14 changed files with 265 additions and 140 deletions
@ -0,0 +1,20 @@ |
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using Microsoft.Extensions.Caching.Memory; |
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using SDKAdapter.Model; |
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using System; |
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using Yitter.IdGenerator; |
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namespace Binance.TradeRobot.Business |
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{ |
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public class BaseSpotOrderPublishTradeBusiness : BaseBusiness |
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{ |
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public BaseSpotOrderPublishTradeBusiness(IFreeSql fsql, |
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NLogManager logManager, |
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IIdGenerator idGenerator, |
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IMemoryCache memoryCache) : base(fsql, logManager, idGenerator, memoryCache) { } |
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public virtual void OnSpotOrderPublish(SpotOrderTradePublishInfo spotOrderTradePublishInfo) |
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{ |
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throw new NotImplementedException(); |
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} |
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} |
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} |
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@ -0,0 +1,10 @@ |
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using System; |
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using System.Collections.Generic; |
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using System.Text; |
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namespace Binance.TradeRobot.Business.Business.OrderPublishBusiness.Spot |
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{ |
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internal class D21OrderPublishTradeBusiness |
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{ |
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} |
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} |
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@ -0,0 +1,183 @@ |
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using Binance.Net.Clients; |
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using Binance.Net.Objects; |
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using Binance.TradeRobot.Model.Base; |
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using CryptoExchange.Net.Authentication; |
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using Newtonsoft.Json; |
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using SDKAdapter.Model; |
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using System; |
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using System.Collections.Generic; |
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using System.Text; |
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using System.Text.RegularExpressions; |
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using System.Threading; |
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namespace SDKAdapter.WebSockets.Order.Spot |
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{ |
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public class BinanceSpotOrderWebSocketClient : SpotOrderWebSocketClient |
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{ |
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private BinanceSocketClient binanceSocketClient; |
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private BinanceClient binanceClient; |
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private CancellationTokenSource cancellationTokenSource; |
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private string listenKey; |
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private IList<Binance.Net.Enums.OrderStatus> ignoreOrderStateList; |
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public BinanceSpotOrderWebSocketClient(Enums.BusinessType businessType, |
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long accountId, |
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string apiKey, |
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string secret, |
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NLog.ILogger logger, |
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Action<SpotOrderTradePublishInfo> onOrderUpdated) : base(businessType, |
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accountId, |
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apiKey, |
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secret, |
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logger, |
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onOrderUpdated) |
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{ |
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var spotClientOption = new BinanceApiClientOptions() |
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{ |
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BaseAddress = "https://api.binance.com", |
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ApiCredentials = new ApiCredentials(apiKey, secret) |
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}; |
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//var usdFuturesClientOption = new BinanceApiClientOptions()
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//{
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// BaseAddress = "https://fapi.binance.com",
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// ApiCredentials = new ApiCredentials(apiKey, secret)
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//};
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binanceClient = new BinanceClient(new BinanceClientOptions() |
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{ |
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//UsdFuturesApiOptions = usdFuturesClientOption,
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SpotApiOptions = spotClientOption |
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}); |
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binanceSocketClient = new BinanceSocketClient(); |
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listenKey = string.Empty; |
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ignoreOrderStateList = new List<Binance.Net.Enums.OrderStatus>() |
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{ |
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Binance.Net.Enums.OrderStatus.New, |
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Binance.Net.Enums.OrderStatus.PendingCancel, |
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Binance.Net.Enums.OrderStatus.Insurance, |
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Binance.Net.Enums.OrderStatus.Adl |
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}; |
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} |
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public override void Start(string symbol = "") |
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{ |
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if (IsConnected) |
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return; |
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IsConnected = true; |
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cancellationTokenSource = new CancellationTokenSource(); |
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var getListenKeyResponse = binanceClient.SpotApi.Account.StartIsolatedMarginUserStreamAsync(symbol).Result; |
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if (!getListenKeyResponse.Success) |
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throw new Exception(getListenKeyResponse.Error?.Message ?? ""); |
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listenKey = getListenKeyResponse.Data; |
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_ = binanceSocketClient.SpotStreams.SubscribeToUserDataUpdatesAsync(listenKey, |
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(e) => |
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{ |
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try |
