using System.Net.Http.Json; using System.Text.Json; 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 string _tiingoApiKey; /// /// 构造函数 /// /// 日志记录器 /// HTTP 客户端工厂 public MarketDataService(ILogger logger, IHttpClientFactory httpClientFactory) { _logger = logger; _httpClient = httpClientFactory.CreateClient(); // 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", $"Token {_tiingoApiKey}"); } /// /// 获取股票实时价格 /// /// 股票代码 /// 股票价格信息 public async Task GetStockPriceAsync(string symbol) { try { _logger.LogInformation($"Requesting stock price for symbol: {symbol}"); // 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" }; } catch (Exception ex) { _logger.LogError(ex, $"Error getting stock price for {symbol}"); throw; } } /// /// 获取加密货币实时价格 /// /// 加密货币代码(如 BTC-USDT) /// 加密货币价格信息 public async Task GetCryptoPriceAsync(string symbol) { try { _logger.LogInformation($"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); if (assetType.Equals("Crypto", StringComparison.OrdinalIgnoreCase)) { return await GetCryptoPriceAsync(symbol); } else { // 默认走股票数据源 return await GetStockPriceAsync(symbol); } } /// /// 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); if (assetType.Equals("Crypto", StringComparison.OrdinalIgnoreCase)) { return await GetCryptoHistoricalDataAsync(symbol, timeframe, limit); } else { // 默认走股票数据源 return await GetStockHistoricalDataAsync(symbol, timeframe, limit); } } /// /// 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) }; } } // 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; } }