完善回调

Binance.TradeRobot.Business/Binance.TradeRobot.Business.xml

@@ -12,6 +12,13 @@
             <param name="exchangeId"></param>
             <returns></returns>
         </member>
+        <member name="M:Binance.TradeRobot.Business.BaseSpotOrderPublishBusiness.CheckOrderExists(System.Int64)">
+            <summary>
+            检查订单是否存在
+            </summary>
+            <param name="orderId"></param>
+            <exception cref="T:Binance.TradeRobot.Model.Base.BusinessException">订单不存在异常</exception>
+        </member>
         <member name="M:Binance.TradeRobot.Business.RobotBusiness.CheckRobotRegister(Binance.TradeRobot.Model.Dto.AddRobotRequest,Binance.TradeRobot.Model.Db.ExchangeAPIKey@)">
             <summary>
             检查机器人注册条件

Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/BaseSpotOrderPublishBusiness.cs

@@ -13,16 +13,19 @@ namespace Binance.TradeRobot.Business
     {
         protected DingBusiness dingBusiness;
         protected RobotBusiness robotBusiness;
+        protected UserBusiness userBusiness;
 
         public BaseSpotOrderPublishBusiness(IFreeSql fsql,
                                             NLogManager logManager,
                                             IIdGenerator idGenerator,
                                             IMemoryCache memoryCache,
                                             DingBusiness dingBusiness,
-                                            RobotBusiness robotBusiness) : base(fsql, logManager, idGenerator, memoryCache)
+                                            RobotBusiness robotBusiness,
+                                            UserBusiness userBusiness) : base(fsql, logManager, idGenerator, memoryCache)
         {
             this.dingBusiness = dingBusiness;
             this.robotBusiness = robotBusiness;
+            this.userBusiness = userBusiness;
         }
 
         /// <summary>

Binance.TradeRobot.Business/Business/OrderPublishBusiness/Spot/D21OrderPublishBusiness.cs

@@ -17,7 +17,7 @@ namespace Binance.TradeRobot.Business
     {
         public Enums.TradePolicy TradePolicy => Enums.TradePolicy.D21;
 
-        public D21OrderPublishBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, RobotBusiness robotBusiness) : base(fsql, logManager, idGenerator, memoryCache, dingBusiness, robotBusiness)
+        public D21OrderPublishBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, RobotBusiness robotBusiness, UserBusiness userBusiness) : base(fsql, logManager, idGenerator, memoryCache, dingBusiness, robotBusiness, userBusiness)
         {
 
         }
@@ -26,19 +26,27 @@ namespace Binance.TradeRobot.Business
         public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo)
         {
             //var logger = logManager.GetLogger(spotOrderPublishInfo.LoggerName);
-            var step = "";
+            var step = string.Empty;
             var logList = new List<ExecutionLog>();
             try
             {
+                //step = "检查订单是否入库";
                 CheckOrderExists(spotOrderPublishInfo.OrderId);
 
+                //step = "查询订单所属机器人";
                 var robot = robotBusiness.GetD21PolicyRobotList(spotOrderPublishInfo.RobotId, isLoadRecentTradeProfit: false, isLoadAPIKey: true).FirstOrDefault();
                 if (robot == null)
                     throw new BusinessException($"未找到机器人");
 
                 IUpdate<SpotOrder> updateSpotOrder = fsql.Update<SpotOrder>(spotOrderPublishInfo.OrderId).Set(o => o.State, spotOrderPublishInfo.SpotOrderState);
+                IUpdate<RobotAccount> updateRobotAccount = null;
+                IList<IUpdate<User>> updateUserList = null;
+                List<UserAccountProfitLossRecord> insertUserAccountProfitLossRecordList = null;
 
