using System.Net.Http.Json; using System.Security.Cryptography; using System.Text; using AssetManager.Data; using AssetManager.Models.DTOs; using Microsoft.Extensions.Logging; namespace AssetManager.Infrastructure.Services; /// /// 市场数据服务实现(基于 Tiingo) /// public class MarketDataService : IMarketDataService { private readonly ILogger _logger; private readonly HttpClient _httpClient; private readonly DatabaseService _databaseService; private readonly string _tiingoApiKey; /// /// 构造函数 /// /// 日志记录器 /// HTTP 客户端工厂 /// 数据库服务 public MarketDataService( ILogger logger, IHttpClientFactory httpClientFactory, DatabaseService databaseService) { _logger = logger; _httpClient = httpClientFactory.CreateClient(); _databaseService = databaseService; // 完全从环境变量读取 Tiingo API Key _tiingoApiKey = Environment.GetEnvironmentVariable("Tiingo__ApiKey") ?? Environment.GetEnvironmentVariable("TIINGO_API_KEY") ?? "bd00fee76d3012b047473078904001b33322cb46"; _httpClient.DefaultRequestHeaders.Add("Authorization", $"Token {_tiingoApiKey}"); } /// /// 获取股票实时价格(使用腾讯财经接口,免费无限制,支持盘前盘后) /// /// 股票代码 /// 股票价格信息 public async Task GetStockPriceAsync(string symbol) { try { _logger.LogInformation($"Requesting stock price for symbol: {symbol} (腾讯财经接口)"); // 腾讯财经美股接口:前缀us,小写代码 var url = $"http://qt.gtimg.cn/q=us{symbol.ToLower()}"; var response = await _httpClient.GetStringAsync(url); if (string.IsNullOrEmpty(response) || !response.Contains("~")) { throw new Exception($"腾讯财经接口返回无效数据,标的: {symbol}"); } // 解析返回数据 var parts = response.Split('"')[1].Split('~'); if (parts.Length < 36) { throw new Exception($"腾讯财经返回字段不足,标的: {symbol}"); } // 提取字段:[3]=最新价 [4]=昨收价 if (!decimal.TryParse(parts[3], out var currentPrice) || currentPrice <= 0) { throw new Exception($"解析最新价失败,标的: {symbol},返回值: {parts[3]}"); } if (!decimal.TryParse(parts[4], out var prevClose) || prevClose <= 0) { prevClose = currentPrice; // 解析失败用当前价当昨收 } return new MarketPriceResponse { Symbol = symbol, Price = currentPrice, PreviousClose = prevClose, Timestamp = DateTime.UtcNow, AssetType = "Stock" }; } catch (Exception ex) { _logger.LogError(ex, $"腾讯财经接口获取价格失败,标的: {symbol},降级使用Tiingo接口"); // 降级使用Tiingo接口 return await GetStockPriceFromTiingoAsync(symbol); } } /// /// 从Tiingo获取股票价格(降级用) /// private async Task GetStockPriceFromTiingoAsync(string symbol) { _logger.LogInformation($"Requesting stock price for symbol: {symbol} (Tiingo接口)"); // Tiingo 日线最新价格端点(取最近1条) var url = $"https://api.tiingo.com/tiingo/daily/{symbol}/prices?token={_tiingoApiKey}"; var response = await _httpClient.GetFromJsonAsync>(url); if (response == null || response.Count == 0) { throw new Exception($"No data found for {symbol}"); } var latest = response[^1]; decimal? prevClose = response.Count >= 2 ? response[^2].close : null; return new MarketPriceResponse { Symbol = symbol, Price = latest.close ?? 0, PreviousClose = prevClose ?? 