547 lines
19 KiB
C#
547 lines
19 KiB
C#
using System.Net.Http.Json;
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using System.Security.Cryptography;
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using System.Text;
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using System.Text.RegularExpressions;
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using AssetManager.Data;
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using AssetManager.Models.DTOs;
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using Microsoft.Extensions.Logging;
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namespace AssetManager.Infrastructure.Services;
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/// <summary>
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/// 市场数据服务实现（基于 Tiingo）
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/// </summary>
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public class MarketDataService : IMarketDataService
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{
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private readonly ILogger<MarketDataService> _logger;
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private readonly HttpClient _httpClient;
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private readonly DatabaseService _databaseService;
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private readonly string _tiingoApiKey;
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/// <summary>
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/// 构造函数
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/// </summary>
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/// <param name="logger">日志记录器</param>
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/// <param name="httpClientFactory">HTTP 客户端工厂</param>
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/// <param name="databaseService">数据库服务</param>
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public MarketDataService(
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ILogger<MarketDataService> logger,
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IHttpClientFactory httpClientFactory,
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DatabaseService databaseService)
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{
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_logger = logger;
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_httpClient = httpClientFactory.CreateClient();
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_databaseService = databaseService;
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// 完全从环境变量读取 Tiingo API Key
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_tiingoApiKey = Environment.GetEnvironmentVariable("Tiingo__ApiKey")
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?? Environment.GetEnvironmentVariable("TIINGO_API_KEY")
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?? "bd00fee76d3012b047473078904001b33322cb46";
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_httpClient.DefaultRequestHeaders.Add("Authorization", $"Token {_tiingoApiKey}");
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}
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/// <summary>
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/// 获取股票实时价格（使用腾讯财经接口，免费无限制，支持盘前盘后）
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/// </summary>
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/// <param name="symbol">股票代码</param>
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/// <returns>股票价格信息</returns>
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public async Task<MarketPriceResponse> GetStockPriceAsync(string symbol)
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{
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try
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{
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_logger.LogInformation($"Requesting stock price for symbol: {symbol} (腾讯财经接口)");
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// 注册GBK编码支持
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Encoding.RegisterProvider(CodePagesEncodingProvider.Instance);
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// 腾讯财经美股接口：前缀us，大写代码
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var url = $"http://qt.gtimg.cn/q=us{symbol.ToUpper()}";
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var responseBytes = await _httpClient.GetByteArrayAsync(url);
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var response = Encoding.GetEncoding("GBK").GetString(responseBytes);
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if (string.IsNullOrEmpty(response) || !response.Contains("~"))
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{
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throw new Exception($"腾讯财经接口返回无效数据，标的: {symbol}");
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}
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// 解析返回数据
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var parts = response.Split('"')[1].Split('~');
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if (parts.Length < 36)
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{
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throw new Exception($"腾讯财经返回字段不足，标的: {symbol}");
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}
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// 提取字段：[3]=最新价 [4]=昨收价
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if (!decimal.TryParse(parts[3], out var currentPrice) || currentPrice <= 0)
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{
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throw new Exception($"解析最新价失败，标的: {symbol}，返回值: {parts[3]}");
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}
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if (!decimal.TryParse(parts[4], out var prevClose) || prevClose <= 0)
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{
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prevClose = currentPrice; // 解析失败用当前价当昨收
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}
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_logger.LogDebug("腾讯财经接口返回 {Symbol}：最新价 {CurrentPrice}，昨收价 {PrevClose}，涨跌额 {Change}",
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symbol, currentPrice, prevClose, currentPrice - prevClose);
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return new MarketPriceResponse
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{
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Symbol = symbol,
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Price = currentPrice,
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PreviousClose = prevClose,
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Timestamp = DateTime.UtcNow,
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AssetType = "Stock"
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};
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, $"腾讯财经接口获取价格失败，标的: {symbol}，降级使用Tiingo接口");
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// 降级使用Tiingo接口
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return await GetStockPriceFromTiingoAsync(symbol);
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}
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}
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/// <summary>
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/// 从Tiingo获取股票价格（降级用）
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/// </summary>
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private async Task<MarketPriceResponse> GetStockPriceFromTiingoAsync(string symbol)
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{
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_logger.LogInformation($"Requesting stock price for symbol: {symbol} (Tiingo接口)");
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// Tiingo 日线最新价格端点（取最近1条）
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var url = $"https://api.tiingo.com/tiingo/daily/{symbol}/prices?token={_tiingoApiKey}";
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var response = await _httpClient.GetFromJsonAsync<List<TiingoDailyResponse>>(url);
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if (response == null || response.Count == 0)
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{
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throw new Exception($"No data found for {symbol}");
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}
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var latest = response[^1];
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decimal? prevClose = response.Count >= 2 ? response[^2].close : null;