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{ |
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var originData = new StringBuilder(); |
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var isStop = false; |
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if (ignoreOrderStateList.Contains(e.Data.Status)) |
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{ |
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originData.Append($"不支持的订单状态{e.Data.Status}"); |
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isStop = true; |
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} |
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else if (string.IsNullOrEmpty(e.Data.ClientOrderId)) |
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{ |
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originData.Append($"缺少ClientOrderId"); |
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isStop = true; |
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} |
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long? robotId = null; |
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Enums.TradePolicy? tradePolicy = null; |
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if (!isStop) |
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{ |
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var match = Regex.Match(e.Data.ClientOrderId, @"^([a-z0-9]{5})_(\d{15,})_(\d{1,2})$"); |
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if (!match.Success) |
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{ |
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originData.Append($"非机器人交易的ClientOrderId"); |
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isStop = true; |
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} |
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else |
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{ |
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robotId = long.Parse(match.Groups[2].Value); |
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tradePolicy = (Enums.TradePolicy)int.Parse(match.Groups[3].Value); |
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} |
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} |
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originData.Append($" {JsonConvert.SerializeObject(e.Data)}"); |
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logger.Info(originData); |
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if (isStop) |
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return; |
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var orderState = Enums.SpotOrderState.Unknow; |
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switch (e.Data.Status) |
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{ |
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case Binance.Net.Enums.OrderStatus.PartiallyFilled: |
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case Binance.Net.Enums.OrderStatus.Filled: |
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case Binance.Net.Enums.OrderStatus.Canceled: |
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orderState = (Enums.SpotOrderState)(int)e.Data.Status; |
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break; |
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case Binance.Net.Enums.OrderStatus.Rejected: |
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orderState = Enums.SpotOrderState.Rejected; |
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break; |
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case Binance.Net.Enums.OrderStatus.Expired: |
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orderState = Enums.SpotOrderState.Expired; |
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break; |
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} |
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OnOrderUpdated?.Invoke(new SpotOrderTradePublishInfo() |
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{ |
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OrderId = e.Data.Id, |
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RobotId = robotId.Value, |
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TradePolicy = tradePolicy.Value, |
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Symbol = e.Data.Symbol, |
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AccountId = this.AccountId, |
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OrderType = (Enums.OrderType)(int)e.Data.Type, |
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SpotOrderState = orderState, |
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TradeDirection = (Enums.TradeDirection)(int)e.Data.Side, |
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ClientOrderId = e.Data.ClientOrderId, |
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CummulativeTradeAmount = e.Data.QuoteQuantityFilled, |
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CummulativeTradeQuantity = e.Data.QuantityFilled, |
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Exchange = Enums.Exchange.Binance, |
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Fee = e.Data.Fee, |
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FeeUnit = e.Data.FeeAsset, |
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LastTradeAmount = e.Data.LastQuoteQuantity, |
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LastTradePrice = e.Data.LastPriceFilled, |
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LastTradeQuantity = e.Data.LastQuantityFilled, |
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LastTradeTime = e.Data.UpdateTime, |
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CreateTime = e.Data.CreateTime |
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}); |
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} |
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catch (Exception ex) |
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{ |
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logger.Error(ex); |
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} |
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}, |
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(e) => |
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{ |
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}, |
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(e) => |
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{ |
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}, |
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(e) => |
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{ |
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}, |
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cancellationTokenSource.Token); |
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} |
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public override void Stop(string symbol = "") |
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{ |
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if (!IsConnected) |
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return; |
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IsConnected = false; |
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cancellationTokenSource.Cancel(); |
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binanceSocketClient.SpotStreams.Dispose(); |
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cancellationTokenSource = null; |
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_ = binanceClient.SpotApi.Account.CloseIsolatedMarginUserStreamAsync(symbol, listenKey).Result; |
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listenKey = string.Empty; |
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} |
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} |
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} |
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@ -1,112 +0,0 @@ |
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using Binance.Net.Clients; |
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using Binance.Net.Objects; |
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using Binance.TradeRobot.Model.Base; |
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using CryptoExchange.Net.Authentication; |
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using Newtonsoft.Json; |
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using System; |