-                if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected || spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Expired)
+
+                if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected ||
+                    spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Expired ||
+                    spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Canceled)
                 {
                     logList.Add(new ExecutionLog()
                     {
@@ -47,12 +55,14 @@ namespace Binance.TradeRobot.Business
                         OrderId = spotOrderPublishInfo.OrderId,
                         RobotId = spotOrderPublishInfo.RobotId,
                         SourceSingal = Enums.SingalType.订单推送,
-                        Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState}{(spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected ? spotOrderPublishInfo.RejectedReason : "")}"
+                        Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState}{(spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected ? $",拒绝原因:{spotOrderPublishInfo.RejectedReason}" : string.Empty)}"
                     });
                 }
 
                 if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Filled)
                 {
+
+                    var avgTradePrice = spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity; //计算成交均价
                     logList.Add(new ExecutionLog()
                     {
                         Id = idGenerator.NewLong(),
@@ -60,15 +70,107 @@ namespace Binance.TradeRobot.Business
                         OrderId = spotOrderPublishInfo.OrderId,
                         RobotId = spotOrderPublishInfo.RobotId,
                         SourceSingal = Enums.SingalType.订单推送,
-                        Content = $"收到订单推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState},成交额:{spotOrderPublishInfo.LastTradeAmount},成交量:{spotOrderPublishInfo.LastTradeQuantity},成交价:{spotOrderPublishInfo.LastTradePrice},手续费({spotOrderPublishInfo.FeeUnit}):{spotOrderPublishInfo.Fee}"
+                        Content = $"收到订单" +
+                        $"推送,订单号:{spotOrderPublishInfo.OrderId},订单方向:{spotOrderPublishInfo.TradeDirection},订单类型:{spotOrderPublishInfo.OrderType},订单状态:{spotOrderPublishInfo.SpotOrderState},成交额:{spotOrderPublishInfo.LastTradeAmount},成交量:{spotOrderPublishInfo.LastTradeQuantity},成交价:{spotOrderPublishInfo.LastTradePrice},手续费({spotOrderPublishInfo.FeeUnit}):{spotOrderPublishInfo.Fee}"
                     });
+                    //更新交易信息
                     updateSpotOrder = updateSpotOrder.Set(o => o.TradeAmount, spotOrderPublishInfo.CummulativeTradeAmount)
                                                      .Set(o => o.TradeQuantity, spotOrderPublishInfo.CummulativeTradeQuantity)
-                                                     .Set(o => o.TradePrice, spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity)
+                                                     .Set(o => o.TradePrice, avgTradePrice)
                                                      .Set(o => o.TradeFee, spotOrderPublishInfo.Fee)
-                                                     .Set(o => o.TradeFeeUnit, spotOrderPublishInfo.FeeUnit);
+                                                     .Set(o => o.TradeFeeUnit, spotOrderPublishInfo.FeeUnit)
+                                                     .Set(o => o.LastTradeTime, spotOrderPublishInfo.LastTradeTime);
+
+                    if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Buy)
+                    {
+                        var quantity = spotOrderPublishInfo.CummulativeTradeQuantity - spotOrderPublishInfo.Fee; //扣除基础币手续费,得到真实购买数量
+                        updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity + quantity)
+                                                                                             .Set(ra => ra.SpotCurrencyAmount + spotOrderPublishInfo.CummulativeTradeAmount);
+
+                        if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
+                        {
+                            //市价买单完全成交,根据策略挂止损单
+
+                        }
+                    }