0, Timestamp = latest.date ?? DateTime.UtcNow, AssetType = "Stock" }; } /// /// 获取加密货币实时价格 /// /// 加密货币代码(如 BTC-USDT) /// 加密货币价格信息 public async Task GetCryptoPriceAsync(string symbol) { try { _logger.LogInformation($"Requesting crypto price for symbol: {symbol}"); // OKX 实时 ticker 接口,symbol 格式如 BTC-USDT var url = $"https://www.okx.com/api/v5/market/ticker?instId={symbol}"; var response = await _httpClient.GetFromJsonAsync(url); if (response == null || response.code != "0" || response.data == null || response.data.Count == 0) { throw new Exception($"No data found for {symbol}, code: {response?.code}, msg: {response?.msg}"); } var latest = response.data[0]; return new MarketPriceResponse { Symbol = symbol, Price = decimal.TryParse(latest.last, out var price) ? price : 0, PreviousClose = decimal.TryParse(latest.sodUtc0, out var prevClose) ? prevClose : 0, // UTC0 开盘价作为昨日收盘价 Timestamp = DateTime.UtcNow, AssetType = "Crypto" }; } catch (Exception ex) { _logger.LogError(ex, $"Error getting crypto price for {symbol}"); throw; } } /// /// 获取股票历史数据 /// /// 股票代码 /// 时间周期 /// 数据点数量 /// 历史数据列表 public async Task> GetStockHistoricalDataAsync(string symbol, string timeframe, int limit) { try { _logger.LogInformation($"Requesting stock historical data for symbol: {symbol}, timeframe: {timeframe}, limit: {limit}"); var endDate = DateTime.UtcNow; var startDate = CalculateStartDate(endDate, timeframe, limit); // Tiingo 历史数据端点(和示例一致) var url = $"https://api.tiingo.com/tiingo/daily/{symbol}/prices?startDate={startDate:yyyy-MM-dd}&endDate={endDate:yyyy-MM-dd}&token={_tiingoApiKey}"; var response = await _httpClient.GetFromJsonAsync>(url); if (response == null) { return new List(); } // 取最近 limit 条 var result = response .OrderByDescending(x => x.date) .Take(limit) .OrderBy(x => x.date) .Select(x => new MarketDataResponse { Symbol = symbol, Open = x.open ?? 0, High = x.high ?? 0, Low = x.low ?? 0, Close = x.close ?? 0, Volume = x.volume ?? 0, Timestamp = x.date ?? DateTime.UtcNow, AssetType = "Stock" }) .ToList(); return result; } catch (Exception ex) { _logger.LogError(ex, $"Error getting stock historical data for {symbol}"); throw; } } /// /// 获取加密货币历史数据 /// /// 加密货币代码(如 BTC-USDT) /// 时间周期 /// 数据点数量 /// 历史数据列表 public async Task> GetCryptoHistoricalDataAsync(string symbol, string timeframe, int limit) { try { _logger.LogInformation($"Requesting crypto historical data for symbol: {symbol}, timeframe: {timeframe}, limit: {limit}"); // 转换 timeframe 为 OKX 支持的粒度 var bar = ConvertToOkxBar(timeframe); // OKX K线接口 var url = $"https://www.okx.com/api/v5/market/candles?instId={symbol}&bar={bar}&limit={limit}"; var response = await _httpClient.GetFromJsonAsync(url); if (response == null || response.code != "0" || response.data == null) { throw new Exception($"No data found for {symbol}, code: {response?.code}, msg: {response?.msg}"); } var result = new List(); foreach (var item in response.data) { if (item.Length < 6) continue; if (long.TryParse(item[0], out var ts) && decimal.TryParse(item[1], out var open) && decimal.TryParse(item[2], out var high) && decimal.TryParse(item[3], out var low) && decimal.TryParse(item[4], out var close) && decimal.TryParse(item[5], out var volume)) { result.Add(new MarketDataResponse { Symbol = symbol, Open = open, High = high, Low = low, Close = close, Volume = volume, Timestamp = DateTimeOffset.FromUnixTimeMilliseconds(ts).UtcDateTime, AssetType = "Crypto" }); } } // 按时间升序排列 result = result.OrderBy(x => x.Timestamp).ToList(); return result; } catch (Exception ex) { _logger.LogError(ex, $"Error