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using System.Collections.Generic; |
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using System.Threading; |
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namespace SDKAdapter.WebSockets.Order.SpotOrder |
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{ |
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public class BinanceSpotOrderWebSocketClient : SpotOrderWebSocketClient |
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{ |
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private BinanceSocketClient binanceSocketClient; |
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private BinanceClient binanceClient; |
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private CancellationTokenSource cancellationTokenSource; |
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private string listenKey; |
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private IList<Binance.Net.Enums.OrderStatus> unSupportStateList; |
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public BinanceSpotOrderWebSocketClient(Enums.BusinessType businessType, long accountId, string apiKey, string secret, NLog.ILogger logger) |
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: base(businessType, accountId, apiKey, secret, logger) |
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{ |
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var spotClientOption = new BinanceApiClientOptions() |
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{ |
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BaseAddress = "https://api.binance.com", |
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ApiCredentials = new ApiCredentials(apiKey, secret) |
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}; |
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//var usdFuturesClientOption = new BinanceApiClientOptions()
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//{
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// BaseAddress = "https://fapi.binance.com",
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// ApiCredentials = new ApiCredentials(apiKey, secret)
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//};
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binanceClient = new BinanceClient(new BinanceClientOptions() |
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{ |
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//UsdFuturesApiOptions = usdFuturesClientOption,
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SpotApiOptions = spotClientOption |
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}); |
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binanceSocketClient = new BinanceSocketClient(); |
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listenKey = string.Empty; |
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unSupportStateList = new List<Binance.Net.Enums.OrderStatus>() |
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{ |
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Binance.Net.Enums.OrderStatus.PendingCancel, |
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Binance.Net.Enums.OrderStatus.Insurance, |
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Binance.Net.Enums.OrderStatus.Adl |
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}; |
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} |
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public override void Start(string symbol = "") |
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{ |
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if (IsConnected) |
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return; |
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IsConnected = true; |
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cancellationTokenSource = new CancellationTokenSource(); |
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var getListenKeyResponse = binanceClient.SpotApi.Account.StartIsolatedMarginUserStreamAsync(symbol).Result; |
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if (!getListenKeyResponse.Success) |
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throw new Exception(getListenKeyResponse.Error?.Message ?? ""); |
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listenKey = getListenKeyResponse.Data; |
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binanceSocketClient.SpotStreams.SubscribeToUserDataUpdatesAsync(listenKey, |
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(e) => |
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{ |
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logger.Info(JsonConvert.SerializeObject(e.Data)); |
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if (unSupportStateList.Contains(e.Data.Status)) |
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return; |
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OnOrderUpdated?.Invoke(new Model.SpotOrderTradePublishInfo() |
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{ |
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OrderId = e.Data.Id, |
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Symbol = e.Data.Symbol, |
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AccountId = this.AccountId, |
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OrderType = (Enums.OrderType)(int)e.Data.Type, |
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SpotOrderState = (Enums.SpotOrderState)(int)e.Data.Status, |
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TradeDirection = (Enums.TradeDirection)(int)e.Data.Side, |
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ClientOrderId = e.Data.ClientOrderId, |
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CummulativeTradeAmount = e.Data.QuoteQuantityFilled, |
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CummulativeTradeQuantity = e.Data.QuantityFilled, |
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Exchange = Enums.Exchange.Binance, |
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Fee = e.Data.Fee, |
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FeeUnit = e.Data.FeeAsset, |
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LastTradeAmount = e.Data.LastQuoteQuantity, |
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LastTradePrice = e.Data.LastPriceFilled, |
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LastTradeQuantity = e.Data.LastQuantityFilled, |
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LastTradeTime = e.Data.UpdateTime, |
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CreateTime = e.Data.CreateTime |
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}); |
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}, |
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(e) => |
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{ |
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}, |
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(e) => |
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{ |
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}, |
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(e) => |
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{ |
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}, |
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cancellationTokenSource.Token); |
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} |
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public override void Stop(string symbol = "") |
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{ |
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if (!IsConnected) |
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return; |
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IsConnected = false; |
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cancellationTokenSource.Cancel(); |
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binanceSocketClient.SpotStreams.Dispose(); |
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cancellationTokenSource = null; |
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_ = binanceClient.SpotApi.Account.CloseIsolatedMarginUserStreamAsync(symbol, listenKey).Result; |
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listenKey = string.Empty; |
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} |
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} |
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} |
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