+                    else if (spotOrderPublishInfo.TradeDirection == Enums.TradeDirection.Sell)
+                    {
+                        updateUserList = new List<IUpdate<User>>();
+                        insertUserAccountProfitLossRecordList = new List<UserAccountProfitLossRecord>();
+
+                        if (spotOrderPublishInfo.OrderType == Enums.OrderType.MARKET)
+                        {
+                            //市价卖单完全成交,取消尚未触发的限价止损单
+
+                        }
+
+                        var interest = 0M; //借币利息
+                        var loanAmount = robot.RobotAccount.LoanAmount; //借币金额
+                        if (loanAmount > 0M)
+                        {
+                            //还币
+                            var apiClient = GetBaseAPIClient(robot.ExchangeId, robot.ExchangeAPIKey.AccountId, robot.ExchangeAPIKey.APIKey, robot.ExchangeAPIKey.SecretKey);
+                            interest = apiClient.IsolatedMarginRepay(robot.Symbol, loanAmount);
+                        }
+
+
+                        var buyAmount = spotOrderPublishInfo.CummulativeTradeQuantity * robot.RobotAccount.SpotCurrencyAvgPrice; //本次卖出对应的持仓金额
+                        var profit = spotOrderPublishInfo.CummulativeTradeQuantity * (avgTradePrice - robot.RobotAccount.SpotCurrencyAvgPrice) - spotOrderPublishInfo.Fee - interest;  //计算利润
+
+
+                        updateSpotOrder = updateSpotOrder.SetIf(interest > 0M, o => o.LoanInterest, interest)
+                                                         .Set(o => o.Profit, profit)
+                                                         .Set(o => o.HistoryTotalProfit, robot.RobotAccount.TotalProfit + profit);
+
+                        updateRobotAccount = fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.SpotCurrencyQuantity - spotOrderPublishInfo.CummulativeTradeQuantity)
+                                                                                             .Set(ra => ra.SpotCurrencyAmount - buyAmount)
+                                                                                             .Set(ra => ra.TotalProfit + profit)
+                                                                                             .Set(ra => ra.ClosePositionCount + 1)
+                                                                                             .SetIf(profit > 0M, ra => ra.WinCount + 1)
+                                                                                             .SetIf(interest > 0M, ra => ra.LoanAmount - loanAmount);
+
+                        var capitalChangeType = profit > 0M ? Enums.CapitalChangeType.Add : Enums.CapitalChangeType.Reduce;
+                        var userList = userBusiness.GetUserList(multiplyBy100: false);
+                        foreach (var user in userList)
+                        {
+                            var changeAmount = profit * user.DividendRatio;  //根据用户分红比例计算本次分红或亏损
+
+                            user.ChangeAmount(capitalChangeType, Math.Abs(changeAmount), false);
+
+
+                            var updateUser = fsql.Update<User>(user.Id).Set(u => u.CostAmount, user.CostAmount)
+                                                                       .Set(u => u.Profit, user.Profit);
+                            updateUserList.Add(updateUser);
+                            insertUserAccountProfitLossRecordList.Add(new UserAccountProfitLossRecord()
+                            {
+                                Id = idGenerator.NewLong(),
+                                BusinessType = robot.BusinessType,
+                                ChangeAmount = changeAmount,
+                                CreateTime = DateTime.Now,
+                                ExchangeId = robot.ExchangeId,
+                                OrderId = spotOrderPublishInfo.OrderId,
+                                OrderProfit = profit,
+                                UserId = user.Id,
+                                RobotId = robot.Id,
+                                DividendRatio = user.DividendRatio,
+                                UserProfit = user.Profit
+                            });
+                        }
+                    }
                 }
 
