多交叉 借币

Binance.TradeRobot.Business/Business/ExchangeBusiness.cs

@@ -76,7 +76,7 @@ namespace Binance.TradeRobot.Business.Exchange
                                                                              Id = k.Id,
                                                                              AccountId = k.AccountId,
                                                                              APIKey = k.APIKey,
-                                                                             SecretKey = "********",
+                                                                             SecretKey = k.SecretKey,
                                                                              CreateTime = k.CreateTime,
                                                                              RobotId = k.RobotId,
                                                                              RobotSymbol = r.Symbol
@@ -102,6 +102,8 @@ namespace Binance.TradeRobot.Business.Exchange
         {
             try
             {
+                var firstAPIKey = exchangeAccount.ExchangeAPIKeyList.FirstOrDefault();
+                var apiClient = GetBaseAPIClient(exchangeAccount.ExchangeId, exchangeAccount.Id, firstAPIKey.APIKey, firstAPIKey.SecretKey);
                 if (exchangeAccount.BusinessType == Enums.BusinessType.UPrep)
                 {
                     //var result = binanceClient.UsdFuturesApi.Account.GetBalancesAsync().Result;
@@ -116,7 +118,20 @@ namespace Binance.TradeRobot.Business.Exchange
                 }
                 else if (exchangeAccount.BusinessType == Enums.BusinessType.Spot_Margin)
                 {
-
+                    var isolatedMarginAccountAssetList = apiClient.GetIsolatedMarginAccountAssets();
+                    foreach (var apiKey in exchangeAccount.ExchangeAPIKeyList)
+                    {
+                        if (apiKey.RobotId == null)
+                            continue;
+                        var asset = isolatedMarginAccountAssetList.FirstOrDefault(s => s.Symbol == apiKey.RobotSymbol);
+                        if (asset != null)
+                        {
+                            apiKey.BaseAmount = asset.BaseFree;
+                            apiKey.QuoteAmount = asset.QuoteFree;
+                            apiKey.QuoteNetAmount = asset.QuoteNetAsset;
+                            apiKey.QuoteLoanAmount = asset.QuoteBorrowed;
+                        }
+                    }
                 }
             }
             catch (Exception ex)
@@ -125,6 +140,8 @@ namespace Binance.TradeRobot.Business.Exchange
             }
             finally
             {
+                foreach (var apiKey in exchangeAccount.ExchangeAPIKeyList)
+                    apiKey.SecretKey = string.Empty;
                 ewh.Set();
             }
         }

Binance.TradeRobot.Business/Business/RobotBusiness.cs

@@ -83,7 +83,7 @@ namespace Binance.TradeRobot.Business
             fsql.Insert(new Robot()
             {
                 Id = robotId,
-                Symbol = addRobotRequest.Symbol,
+                Symbol = addRobotRequest.Symbol.ToUpper(),
                 TradePolicy = addRobotRequest.TradePolicy,
                 BusinessType = addRobotRequest.TradePolicy.GetBusinessType(),
                 ExchangeId = addRobotRequest.ExchangeId,

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

@@ -124,7 +124,7 @@ namespace Binance.TradeRobot.Business
                     var diffRatio = Math.Round((newestPrice / d21RuningInfo.RecentShortCrossSignalTradePrice.Value - 1) * 100, 2);
                     if (diffRatio > d21Robot.D21Policy.MaxFollowPurchaseRatio)
                     {
-                        throw new BusinessException($"触发限制追高,最近空交叉成交价{d21RuningInfo.RecentShortCrossSignalTradePrice},当前价格{newestPrice},追高比例{d21Robot.D21Policy.MaxFollowPurchaseRatio}%,当前比例{diffRatio}%,终止多交叉信号执行");
+                        throw new BusinessException($"触发追高限制,最近空交叉成交价{d21RuningInfo.RecentShortCrossSignalTradePrice},当前价格{newestPrice},最大追高比例{d21Robot.D21Policy.MaxFollowPurchaseRatio}%,当前追高比例{diffRatio}%,终止多交叉信号执行");
                     }
                 }
                 #endregion
@@ -134,10 +134,65 @@ namespace Binance.TradeRobot.Business
                 var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
                 //逐仓杠杆账户余额
                 var balance = apiClient.GetIsolatedMarginAccountAssets().FirstOrDefault(m => m.Symbol == robot.Symbol)?.QuoteFree ?? 0M;
+                if (balance == 0M)
+                    throw new BusinessException("可用资产为0");
                 #endregion
 
                 #region 计算下单数量
+                step = "计算下单数量";
+                var diffAmount = 0M;  //借币金额
                 var previewTradeAmount = d21Robot.D21Policy.Position; //预估交易额
+                if (balance < previewTradeAmount)
+                {
+                    #region 借币
+                    step = "借币";
+                    diffAmount = previewTradeAmount - balance;
+                    var diffRatio = diffAmount / balance * 100;     //借币比例
+
+                    #region 验证策略中的最大借币比例
+                    if (diffRatio > d21Robot.D21Policy.MaxExchangeLoanRatio)
+                    {
+                        logList.Add(new ExecutionLog()
+                        {
+                            Id = idGenerator.NewLong(),
+                            SourceSingal = Enums.SingalType.多交叉,
+                            RobotId = robot.Id,
+                            CreateTime = DateTime.Now,
+                            Content = $"触发策略中交易所最大借币比例限制,交易所最大借币比例{d21Robot.D21Policy.MaxExchangeLoanRatio}%,当前借币比例{diffRatio}%,按交易所最大借币比例借币"
+                        });
+                        diffAmount = previewTradeAmount * (d21Robot.D21Policy.MaxExchangeLoanRatio / 100M);
+                        //previewTradeAmount = balance + diffAmount; //在策略允许的借币比例范围内的最大下单金额
+                    }
+                    #endregion
+
+                    #region 验证交易所的最大可借额度
+                    try
+                    {
+                        var exchangeMaxLoanAmount = apiClient.QueryMaxLoanAmount(robot.Symbol);
+                        if (exchangeMaxLoanAmount < diffAmount)
+                        { 
+                            
+                        }
+                    }
+                    catch (Exception borrowex)
+                    {
+                        logList.Add(new ExecutionLog()
+                        {
+                            Id = idGenerator.NewLong(),
+                            SourceSingal = Enums.SingalType.多交叉,
+                            RobotId = robot.Id,
+                            CreateTime = DateTime.Now,
+                            Content = $"验证交易所的最大可借额度失败 {borrowex.Message}"
+                        });
+                        previewTradeAmount = balance;  //无法借币,使用余额下单
+                    }
+                    #endregion
+
+                    #endregion
+                }
+                #endregion
+
+                #region 下单
 