getting crypto historical data for {symbol}"); throw; } } /// /// 转换 timeframe 为 OKX 支持的 bar 格式 /// private string ConvertToOkxBar(string timeframe) { return timeframe.ToLower() switch { "1min" => "1m", "5min" => "5m", "15min" => "15m", "1h" => "1H", "4h" => "4H", "1d" => "1D", "1w" => "1W", "1m" => "1M", _ => "1D" }; } /// /// 获取实时价格(自动根据资产类型路由到对应数据源) /// public async Task GetPriceAsync(string symbol, string assetType) { _logger.LogInformation("获取实时价格: {Symbol}, 资产类型: {AssetType}", symbol, assetType); var db = _databaseService.GetDb(); var cacheKey = GenerateMd5Hash($"{symbol.ToUpper()}_{assetType.ToUpper()}"); // 先查缓存 var cached = await db.Queryable() .FirstAsync(p => p.Id == cacheKey && p.ExpiredAt > DateTime.Now); if (cached != null) { _logger.LogDebug("缓存命中: {Symbol} {AssetType}, 价格: {Price}", symbol, assetType, cached.Price); return new MarketPriceResponse { Symbol = cached.Symbol, Price = cached.Price, PreviousClose = cached.PreviousClose ?? 0, Timestamp = cached.FetchedAt, AssetType = cached.AssetType }; } // 缓存未命中,调用API MarketPriceResponse response; string source; if (assetType.Equals("Crypto", StringComparison.OrdinalIgnoreCase)) { response = await GetCryptoPriceAsync(symbol); source = "OKX"; } else { // 默认走股票数据源 response = await GetStockPriceAsync(symbol); source = "Tiingo"; } // 写入缓存 var cacheEntity = new MarketPriceCache { Id = cacheKey, Symbol = symbol.ToUpper(), AssetType = assetType.ToUpper(), Price = response.Price, PreviousClose = response.PreviousClose, Source = source, FetchedAt = DateTime.Now, ExpiredAt = GetCacheExpirationTime(assetType) }; // 存在则更新,不存在则插入 await db.Storageable(cacheEntity).ExecuteCommandAsync(); _logger.LogDebug("缓存写入: {Symbol} {AssetType}, 过期时间: {ExpiredAt}", symbol, assetType, cacheEntity.ExpiredAt); return response; } /// /// 获取历史数据(自动根据资产类型路由到对应数据源) /// public async Task> GetHistoricalDataAsync(string symbol, string assetType, string timeframe, int limit) { _logger.LogInformation("获取历史数据: {Symbol}, 资产类型: {AssetType}, 周期: {Timeframe}, 数量: {Limit}", symbol, assetType, timeframe, limit); var db = _databaseService.GetDb(); var symbolUpper = symbol.ToUpper(); var assetTypeUpper = assetType.ToUpper(); var timeframeUpper = timeframe.ToUpper(); // 先查缓存 var cachedKlines = await db.Queryable() .Where(k => k.Symbol == symbolUpper && k.AssetType == assetTypeUpper && k.Timeframe == timeframeUpper) .OrderByDescending(k => k.Timestamp) .Take(limit) .ToListAsync(); // 缓存足够,直接返回 if (cachedKlines.Count >= limit) { _logger.LogDebug("历史K线缓存命中: {Symbol} {AssetType} {Timeframe}, 数量: {Count}", symbol, assetType, timeframe, cachedKlines.Count); return cachedKlines.Select(k => new MarketDataResponse { Symbol = k.Symbol, Open = k.Open, High = k.High, Low = k.Low, Close = k.Close, Volume = k.Volume ?? 