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return new MarketPriceResponse
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{
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Symbol = symbol,
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Price = latest.close ?? 0,
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PreviousClose = prevClose ?? 0,
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Timestamp = latest.date ?? DateTime.UtcNow,
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AssetType = "Stock"
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};
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}
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/// <summary>
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/// 获取加密货币实时价格
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/// </summary>
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/// <param name="symbol">加密货币代码（如 BTC-USDT）</param>
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/// <returns>加密货币价格信息</returns>
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public async Task<MarketPriceResponse> GetCryptoPriceAsync(string symbol)
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{
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try
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{
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_logger.LogInformation($"Requesting crypto price for symbol: {symbol}");
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// OKX 实时 ticker 接口，symbol 格式如 BTC-USDT
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var url = $"https://www.okx.com/api/v5/market/ticker?instId={symbol}";
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var response = await _httpClient.GetFromJsonAsync<OkxTickerResponse>(url);
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if (response == null || response.code != "0" || response.data == null || response.data.Count == 0)
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{
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throw new Exception($"No data found for {symbol}, code: {response?.code}, msg: {response?.msg}");
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}
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var latest = response.data[0];
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return new MarketPriceResponse
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{
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Symbol = symbol,
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Price = decimal.TryParse(latest.last, out var price) ? price : 0,
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PreviousClose = decimal.TryParse(latest.sodUtc0, out var prevClose) ? prevClose : 0, // UTC0 开盘价作为昨日收盘价
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Timestamp = DateTime.UtcNow,
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AssetType = "Crypto"
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};
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, $"Error getting crypto price for {symbol}");
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throw;
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}
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}
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/// <summary>
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/// 获取股票历史数据
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/// </summary>
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/// <param name="symbol">股票代码</param>
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/// <param name="timeframe">时间周期</param>
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/// <param name="limit">数据点数量</param>
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/// <returns>历史数据列表</returns>
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public async Task<List<MarketDataResponse>> GetStockHistoricalDataAsync(string symbol, string timeframe, int limit)
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{
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try
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{
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_logger.LogInformation($"Requesting stock historical data for symbol: {symbol}, timeframe: {timeframe}, limit: {limit}");
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var endDate = DateTime.UtcNow;
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var startDate = CalculateStartDate(endDate, timeframe, limit);
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// Tiingo 历史数据端点（和示例一致）
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var url = $"https://api.tiingo.com/tiingo/daily/{symbol}/prices?startDate={startDate:yyyy-MM-dd}&endDate={endDate:yyyy-MM-dd}&token={_tiingoApiKey}";
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var response = await _httpClient.GetFromJsonAsync<List<TiingoDailyResponse>>(url);
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if (response == null)
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{
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return new List<MarketDataResponse>();
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}
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// 取最近 limit 条
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var result = response
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.OrderByDescending(x => x.date)
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.Take(limit)
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.OrderBy(x => x.date)
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.Select(x => new MarketDataResponse
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{
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Symbol = symbol,
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Open = x.open ?? 0,
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High = x.high ?? 0,
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Low = x.low ?? 0,
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Close = x.close ?? 0,
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Volume = x.volume ?? 0,
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Timestamp = x.date ?? DateTime.UtcNow,
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AssetType = "Stock"
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})
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.ToList();
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return result;
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, $"Error getting stock historical data for {symbol}");
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throw;
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}
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}
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/// <summary>
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/// 获取加密货币历史数据
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/// </summary>
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/// <param name="symbol">加密货币代码（如 BTC-USDT）</param>
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/// <param name="timeframe">时间周期</param>
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/// <param name="limit">数据点数量</param>
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/// <returns>历史数据列表</returns>
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public async Task<List<MarketDataResponse>> GetCryptoHistoricalDataAsync(string symbol, string timeframe, int limit)
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{
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try
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{
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_logger.LogInformation($"Requesting crypto historical data for symbol: {symbol}, timeframe: {timeframe}, limit: {limit}");
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// 转换 timeframe 为 OKX 支持的粒度
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var bar = ConvertToOkxBar(timeframe);
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// OKX K线接口
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var url = $"https://www.okx.com/api/v5/market/candles?instId={symbol}&bar={bar}&limit={limit}";
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var response = await _httpClient.GetFromJsonAsync<OkxCandlesResponse>(url);
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if (response == null || response.code != "0" || response.data == null)
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{
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throw new Exception($"No data found for {symbol}, code: {response?.code}, msg: {response?.msg}");