+                fsql.Transaction(() =>
+                {
+                    fsql.Insert(logList).ExecuteAffrows();
+                    updateSpotOrder.ExecuteAffrows();
+                    updateRobotAccount?.ExecuteAffrows();
+                    if (insertUserAccountProfitLossRecordList != null && insertUserAccountProfitLossRecordList.Count() > 0)
+                        fsql.Insert(insertUserAccountProfitLossRecordList).ExecuteAffrows();
+                    if (updateUserList != null && updateUserList.Count() > 0)
+                        foreach (var u in updateUserList)
+                            u.ExecuteAffrows();
+                });
+
             }
             catch (Exception ex)
             {

Binance.TradeRobot.Business/Business/RobotBusiness.cs

@@ -248,7 +248,7 @@ namespace Binance.TradeRobot.Business
                 ClosePositionCount = ra.ClosePositionCount,
                 WinCount = ra.WinCount,
                 LoanAmount = ra.LoanAmount,
-                SoptCurrentcyAmount = ra.SoptCurrentcyAmount,
+                SpotCurrencyAmount = ra.SpotCurrencyAmount,
                 SpotCurrencyQuantity = ra.SpotCurrencyQuantity,
                 TotalProfit = ra.TotalProfit,
 

Binance.TradeRobot.Business/Business/UserBusiness.cs

@@ -58,7 +58,7 @@ namespace Binance.TradeRobot.Business
             };
         }
 
-        public IList<UserResponse> GetUserList()
+        public IList<UserResponse> GetUserList(bool multiplyBy100 = true)
         {
             var userList = fsql.Select<User>().ToList(u => new UserResponse()
             {
@@ -70,7 +70,7 @@ namespace Binance.TradeRobot.Business
                 UserName = u.UserName,
                 WithdrawAmount = u.WithdrawAmount
             });
-            userList.CalculateRatio();
+            userList.CalculateRatio(multiplyBy100);
             return userList;
         }
 
@@ -102,30 +102,30 @@ namespace Binance.TradeRobot.Business
                 //if (totalBalance < changeAmount)
                 //    throw new BusinessException("交易所总余额小于减持资金,不能提现");
             }
-
-            if (capitalChangeType == Enums.CapitalChangeType.Add)
-            {
-                changeUser.CostAmount += changeAmount;
-            }
-            else if (capitalChangeType == Enums.CapitalChangeType.Reduce)
-            {
-                if (changeUser.Profit > 0)
-                {
-                    if (changeUser.Profit >= changeAmount)
-                        changeUser.Profit -= changeAmount;  //收益足够提现,只扣收益
-                    else
-                    {
-                        var lessChangeAmount = changeAmount;  //收益不足提现,先扣收益,不足部分再扣本金
-                        lessChangeAmount -= changeUser.Profit;
-                        changeUser.Profit = 0;
-                        changeUser.CostAmount -= lessChangeAmount;
-                    }
-                }
-                else
-                {
-                    changeUser.CostAmount -= changeAmount;
-                }
-            }
+            changeUser.ChangeAmount(capitalChangeType, changeAmount, true);
+            //if (capitalChangeType == Enums.CapitalChangeType.Add)
+            //{
+            //    changeUser.CostAmount += changeAmount;
+            //}
+            //else if (capitalChangeType == Enums.CapitalChangeType.Reduce)
+            //{
+            //    if (changeUser.Profit > 0)
+            //    {
+            //        if (changeUser.Profit >= changeAmount)
+            //            changeUser.Profit -= changeAmount;  //收益足够提现,只扣收益
+            //        else
+            //        {
+            //            var lessChangeAmount = changeAmount;  //收益不足提现,先扣收益,不足部分再扣本金
+            //            lessChangeAmount -= changeUser.Profit;
+            //            changeUser.Profit = 0;
+            //            changeUser.CostAmount -= lessChangeAmount;
+            //        }
+            //    }
+            //    else
+            //    {
+            //        changeUser.CostAmount -= changeAmount;
+            //    }
+            //}
 
             fsql.Transaction(() =>
             {

Binance.TradeRobot.Model/Base/MappingProfiles.cs

@@ -18,7 +18,7 @@ namespace Binance.TradeRobot.Model.Base
 
             CreateMap<Robot, RobotResponse>().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.SpotCurrencyAmount, opt => opt.MapFrom(f => f.SpotCurrencyAmount))
                                              .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))

