18 changed files with 409 additions and 17 deletions
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using Binance.TradeRobot.Business; |
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using Binance.TradeRobot.Model.Dto; |
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using Microsoft.AspNetCore.Authentication.JwtBearer; |
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using Microsoft.AspNetCore.Authorization; |
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using Microsoft.AspNetCore.Mvc; |
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namespace Binance.TradeRobot.API.Controllers |
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{ |
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[Authorize(AuthenticationSchemes = JwtBearerDefaults.AuthenticationScheme)] |
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public class RobotController : BaseApiController |
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{ |
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private RobotBusiness robotBusiness; |
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public RobotController(RobotBusiness robotBusiness) |
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{ |
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this.robotBusiness = robotBusiness; |
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} |
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/// <summary>
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/// 创建金字塔策略合约机器人
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/// </summary>
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/// <param name="addPyramidPolicyRobotRequest"></param>
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[HttpPost] |
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public void AddPyramidPolicyRobot([FromBody] AddPyramidPolicyRobotRequest addPyramidPolicyRobotRequest) |
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{ |
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robotBusiness.AddPyramidPolicyRobot(addPyramidPolicyRobotRequest); |
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} |
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} |
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} |
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using Binance.TradeRobot.Business.Extensions; |
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using Binance.TradeRobot.Common.DI; |
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using Binance.TradeRobot.Common.Extensions; |
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using Binance.TradeRobot.Model.Base; |
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using Binance.TradeRobot.Model.Db; |
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using Binance.TradeRobot.Model.Dto; |
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using Microsoft.Extensions.Caching.Memory; |
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using Microsoft.Extensions.DependencyInjection; |
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using System.Data.Common; |
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using Yitter.IdGenerator; |
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namespace Binance.TradeRobot.Business |
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{ |
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[BatchRegistration(ServiceLifetime.Singleton, RegistrationType.Self)] |
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public class RobotBusiness : BaseBusiness |
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{ |
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public RobotBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache) : base(fsql, logManager, idGenerator, memoryCache) |
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{ |
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} |
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/// <summary>
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/// 检查机器人注册条件
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/// </summary>
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/// <param name="addRobotRequest"></param>
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/// <param name="exchangeAPIKey"></param>
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/// <exception cref="BusinessException"></exception>
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private void CheckRobotRegister(AddRobotRequest addRobotRequest, out ExchangeAPIKey exchangeAPIKey) |
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{ |
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exchangeAPIKey = null; |
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if (string.IsNullOrEmpty(addRobotRequest.Symbol) || addRobotRequest.ExchangeAPIKeyId == 0) |
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throw new BusinessException("参数不全"); |
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exchangeAPIKey = fsql.Select<ExchangeAPIKey>(addRobotRequest.ExchangeAPIKeyId).ToOne(); |
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if (exchangeAPIKey == null) |
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throw new BusinessException("选择的APIKey不存在"); |
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if (exchangeAPIKey.RobotId != null) |
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throw new BusinessException("APIKey已被其他机器人使用"); |
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var accountId = exchangeAPIKey.AccountId; |
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if (fsql.Select<ExchangeAccount, ExchangeAPIKey, Robot>().InnerJoin((ea, ek, r) => ea.Id == ek.AccountId) |
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.LeftJoin((ea, ek, r) => ek.RobotId == r.Id) |
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.Where((ea, ek, r) => ea.Id == accountId && |
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r.Symbol == addRobotRequest.Symbol).Any()) |
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throw new BusinessException("同一个交易所账号下只允许存在一个交易对"); |
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} |
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private Robot CreateRobot(AddRobotRequest addRobotRequest) |
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{ |
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return new Robot() |
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{ |
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Id = idGenerator.NewLong(), |
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Symbol = addRobotRequest.Symbol, |
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TradePolicy = addRobotRequest.TradePolicy, |
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BusinessType = addRobotRequest.TradePolicy.GetBusinessType() |
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}; |
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} |
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private RobotAccount CreateRobotAccount(long robotId) |
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{ |
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return new RobotAccount() { Id = idGenerator.NewLong(), RobotId = robotId }; |
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} |
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private void ExecuteAddRobotWithTran(Robot robot, RobotAccount robotAccount, long exchangeAPIKeyId, DbTransaction tran) |
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{ |
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fsql.Insert(robot).WithTransaction(tran).ExecuteAffrows(); |
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fsql.Insert(robotAccount).WithTransaction(tran).ExecuteAffrows(); |
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fsql.Update<ExchangeAPIKey>(exchangeAPIKeyId).WithTransaction(tran).Set(ek => ek.RobotId, robot.Id).ExecuteAffrows(); |
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} |
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/// <summary>
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/// 添加金字塔策略机器人
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/// </summary>
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/// <param name="addPyramidPolicyRobotRequest"></param>
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public void AddPyramidPolicyRobot(AddPyramidPolicyRobotRequest addPyramidPolicyRobotRequest) |
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{ |
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CheckRobotRegister(addPyramidPolicyRobotRequest, out ExchangeAPIKey exchangeAPIKey); |
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var robot = CreateRobot(addPyramidPolicyRobotRequest); |