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}
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var result = new List<MarketDataResponse>();
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foreach (var item in response.data)
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{
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if (item.Length < 6) continue;
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if (long.TryParse(item[0], out var ts) &&
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decimal.TryParse(item[1], out var open) &&
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decimal.TryParse(item[2], out var high) &&
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decimal.TryParse(item[3], out var low) &&
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decimal.TryParse(item[4], out var close) &&
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decimal.TryParse(item[5], out var volume))
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{
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result.Add(new MarketDataResponse
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{
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Symbol = symbol,
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Open = open,
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High = high,
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Low = low,
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Close = close,
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Volume = volume,
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Timestamp = DateTimeOffset.FromUnixTimeMilliseconds(ts).UtcDateTime,
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AssetType = "Crypto"
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});
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}
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}
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// 按时间升序排列
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result = result.OrderBy(x => x.Timestamp).ToList();
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return result;
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, $"Error getting crypto historical data for {symbol}");
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throw;
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}
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}
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/// <summary>
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/// 转换 timeframe 为 OKX 支持的 bar 格式
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/// </summary>
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private string ConvertToOkxBar(string timeframe)
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{
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return timeframe.ToLower() switch
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{
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"1min" => "1m",
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"5min" => "5m",
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"15min" => "15m",
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"1h" => "1H",
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"4h" => "4H",
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"1d" => "1D",
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"1w" => "1W",
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"1m" => "1M",
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_ => "1D"
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};
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}
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/// <summary>
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/// 获取实时价格（自动根据资产类型路由到对应数据源）
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/// </summary>
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public async Task<MarketPriceResponse> GetPriceAsync(string symbol, string assetType)
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{
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_logger.LogInformation("获取实时价格: {Symbol}, 资产类型: {AssetType}", symbol, assetType);
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var db = _databaseService.GetDb();
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var cacheKey = GenerateMd5Hash($"{symbol.ToUpper()}_{assetType.ToUpper()}");
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// 先查缓存
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var cached = await db.Queryable<MarketPriceCache>()
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.FirstAsync(p => p.Id == cacheKey && p.ExpiredAt > DateTime.Now);
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if (cached != null)
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{
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_logger.LogDebug("缓存命中: {Symbol} {AssetType}, 价格: {Price}", symbol, assetType, cached.Price);
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return new MarketPriceResponse
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{
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Symbol = cached.Symbol,
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Price = cached.Price,
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PreviousClose = cached.PreviousClose ?? 0,
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Timestamp = cached.FetchedAt,
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AssetType = cached.AssetType
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};
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}
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// 缓存未命中，调用API
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MarketPriceResponse response;
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string source;
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if (assetType.Equals("Crypto", StringComparison.OrdinalIgnoreCase))
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{
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response = await GetCryptoPriceAsync(symbol);
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source = "OKX";
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}
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else
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{
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// 默认走股票数据源
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response = await GetStockPriceAsync(symbol);
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source = "Tiingo";
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}
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// 写入缓存，保留8位小数
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var cacheEntity = new MarketPriceCache
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{
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Id = cacheKey,
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Symbol = symbol.ToUpper(),
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AssetType = assetType.ToUpper(),
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Price = Math.Round(response.Price, 8),
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PreviousClose = response.PreviousClose > 0 ? Math.Round(response.PreviousClose, 8) : null,
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Source = source,
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FetchedAt = DateTime.Now,
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ExpiredAt = GetCacheExpirationTime(assetType)
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};
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// 存在则更新，不存在则插入
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await db.Storageable(cacheEntity).ExecuteCommandAsync();
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_logger.LogDebug("缓存写入: {Symbol} {AssetType}, 过期时间: {ExpiredAt}", symbol, assetType, cacheEntity.ExpiredAt);
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return response;
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}
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/// <summary>
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/// 获取历史数据（自动根据资产类型路由到对应数据源）
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/// </summary>
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public async Task<List<MarketDataResponse>> GetHistoricalDataAsync(string symbol, string assetType, string timeframe, int limit)
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{
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_logger.LogInformation("获取历史数据: {Symbol}, 资产类型: {AssetType}, 周期: {Timeframe}, 数量: {Limit}",
