订单回调

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

@@ -4,21 +4,50 @@ using Microsoft.Extensions.Caching.Memory;
 using SDKAdapter.Model;
 using System;
 using System.Collections.Generic;
+using System.Threading;
 using Yitter.IdGenerator;
 
 namespace Binance.TradeRobot.Business
 {
     public class BaseSpotOrderPublishBusiness : BaseBusiness
     {
-        protected DingBusiness dingBusiness { get; private set; }
+        protected DingBusiness dingBusiness;
+        protected RobotBusiness robotBusiness;
 
         public BaseSpotOrderPublishBusiness(IFreeSql fsql,
                                             NLogManager logManager,
                                             IIdGenerator idGenerator,
                                             IMemoryCache memoryCache,
-                                            DingBusiness dingBusiness) : base(fsql, logManager, idGenerator, memoryCache) { this.dingBusiness = dingBusiness; }
+                                            DingBusiness dingBusiness,
+                                            RobotBusiness robotBusiness) : base(fsql, logManager, idGenerator, memoryCache)
+        {
+            this.dingBusiness = dingBusiness;
+            this.robotBusiness = robotBusiness;
+        }
+
+        /// <summary>
+        /// 检查订单是否存在
+        /// </summary>
+        /// <param name="orderId"></param>
+        /// <exception cref="BusinessException">订单不存在异常</exception>
+        protected void CheckOrderExists(long orderId)
+        {
+            var tryCount = 3;
+            while (tryCount > 0)
+            {
+                var isOrderExists = fsql.Select<SpotOrder>(orderId).Any();
+                if (!isOrderExists)
+                {
+                    tryCount--;
+                    Thread.Sleep(1000);
+                    continue;
+                }
+                return;
+            }
+            throw new BusinessException("订单不存在");
+        }
 
-        public void HandleError(Exception ex,
+        protected void HandleError(Exception ex,
                                 List<ExecutionLog> logList,
                                 string loggerName,
                                 long robotId,

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

@@ -1,11 +1,13 @@
 using Binance.TradeRobot.Common.DI;
 using Binance.TradeRobot.Model.Base;
 using Binance.TradeRobot.Model.Db;
+using FreeSql;
 using Microsoft.Extensions.Caching.Memory;
 using Microsoft.Extensions.DependencyInjection;
 using SDKAdapter.Model;
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using Yitter.IdGenerator;
 
 namespace Binance.TradeRobot.Business
@@ -15,32 +17,51 @@ namespace Binance.TradeRobot.Business
     {
         public Enums.TradePolicy TradePolicy => Enums.TradePolicy.D21;
 
-        public RobotBusiness robotBusiness;
-
-        public D21OrderPublishBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, RobotBusiness robotBusiness) : base(fsql, logManager, idGenerator, memoryCache, dingBusiness)
+        public D21OrderPublishBusiness(IFreeSql fsql, NLogManager logManager, IIdGenerator idGenerator, IMemoryCache memoryCache, DingBusiness dingBusiness, RobotBusiness robotBusiness) : base(fsql, logManager, idGenerator, memoryCache, dingBusiness, robotBusiness)
         {
-            this.robotBusiness = robotBusiness;
+
         }
 
 
         public void OnSpotOrderPublish(SpotOrderPublishInfo spotOrderPublishInfo)
         {
-            var logger = logManager.GetLogger(spotOrderPublishInfo.LoggerName);
+            //var logger = logManager.GetLogger(spotOrderPublishInfo.LoggerName);
             var step = "";
             var logList = new List<ExecutionLog>();
             try
             {
-                logList.Add(new ExecutionLog()
+                CheckOrderExists(spotOrderPublishInfo.OrderId);
+
+                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);
+
+                if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Rejected || spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Expired)
                 {
-                    Id = idGenerator.NewLong(),
-                    CreateTime = DateTime.Now,
-                    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},本次成交额:{spotOrderPublishInfo.LastTradeAmount}"
-                });
 
+                }
 
+                if (spotOrderPublishInfo.SpotOrderState == Enums.SpotOrderState.Filled)
+                {
+                    logList.Add(new ExecutionLog()
+                    {
+                        Id = idGenerator.NewLong(),
+                        CreateTime = DateTime.Now,
+                        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}"
+                    });
+                    updateSpotOrder = fsql.Update<SpotOrder>(spotOrderPublishInfo.OrderId)
+                                          //.Set(o => o.TradeCount + 1)
+                                          .Set(o => o.TradeAmount, spotOrderPublishInfo.CummulativeTradeAmount)
+                                          .Set(o => o.TradeQuantity, spotOrderPublishInfo.CummulativeTradeQuantity)
+                                          .Set(o => o.TradePrice, spotOrderPublishInfo.CummulativeTradeAmount / spotOrderPublishInfo.CummulativeTradeQuantity)
+                                          .Set(o => o.TradeFee, spotOrderPublishInfo.Fee)
+                                          .Set(o => o.TradeFeeUnit, spotOrderPublishInfo.FeeUnit);
+                }
 
             }
             catch (Exception ex)

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

@@ -234,6 +234,7 @@ namespace Binance.TradeRobot.Business
                     Id = idGenerator.NewLong(),
                     SourceSingal = singalRequest.SingalType,
                     RobotId = robot.Id,
+                    OrderId = orderId,
                     CreateTime = DateTime.Now,
                     Content = $"市价买单挂单成功,订单号:{orderId},挂单金额:{previewTradeAmount},借币金额:{diffAmount}"
                 });
@@ -241,6 +242,8 @@ namespace Binance.TradeRobot.Business
                 {
                     fsql.Insert(logList).ExecuteAffrows();
                     fsql.Insert(buyOrder).ExecuteAffrows();
+                    if (diffAmount > 0M)
+                        fsql.Update<RobotAccount>(robot.RobotAccount.Id).Set(ra => ra.LoanAmount + diffAmount).ExecuteAffrows();
                     if (previewTradeAmount != d21Robot.D21Policy.Position)   //借币失败 仓位减少
                         fsql.Update<D21Policy>(d21Robot.D21Policy.Id).Set(d => d.Position, previewTradeAmount).ExecuteAffrows();
                 });
@@ -338,6 +341,7 @@ namespace Binance.TradeRobot.Business
                     Id = idGenerator.NewLong(),
                     SourceSingal = singalRequest.SingalType,
                     RobotId = robot.Id,
+                    OrderId = orderId,
                     CreateTime = DateTime.Now,
                     Content = $"市价卖单挂单成功,订单号:{orderId},挂单数量:{saleQuantity}"
                 });

SDKAdapter/Model/SpotOrderPublishInfo.cs

@@ -43,6 +43,8 @@ namespace SDKAdapter.Model
 
         public DateTime LastTradeTime { get; set; }
 
+        public string RejectedReason { get; set; }
+
         public string LoggerName { get; set; }
     }
 }

SDKAdapter/WebSockets/Order/Spot/BinanceSpotOrderWebSocketClient.cs

@@ -53,6 +53,7 @@ namespace SDKAdapter.WebSockets.Order.Spot
             {
                 Binance.Net.Enums.OrderStatus.New,
                 Binance.Net.Enums.OrderStatus.PendingCancel,
+                Binance.Net.Enums.OrderStatus.PartiallyFilled,  //由于无法确定手续费时候存在局部,暂时忽略局部成交
                 Binance.Net.Enums.OrderStatus.Insurance,
                 Binance.Net.Enums.OrderStatus.Adl
             };