulerManager.SingalTaskScheduler);
                         break;
                 }
             }

Binance.TradeRobot.Business/Business/TradeBusiness/BaseTradeBusiness.cs

@@ -40,5 +40,12 @@ namespace Binance.TradeRobot.Business
             logManager.GetLogger(robot.ExecuteKey).Error(ex, errorMsg);
             dingBusiness.Send($"{errorMsg} {ex.Message}");
         }
+
+        protected string CreateClientOrderId(long robotId)
+        {
+            var guid = Guid.NewGuid();
+            var random = new Random(guid.GetHashCode());
+            return $"{Convert.ToChar(random.Next(97, 123))}{guid.ToString().Substring(0, 4)}_{robotId}";
+        }
     }
 }

Binance.TradeRobot.Business/Business/TradeBusiness/D21TradeBusiness.cs

@@ -1,16 +1,15 @@
 using Binance.TradeRobot.Business.Extensions;
 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 Binance.TradeRobot.Model.RuningInfo;
 using Microsoft.Extensions.Caching.Memory;
 using Microsoft.Extensions.DependencyInjection;
-using Newtonsoft.Json;
 using System;
 using System.Collections.Generic;
 using System.Linq;
-using System.Text;
 using System.Threading;
 using Yitter.IdGenerator;
 
@@ -57,7 +56,7 @@ namespace Binance.TradeRobot.Business
             logList.Add(new ExecutionLog()
             {
                 Id = idGenerator.NewLong(),
-                SourceSingal = Enums.SingalType.多交叉,
+                SourceSingal = singalRequest.SingalType,
                 RobotId = robot.Id,
                 CreateTime = DateTime.Now,
                 Content = $"收到信号{singalRequest.SingalType}{(isRemedy ? "(补救)" : string.Empty)}"
@@ -210,10 +209,12 @@ namespace Binance.TradeRobot.Business
 
                 #region 下单
                 step = "下单";
+                var clientOrderId = CreateClientOrderId(robot.Id);
                 var orderId = apiClient.IsolatedMarginPlaceOrder(robot.Symbol,
                                                                  Enums.TradeDirection.Buy,
                                                                  Enums.OrderType.MARKET,
-                                                                 quoteAmount: previewTradeAmount);
+                                                                 quoteAmount: previewTradeAmount,
+                                                                 newClientOrderId: clientOrderId);
                 var buyOrder = new SpotOrder()
                 {
                     Id = orderId,
@@ -228,6 +229,14 @@ namespace Binance.TradeRobot.Business
                     TradeDirection = Enums.TradeDirection.Buy
                 };
 
+                logList.Add(new ExecutionLog()
+                {
+                    Id = idGenerator.NewLong(),
+                    SourceSingal = singalRequest.SingalType,
+                    RobotId = robot.Id,
+                    CreateTime = DateTime.Now,
+                    Content = $"市价买单挂单成功,orderId:{orderId}"
+                });
                 fsql.Transaction(() =>
                 {
                     fsql.Insert(logList).ExecuteAffrows();
@@ -241,24 +250,113 @@ namespace Binance.TradeRobot.Business
             catch (Exception ex)
             {
                 HandleError(ex, singalRequest.SingalType, logList, robot, step);
-                //logList.Add(new ExecutionLog()
-                //{
-                //    Id = idGenerator.NewLong(),
-                //    SourceSingal = Enums.SingalType.多交叉,
-                //    RobotId = robot.Id,
-                //    CreateTime = DateTime.Now,
-                //    Content = ex.Message
-                //});
-                //try { fsql.Insert(logList).ExecuteAffrows(); } catch { }
-                //var errorMsg = $"交易警报,{singalRequest.SingalType},{robot.ExecuteLogKey},{robot.Id},{step}";
-                //logManager.GetLogger(robot.ExecuteLogKey).Error(ex, errorMsg);
-                //dingBusiness.Send($"{errorMsg} {ex.Message}");
             }
         }
 
         public void ShortCross<T, T1>(T singalRequest, T1 robot, bool isRemedy, SymbolInfoResponse symbolInfo) where T : BaseSingalRequest where T1 : RobotResponse
         {
+            string step = string.Empty;
+            var logList = new List<ExecutionLog>();
+            logList.Add(new ExecutionLog()
+            {
+                Id = idGenerator.NewLong(),
+                SourceSingal = singalRequest.SingalType,
+                RobotId = robot.Id,
+                CreateTime = DateTime.Now,
+                Content = $"收到信号{singalRequest.SingalType}{(isRemedy ? "(补救)" : string.Empty)}"
+            });
+
+            try
+            {
+                var d21RuningInfo = RedisHelper.Get<D21RuningInfo>(robot.Id.ToString()) ?? new D21RuningInfo() { RobotId = robot.Id };
+
+                #region 验证信号
+                step = "验证信号";
+                if (!isRemedy)
+                {
+                    if (d21RuningInfo.ErrorCrossSingal != null)
+                    {
+                        d21RuningInfo.ErrorCrossSingal = null;
+                        d21RuningInfo.ErrorCrossSingalTime = 0;
+                        RedisHelper.Set(robot.Id.ToString(), d21RuningInfo);
+                        throw new BusinessException("前一个信号错误,终止空交叉信号执行");
+                    }
+
+                    if (d21RuningInfo.RecentSmallTrendSingal == null)
+                        throw new BusinessException("缺少小趋势,终止空交叉信号执行");
+
+                    if (d21RuningInfo.RecentSmallTrendSingal == Enums.SingalType.小趋势看多)
+                    {
+                        var errorTimeStamp = DateTime.Now.GetKID(singalRequest.KLinePeriodic, false);
+                        Thread.Sleep(5000); //防止空交叉和小趋势看空同时接收造成误判
+                        d21RuningInfo = RedisHelper.Get<D21RuningInfo>(robot.Id.ToString()) ?? new D21RuningInfo() { RobotId = robot.Id };
+                        if (d21RuningInfo.RecentSmallTrendSingal == Enums.SingalType.小趋势看多)
+                        {
+                            d21RuningInfo.ErrorCrossSingal = singalRequest.SingalType;
+                            d21RuningInfo.ErrorCrossSingalTime = errorTimeStamp;
+                            RedisHelper.Set(robot.Id.ToString(), d21RuningInfo);
+                            throw new BusinessException("小趋势看多,终止空交叉信号执行");
+                        }
+                    }
+                }
+                #endregion
 