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var robotAccount = CreateRobotAccount(robot.Id); |
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var pyramidPolicy = addPyramidPolicyRobotRequest.Map<PyramidPolicy>(); |
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pyramidPolicy.Id = idGenerator.NewLong(); |
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pyramidPolicy.RobotId = robot.Id; |
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fsql.Transaction(() => |
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{ |
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var tran = fsql.Ado.TransactionCurrentThread; |
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ExecuteAddRobotWithTran(robot, robotAccount, addPyramidPolicyRobotRequest.ExchangeAPIKeyId, tran); |
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fsql.Insert(pyramidPolicy).ExecuteAffrows(); |
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}); |
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//调整仓位杠杆倍数
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} |
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} |
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} |
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@ -0,0 +1,24 @@ |
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using Binance.TradeRobot.Model.Base; |
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using System.Collections.Generic; |
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namespace Binance.TradeRobot.Business.Extensions |
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{ |
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public static class RobotExtension |
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{ |
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private static IDictionary<Enums.TradePolicy, Enums.BusinessType> BusinessTypeDic = new Dictionary<Enums.TradePolicy, Enums.BusinessType>() |
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{ |
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{Enums.TradePolicy.金字塔, Enums.BusinessType.UPrep }, |
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{ Enums.TradePolicy.动量趋势v2, Enums.BusinessType.Spot_Margin} |
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}; |
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/// <summary>
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/// 获取交易策略对应的业务类型
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/// </summary>
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/// <param name="tradePolicy"></param>
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/// <returns></returns>
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public static Enums.BusinessType GetBusinessType(this Enums.TradePolicy tradePolicy) |
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{ |
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return BusinessTypeDic[tradePolicy]; |
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} |
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} |
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} |
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using FreeSql.DataAnnotations; |
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namespace Binance.TradeRobot.Model.Db |
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{ |
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[Table(DisableSyncStructure = true)] |
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public partial class RobotAccount |
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{ |
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[Column(IsPrimary = true)] |
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public long Id { get; set; } |
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/// <summary>
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/// 平仓次数
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/// </summary>
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public long ClosePositionCount { get; set; } = 0; |
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public long RobotId { get; set; } |
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/// <summary>
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/// 现货/杠杆持仓金额
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/// </summary>
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[Column(DbType = "decimal(18,8)")] |
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public decimal SoptCurrentcyAmount { get; set; } = 0.0M; |
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/// <summary>
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/// 现货/杠杆持仓数量
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/// </summary>
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[Column(DbType = "decimal(18,8)")] |
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public decimal SpotCurrencyQuantity { get; set; } = 0.0M; |
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/// <summary>
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/// 总收益
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/// </summary>
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[Column(DbType = "decimal(18,8)")] |
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public decimal TotalProfit { get; set; } = 0.0M; |
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/// <summary>
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/// 盈利次数
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/// </summary>
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public long WinCount { get; set; } = 0; |
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} |
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} |
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@ -0,0 +1,27 @@ |
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using Binance.TradeRobot.Model.Base; |
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namespace Binance.TradeRobot.Model.Dto |
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{ |
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public class AddPyramidPolicyRobotRequest : AddRobotRequest |
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{ |
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/// <summary>
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/// 信号周期
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/// </summary>
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public Enums.SignalPeriod SignalPeriod { get; set; } |
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/// <summary>
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/// 杠杆倍数
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/// </summary>
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public int Leverage { get; set; } |
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/// <summary>
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/// 仓位
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/// </summary>
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public decimal Position { get; set; } |
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/// <summary>
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/// 金字塔
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/// </summary>
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public int Pyramid { get; set; } |
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} |
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} |
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@ -0,0 +1,17 @@ |
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using Binance.TradeRobot.Model.Base; |
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namespace Binance.TradeRobot.Model.Dto |
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{ |
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public class AddRobotRequest |
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{ |
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/// <summary>
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/// 交易对
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/// </summary>
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public string Symbol { get; set; } |
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public Enums.TradePolicy TradePolicy { get; set; } |
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/// <summary>
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/// 交易所APIKeyId
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/// </summary>
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public long ExchangeAPIKeyId { get; set; } |
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} |
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} |
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