21 changed files with 470 additions and 125 deletions
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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 System; |
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using System.Collections.Generic; |
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using System.Text; |
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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 BaseTradeBusiness : BaseBusiness |
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{ |
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protected DingBusiness dingBusiness { get; private set; } |
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protected GlobalContext globalContext { get; private set; } |
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public BaseTradeBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, GlobalContext globalContext) : base(fsql, logManager, idGenerator, memoryCache) |
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{ |
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this.dingBusiness = dingBusiness; |
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this.globalContext = globalContext; |
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} |
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public void HandleError(Exception ex, |
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Enums.SingalType singalType, |
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List<ExecutionLog> logList, |
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RobotResponse robot, |
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string step) |
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{ |
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logList.Add(new ExecutionLog() |
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{ |
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Id = idGenerator.NewLong(), |
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SourceSingal = singalType, |
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RobotId = robot.Id, |
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CreateTime = DateTime.Now, |
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Content = ex.Message |
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}); |
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try { fsql.Insert(logList).ExecuteAffrows(); } catch { } |
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var errorMsg = $"交易警报,{singalType},{robot.ExecuteKey},{robot.Id},{step}"; |
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logManager.GetLogger(robot.ExecuteKey).Error(ex, errorMsg); |
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dingBusiness.Send($"{errorMsg} {ex.Message}"); |
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} |
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} |
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} |
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using Binance.TradeRobot.Model.Base; |
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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 SDKAdapter.Model |
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{ |
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public class SpotOrderTradePublishInfo |
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{ |
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public Enums.Exchange Exchange { get; set; } |
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public long AccountId { get; set; } |
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public long OrderId { get; set; } |
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public string ClientOrderId { get; set; } |
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public string Symbol { get; set; } |
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public Enums.TradeDirection TradeDirection { get; set; } |
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public Enums.OrderType OrderType { get; set; } |
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public Enums.SpotOrderState SpotOrderState { get; set; } |
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public decimal LastTradePrice { get; set; } |
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public decimal LastTradeAmount { get; set; } |
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public decimal LastTradeQuantity { get; set; } |
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public decimal Fee { get; set; } |
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public string FeeUnit { get; set; } |
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public decimal CummulativeTradeAmount { get; set; } |
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public decimal CummulativeTradeQuantity { get; set; } |
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public DateTime CreateTime { get; set; } |
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public DateTime LastTradeTime { get; set; } |
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} |
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} |
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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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@ -0,0 +1,45 @@ |
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using Binance.TradeRobot.Model.Base; |
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using SDKAdapter.Model; |
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using System; |
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namespace SDKAdapter.WebSockets.Order.SpotOrder |
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{ |
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public class SpotOrderWebSocketClient |
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{ |
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protected long AccountId { get; private set; } |
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protected string ApiKey { get; private set; } |
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protected string Secret { get; private set; } |
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protected NLog.ILogger logger { get; private set; } |
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protected bool IsConnected { get; set; } |
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protected Enums.BusinessType BusinessType { get; private set; } |
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public Action<SpotOrderTradePublishInfo> OnOrderUpdated { get; private set; } |
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public static SpotOrderWebSocketClient Create(Enums.BusinessType businessType, Enums.Exchange exchange, long accountId, string apiKey, string secret, NLog.ILogger logger, Action<SpotOrderTradePublishInfo> onOrderUpdated) |
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{ |
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if (exchange == Enums.Exchange.Binance) |
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return new BinanceSpotOrderWebSocketClient(businessType, accountId, apiKey, secret, logger); |
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return null; |
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} |
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public SpotOrderWebSocketClient(Enums.BusinessType businessType, long accountId, string apiKey, string secret, NLog.ILogger logger) |
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{ |
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this.BusinessType = businessType; |
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this.AccountId = accountId; |
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this.ApiKey = apiKey; |
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this.Secret = secret; |
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this.logger = logger; |
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} |
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public virtual void Start(string symbol = "") |
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{ |
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} |
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public virtual void Stop(string symbol = "") |
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{ |
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} |
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} |
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} |
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@ -0,0 +1,14 @@ |
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<nlog xmlns="http://www.nlog-project.org/schemas/NLog.xsd" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"> |
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<targets> |
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<target name="errorFile" xsi:type="File" fileName="${basedir}/logs/${logger}/error/${shortdate}.txt" |
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layout="${longdate} | ${level:uppercase=false} ${newline}${message} ${newline}${onexception:${exception:format=tostring} ${newline}${stacktrace} ${newline}${newline}" |
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autoFlush="true"/> |
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<target name="infoFile" xsi:type="File" fileName="${basedir}/logs/${logger}/info/${shortdate}.txt" |
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layout="${longdate} | ${level:uppercase=false} ${newline}${message} ${newline}" |
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autoFlush="true"/> |
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</targets> |
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<rules> |
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<logger name="*" level="Error" writeTo="errorFile"/> |
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<logger name="*" level="Info" writeTo="infoFile" /> |
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</rules> |
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</nlog> |
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