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symbol, assetType, timeframe, limit);
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var db = _databaseService.GetDb();
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var symbolUpper = symbol.ToUpper();
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var assetTypeUpper = assetType.ToUpper();
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var timeframeUpper = timeframe.ToUpper();
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// 先查缓存
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var cachedKlines = await db.Queryable<MarketKlineCache>()
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.Where(k => k.Symbol == symbolUpper
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&& k.AssetType == assetTypeUpper
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&& k.Timeframe == timeframeUpper)
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.OrderByDescending(k => k.Timestamp)
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.Take(limit)
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.ToListAsync();
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// 缓存足够，直接返回
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if (cachedKlines.Count >= limit)
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{
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_logger.LogDebug("历史K线缓存命中: {Symbol} {AssetType} {Timeframe}, 数量: {Count}", symbol, assetType, timeframe, cachedKlines.Count);
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return cachedKlines.Select(k => new MarketDataResponse
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{
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Symbol = k.Symbol,
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Open = k.Open,
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High = k.High,
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Low = k.Low,
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Close = k.Close,
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Volume = k.Volume ?? 0,
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Timestamp = k.Timestamp,
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AssetType = k.AssetType
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}).OrderBy(k => k.Timestamp).ToList();
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}
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// 缓存不足，调用API补全
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List<MarketDataResponse> response;
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string source;
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if (assetType.Equals("Crypto", StringComparison.OrdinalIgnoreCase))
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{
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response = await GetCryptoHistoricalDataAsync(symbol, timeframe, limit);
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source = "OKX";
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}
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else
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{
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// 默认走股票数据源
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response = await GetStockHistoricalDataAsync(symbol, timeframe, limit);
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source = "Tiingo";
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}
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// 批量写入缓存（去重）
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var cacheEntities = response.Select(k => new MarketKlineCache
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{
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Id = GenerateMd5Hash($"{symbolUpper}_{assetTypeUpper}_{timeframeUpper}_{k.Timestamp:yyyyMMddHHmmss}"),
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Symbol = symbolUpper,
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AssetType = assetTypeUpper,
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Timeframe = timeframeUpper,
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Timestamp = k.Timestamp,
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Open = k.Open,
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High = k.High,
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Low = k.Low,
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Close = k.Close,
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Volume = k.Volume,
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Source = source,
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FetchedAt = DateTime.Now
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}).ToList();
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// 批量插入，存在则忽略
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await db.Storageable(cacheEntities)
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.WhereColumns(it => new { it.Id })
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.ExecuteCommandAsync();
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_logger.LogDebug("历史K线缓存写入: {Symbol} {AssetType} {Timeframe}, 数量: {Count}", symbol, assetType, timeframe, cacheEntities.Count);
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return response;
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}
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/// <summary>
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/// 计算开始日期
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/// </summary>
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private DateTime CalculateStartDate(DateTime endDate, string timeframe, int limit)
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{
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return timeframe.ToLower() switch
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{
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"1min" => endDate.AddMinutes(-limit),
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"5min" => endDate.AddMinutes(-limit * 5),
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"15min" => endDate.AddMinutes(-limit * 15),
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"1h" => endDate.AddHours(-limit),
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"1d" => endDate.AddDays(-limit),
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"1w" => endDate.AddDays(-limit * 7),
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"1m" => endDate.AddMonths(-limit),
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_ => endDate.AddDays(-limit)
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};
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}
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/// <summary>
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/// 生成MD5哈希（用于缓存键）
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/// </summary>
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private string GenerateMd5Hash(string input)
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{
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using var md5 = MD5.Create();
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var inputBytes = Encoding.UTF8.GetBytes(input);
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var hashBytes = md5.ComputeHash(inputBytes);
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var sb = new StringBuilder();
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foreach (var b in hashBytes)
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{
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sb.Append(b.ToString("x2"));
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}
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return sb.ToString();
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}
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/// <summary>
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/// 获取缓存过期时间
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/// </summary>
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private DateTime GetCacheExpirationTime(string assetType)
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{
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return assetType.ToLower() switch
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{
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"crypto" => DateTime.Now.AddMinutes(1), // 加密货币缓存1分钟
|
||
_ => DateTime.Now.AddMinutes(5) // 股票固定缓存5分钟
|
||
};
|
||
}
|
||
}
|
||
|
||
// 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<TiingoCryptoBar>? 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<OkxTickerData> 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<string[]> data { get; set; }
|
||
}
|