0, Timestamp = k.Timestamp, AssetType = k.AssetType }).OrderBy(k => k.Timestamp).ToList(); } // 缓存不足,调用API补全 List response; string source; if (assetType.Equals("Crypto", StringComparison.OrdinalIgnoreCase)) { response = await GetCryptoHistoricalDataAsync(symbol, timeframe, limit); source = "OKX"; } else { // 默认走股票数据源 response = await GetStockHistoricalDataAsync(symbol, timeframe, limit); source = "Tiingo"; } // 批量写入缓存(去重) var cacheEntities = response.Select(k => new MarketKlineCache { Id = GenerateMd5Hash($"{symbolUpper}_{assetTypeUpper}_{timeframeUpper}_{k.Timestamp:yyyyMMddHHmmss}"), Symbol = symbolUpper, AssetType = assetTypeUpper, Timeframe = timeframeUpper, Timestamp = k.Timestamp, Open = k.Open, High = k.High, Low = k.Low, Close = k.Close, Volume = k.Volume, Source = source, FetchedAt = DateTime.Now }).ToList(); // 批量插入,存在则忽略 await db.Storageable(cacheEntities) .WhereColumns(it => new { it.Id }) .ExecuteCommandAsync(); _logger.LogDebug("历史K线缓存写入: {Symbol} {AssetType} {Timeframe}, 数量: {Count}", symbol, assetType, timeframe, cacheEntities.Count); return response; } /// /// 计算开始日期 /// private DateTime CalculateStartDate(DateTime endDate, string timeframe, int limit) { return timeframe.ToLower() switch { "1min" => endDate.AddMinutes(-limit), "5min" => endDate.AddMinutes(-limit * 5), "15min" => endDate.AddMinutes(-limit * 15), "1h" => endDate.AddHours(-limit), "1d" => endDate.AddDays(-limit), "1w" => endDate.AddDays(-limit * 7), "1m" => endDate.AddMonths(-limit), _ => endDate.AddDays(-limit) }; } /// /// 生成MD5哈希(用于缓存键) /// private string GenerateMd5Hash(string input) { using var md5 = MD5.Create(); var inputBytes = Encoding.UTF8.GetBytes(input); var hashBytes = md5.ComputeHash(inputBytes); var sb = new StringBuilder(); foreach (var b in hashBytes) { sb.Append(b.ToString("x2")); } return sb.ToString(); } /// /// 获取缓存过期时间 /// private DateTime GetCacheExpirationTime(string assetType) { if (assetType.Equals("crypto", StringComparison.OrdinalIgnoreCase)) { return DateTime.Now.AddMinutes(1); // 加密货币7*24小时交易,缓存1分钟 } // 美股交易时段:9:30-16:00 美国东部时间 = 14:30-21:00 UTC(夏令时)/15:30-22:00 UTC(冬令时) // 简化处理:UTC时间14:00-22:00视为美股交易时段 var nowUtc = DateTime.UtcNow; if (nowUtc.Hour >= 14 && nowUtc.Hour < 22 && nowUtc.DayOfWeek is not DayOfWeek.Saturday and not DayOfWeek.Sunday) { return DateTime.Now.AddMinutes(15); // 交易时段缓存15分钟 } return DateTime.Now.AddHours(24); // 非交易时段(盘前/盘后/周末)缓存24小时,节省API调用 } } // Tiingo 响应模型 internal class TiingoPriceResponse { public decimal? tngoLast { get; set; } public decimal? close { get; set; } public decimal? prevClose { get; set; } public DateTime? date { get; set; } } internal class TiingoDailyResponse { public decimal? open { get; set; } public decimal? high { get; set; } public decimal? low { get; set; } public decimal? close { get; set; } public decimal? volume { get; set; } public DateTime? date { get; set; } } internal class TiingoCryptoPriceResponse { public List? priceData { get; set; } } internal class TiingoCryptoBar { public decimal? open { get; set; } public decimal? high { get; set; } public decimal? low { get; set; } public decimal? close { get; set; } public decimal? volume { get; set; } public DateTime? date { get; set; } } // OKX 响应模型 internal class OkxTickerResponse { public string code { get; set; } public string msg { get; set; } public List data { get; set; } } internal class OkxTickerData { public string instId { get; set; } public string last { get; set; } public string sodUtc0 { get; set; } // UTC0 开盘价,作为昨日收盘价 } internal class OkxCandlesResponse { public string code { get; set; } public string msg { get; set; } public List data { get; set; } }