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

@@ -354,7 +354,7 @@
             平仓次数
             </summary>
         </member>
-        <member name="P:Binance.TradeRobot.Model.Db.Robot.SoptCurrentcyAmount">
+        <member name="P:Binance.TradeRobot.Model.Db.Robot.SpotCurrencyAmount">
             <summary>
             现货/杠杆持仓金额
             </summary>
@@ -449,7 +449,7 @@
             平仓次数
             </summary>
         </member>
-        <member name="P:Binance.TradeRobot.Model.Db.RobotAccount.SoptCurrentcyAmount">
+        <member name="P:Binance.TradeRobot.Model.Db.RobotAccount.SpotCurrencyAmount">
             <summary>
             现货/杠杆持仓金额
             </summary>
@@ -790,6 +790,14 @@
             分红比例
             </summary>
         </member>
+        <member name="M:Binance.TradeRobot.Model.Dto.UserResponse.ChangeAmount(Binance.TradeRobot.Model.Base.Enums.CapitalChangeType,System.Decimal,System.Boolean)">
+            <summary>
+            用户资金改变算法
+            </summary>
+            <param name="capitalChangeType"></param>
+            <param name="changeAmount"></param>
+            <param name="priorityAddCost">true:优先增加本金 false:优先增加利润</param>
+        </member>
         <member name="P:Binance.TradeRobot.Model.RuningInfo.D21RuningInfo.RecentSmallTrendSingal">
             <summary>
             最近一次小趋势信号

Binance.TradeRobot.Model/Db/Robot/Robot.cs

@@ -62,7 +62,7 @@ namespace Binance.TradeRobot.Model.Db
         /// 现货/杠杆持仓金额
         /// </summary>
         [Column(IsIgnore = true)]
-        public decimal SoptCurrentcyAmount { get; set; } = 0.0M;
+        public decimal SpotCurrencyAmount { get; set; } = 0.0M;
 
         /// <summary>
         /// 现货/杠杆持仓数量

Binance.TradeRobot.Model/Db/Robot/RobotAccount.cs

@@ -23,7 +23,7 @@ namespace Binance.TradeRobot.Model.Db
         /// 现货/杠杆持仓金额
         /// </summary>
         [Column(DbType = "decimal(18,8)")]
-        public decimal SoptCurrentcyAmount { get; set; } = 0.0M;
+        public decimal SpotCurrencyAmount { get; set; } = 0.0M;
 
         /// <summary>
         /// 现货/杠杆持仓数量
@@ -57,7 +57,7 @@ namespace Binance.TradeRobot.Model.Db
         {
             get
             {
-                return SpotCurrencyQuantity == 0M ? 0M : SoptCurrentcyAmount / SpotCurrencyQuantity;
+                return SpotCurrencyQuantity == 0M ? 0M : SpotCurrencyAmount / SpotCurrencyQuantity;
             }
         }
     }

Binance.TradeRobot.Model/Dto/Response/User/UserResponse.cs

@@ -1,4 +1,6 @@
-namespace Binance.TradeRobot.Model.Dto
+using Binance.TradeRobot.Model.Base;
+
+namespace Binance.TradeRobot.Model.Dto
 {
     public class UserResponse : Db.User
     {
@@ -16,5 +18,41 @@
         /// 分红比例
         /// </summary>
         public decimal DividendRatio { get; set; }
+
+        /// <summary>
+        /// 用户资金改变算法
+        /// </summary>
+        /// <param name="capitalChangeType"></param>
+        /// <param name="changeAmount"></param>
+        /// <param name="priorityAddCost">true:优先增加本金 false:优先增加利润</param>
+        public void ChangeAmount(Enums.CapitalChangeType capitalChangeType, decimal changeAmount, bool priorityAddCost)
+        {
+            if (capitalChangeType == Enums.CapitalChangeType.Add)
+            {
+                if (priorityAddCost)
+                    CostAmount += changeAmount;
+                else
+                    Profit += changeAmount;
+            }
+            else if (capitalChangeType == Enums.CapitalChangeType.Reduce)
+            {
+                if (Profit > 0)
+                {
+                    if (Profit >= changeAmount)
+                        Profit -= changeAmount;  //收益足够提现,只扣收益
+                    else
+                    {
+                        var lessChangeAmount = changeAmount;  //收益不足提现,先扣收益,不足部分再扣本金
+                        lessChangeAmount -= Profit;
+                        Profit = 0;
+                        CostAmount -= lessChangeAmount;
+                    }
+                }
+                else
+                {
+                    CostAmount -= changeAmount;
+                }
+            }
+        }
     }
 }