+                #region 验证卖币数量
+                step = "验证卖币数量";
+                var saleQuantity = robot.RobotAccount.SpotCurrencyQuantity.CutDecimal(symbolInfo.SaleQuantityAccuracy);
+                if (saleQuantity == 0M)
+                    throw new BusinessException("没有足够的卖币数量");
+                #endregion
+
+                #region 下单
+                step = "下单";
+                var newestPrice = globalContext.GetSpotNewestPrice(robot.KLineKey) ?? singalRequest.ClosePrice;
+                var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
+
+                var clientOrderId = CreateClientOrderId(robot.Id);
+                var orderId = apiClient.IsolatedMarginPlaceOrder(robot.Symbol,
+                                                                 Enums.TradeDirection.Sell,
+                                                                 Enums.OrderType.MARKET,
+                                                                 quantity: saleQuantity,
+                                                                 newClientOrderId: clientOrderId);
+
+                var sellOrder = new SpotOrder()
+                {
+                    Id = orderId,
+                    CreateTime = DateTime.Now,
+                    ExchangeId = robot.ExchangeId,
+                    OrderType = Enums.OrderType.MARKET,
+                    PolicyType = Enums.TradePolicy.D21,
+                    RobotId = robot.Id,
+                    State = Enums.SpotOrderState.Created,
+                    Symbol = robot.Symbol,
+                    TradeDirection = Enums.TradeDirection.Sell
+                };
+
+                logList.Add(new ExecutionLog()
+                {
+                    Id = idGenerator.NewLong(),
+                    SourceSingal = singalRequest.SingalType,
+                    RobotId = robot.Id,
+                    CreateTime = DateTime.Now,
+                    Content = $"市价卖单挂单成功,orderId:{orderId}"
+                });
+                fsql.Transaction(() =>
+                {
+                    fsql.Insert(logList).ExecuteAffrows();
+                    fsql.Insert(sellOrder).ExecuteAffrows();
+                });
+                #endregion
+
+                #region 更新空交叉卖出成功时的成交价
+                d21RuningInfo.RecentShortCrossSignalTradePrice = newestPrice;
+                RedisHelper.Set(robot.Id.ToString(), d21RuningInfo);
+                #endregion
+            }
+            catch (Exception ex)
+            {
+                HandleError(ex, singalRequest.SingalType, logList, robot, step);
+            }
         }
     }
 }

Binance.TradeRobot.Business/TaskSchedulerManager.cs

@@ -0,0 +1,17 @@
+using Binance.TradeRobot.Common.Tasks;
+
+namespace Binance.TradeRobot.Business
+{
+    public class TaskSchedulerManager
+    {
+        public LimitedConcurrencyLevelTaskScheduler SingalTaskScheduler { get; private set; }
+
+        public LimitedConcurrencyLevelTaskScheduler OrderPublishTaskScheduler { get; private set; }
+
+        public TaskSchedulerManager()
+        {
+            SingalTaskScheduler = new LimitedConcurrencyLevelTaskScheduler(10);
+            OrderPublishTaskScheduler = new LimitedConcurrencyLevelTaskScheduler(10);
+        }
+    }
+}

Binance.TradeRobot.Model/Dto/Response/Robot/RobotResponse.cs

@@ -28,20 +28,15 @@ namespace Binance.TradeRobot.Model.Dto
 
         /// <summary>
         /// 订单推送监听实例Key
+        /// <para>币安逐仓杠杆需要单独的运行实例</para>
         /// </summary>
         public virtual string OrderPublishListenKey
         {
             get
             {
-                string key = string.Empty;
-                if (ExchangeId == Enums.Exchange.Binance)
-                {
-                    if (BusinessType == Enums.BusinessType.IsolateMargin)
-                        key = $"{BusinessType}-{ExchangeAPIKey.AccountId}-{Symbol}";  //币安逐仓杠杆，同一个账户内的每个交易对需要区分websocket实例
-                    else
-                        key = $"{BusinessType}-{ExchangeAPIKey.AccountId}";           //币安现货,币安合约,同一个账户内不区分websocket实例
-                }
-
+                string key = $"{BusinessType}-{ExchangeAPIKey.AccountId}";           //币安现货,币安合约,同一个账户内不区分websocket实例
+                if (ExchangeId == Enums.Exchange.Binance && BusinessType == Enums.BusinessType.IsolateMargin)
+                    key = $"{BusinessType}-{ExchangeAPIKey.AccountId}-{Symbol}";     //币安逐仓杠杆，同一个账户内的每个交易对需要区分websocket实例
                 return $"OrderPublish(Origin)-{ExchangeId}-{key}";
             }
         }