                 #endregion
 

Binance.TradeRobot.Model/Binance.TradeRobot.Model.xml

@@ -669,9 +669,24 @@
             逐仓杠杆USDT资产
             </summary>
         </member>
-        <member name="P:Binance.TradeRobot.Model.Dto.ExchangeAPIKeyResponse.SpotMarginUSDT">
+        <member name="P:Binance.TradeRobot.Model.Dto.ExchangeAPIKeyResponse.BaseAmount">
             <summary>
-            逐仓杠杆USDT
+            基础币金额(标的数量)
+            </summary>
+        </member>
+        <member name="P:Binance.TradeRobot.Model.Dto.ExchangeAPIKeyResponse.QuoteAmount">
+            <summary>
+            报价币金额(USDT)(可转资金)
+            </summary>
+        </member>
+        <member name="P:Binance.TradeRobot.Model.Dto.ExchangeAPIKeyResponse.QuoteLoanAmount">
+            <summary>
+            报价币借款金额(USDT)
+            </summary>
+        </member>
+        <member name="P:Binance.TradeRobot.Model.Dto.ExchangeAPIKeyResponse.QuoteNetAmount">
+            <summary>
+            报价币净资产(USDT)(不含借款)
             </summary>
         </member>
         <member name="P:Binance.TradeRobot.Model.Dto.ExchangeAPIKeyResponse.RobotSymbol">

Binance.TradeRobot.Model/Dto/Response/Exchange/ExchangeAPIKeyResponse.cs

@@ -3,9 +3,24 @@
     public class ExchangeAPIKeyResponse : Db.ExchangeAPIKey
     {
         /// <summary>
-        /// 逐仓杠杆USDT
+        /// 基础币金额(标的数量)
         /// </summary>
-        public decimal SpotMarginUSDT { get; set; }
+        public decimal BaseAmount { get; set; }
+
+        /// <summary>
+        /// 报价币金额(USDT)(可转资金)
+        /// </summary>
+        public decimal QuoteAmount { get; set; }
+
+        /// <summary>
+        /// 报价币借款金额(USDT)
+        /// </summary>
+        public decimal QuoteLoanAmount { get; set; }
+
+        /// <summary>
+        /// 报价币净资产(USDT)(不含借款)
+        /// </summary>
+        public decimal QuoteNetAmount { get; set; }
 
         /// <summary>
         /// 关联机器人的交易对

SDKAdapter/APIClient/BaseAPIClient.cs

@@ -34,5 +34,16 @@ namespace SDKAdapter.APIClient
         {
             throw new NotImplementedException();
         }
+
+        /// <summary>
+        /// 查询最大借币额度(USDT)
+        /// </summary>
+        /// <param name="symbol"></param>
+        /// <returns></returns>
+        /// <exception cref="NotImplementedException"></exception>
+        public virtual decimal QueryMaxLoanAmount(string symbol)
+        {
+            throw new NotImplementedException();
+        }
     }
 }

SDKAdapter/APIClient/BinanceAPIClient.cs

@@ -56,5 +56,13 @@ namespace SDKAdapter.APIClient
                 QuoteNetAsset = asset.QuoteAsset.NetAsset
             }).ToList();
         }
+
+        public override decimal QueryMaxLoanAmount(string symbol)
+        {
+            var r = binanceClient.SpotApi.Account.GetMarginMaxBorrowAmountAsync("USDT", symbol).Result;
+            if (!r.Success)
+                throw new Exception($"查询最大借币额度失败 {r.Error?.Message}");
+            return r.Data.Quantity;
+        }
     }
 }

SDKTestConsole/Program.cs

@@ -14,11 +14,13 @@ namespace SDKTestConsole
         {
             var apiKey = "NnLXgcdUAZ8FAye4Qge3zrrdg5o7ufoWbgtYsKzgfIXz0OMz27G1Kx4SykMzw7YS";
             var secret = "lpJ3t50osPx6lEUerVFMdoKsZ6uHPc769OFPGtfhcoPANpv97CEcvR3pz3Bezhhv";
+            var client = BaseAPIClient.Create(Enums.Exchange.Binance, 0, apiKey, secret);
+            //逐仓杠杆账户资产
+            //var marginList = client.GetIsolatedMarginAccountAssets();
+            //var s = JsonConvert.SerializeObject(marginList);
 
-            var marginList = BaseAPIClient.Create(Enums.Exchange.Binance, 0, apiKey, secret).GetIsolatedMarginAccountAssets();
-
-            var s = JsonConvert.SerializeObject(marginList);
-            Console.WriteLine(s);
+            var maxLoan = client.QueryMaxLoanAmount("ETHUSDT");
+            Console.WriteLine(maxLoan);
             Console.ReadKey();
         }
     }