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								package binanceservice
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								import (
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									"context"
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									"errors"
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									"fmt"
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									"go-admin/app/admin/models"
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									DbModels "go-admin/app/admin/models"
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									"go-admin/app/admin/service/dto"
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									"go-admin/common/const/rediskey"
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									"go-admin/common/global"
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									"go-admin/common/helper"
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									models2 "go-admin/models"
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									"go-admin/pkg/utility"
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									"go-admin/pkg/utility/snowflakehelper"
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									"strconv"
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									"strings"
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									"time"
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									"github.com/bytedance/sonic"
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									"github.com/go-admin-team/go-admin-core/logger"
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									"github.com/jinzhu/copier"
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									"github.com/shopspring/decimal"
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									"gorm.io/gorm"
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								)
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								/*
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								修改订单信息
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								*/
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								func ChangeFutureOrder(mapData map[string]interface{}) {
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									// 检查订单号是否存在
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									orderSn, ok := mapData["c"]
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									originOrderSn := mapData["C"] //取消操作 代表原始订单号
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									if !ok {
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										logger.Error("合约订单回调失败,没有订单号")
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										return
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									}
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									if originOrderSn != nil && originOrderSn != "" {
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										orderSn = originOrderSn
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									}
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									// 获取数据库连接
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									db := GetDBConnection()
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									if db == nil {
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										logger.Error("合约订单回调失败,无法获取数据库连接")
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										return
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									}
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									// 获取 Redis 锁
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									lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutCallBack, orderSn), 10, 5, 500*time.Millisecond)
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									acquired, err := lock.AcquireWait(context.Background())
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									if err != nil {
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										logger.Error("合约订单回调失败,获取锁失败:", orderSn, " err:", err)
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										return
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									}
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									if !acquired {
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										logger.Error("合约订单回调失败,获取锁失败:", orderSn)
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										return
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									}
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									defer lock.Release()
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									// 查询订单
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									preOrder, err := getPreOrder(db, orderSn)
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									if err != nil {
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										logger.Error("合约订单回调失败,查询订单失败:", orderSn, " err:", err)
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										return
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									}
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									// 解析订单状态
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									status, ok := mapData["X"].(string)
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									if !ok {
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										mapStr, _ := sonic.Marshal(&mapData)
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										logger.Error("订单回调失败,没有状态:", string(mapStr))
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										return
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									}
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									// 更新订单状态
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									orderStatus, reason := parseOrderStatus(status, mapData)
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									if orderStatus == 0 {
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										logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
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										return
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									}
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									if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
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										logger.Error("修改订单状态失败:", orderSn, " err:", err)
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										return
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									}
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									handleFutOrderByType(db, preOrder, orderStatus)
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								}
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								// 合约回调
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								func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) {
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									switch {
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									//主单成交
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									case preOrder.OrderType == 0 && orderStatus == 6:
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										handleFutMainOrderFilled(db, preOrder)
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									//止盈成交
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									case preOrder.OrderType == 1 && orderStatus == 6:
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										handleTakeProfit(db, preOrder)
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									//减仓回调
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									case preOrder.OrderType == 4 && orderStatus == 6:
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										handleReduceFilled(db, preOrder)
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									//止损成交
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									case preOrder.OrderType == 2 && orderStatus == 6:
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										handleStopLoss(db, preOrder)
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									//平仓成交
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									case preOrder.OrderType == 3 && orderStatus == 6:
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										handleClosePosition(db, preOrder)
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									}
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								}
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								// 减仓回调
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								func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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									apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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									if apiUserInfo.Id == 0 {
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										logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
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										return
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									}
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									tradeSet, err := GetTradeSet(preOrder.Symbol, 1)
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									if err != nil {
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										logger.Errorf("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
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										return
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									}
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									price := utility.StrToDecimal(preOrder.Price)
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									parentOrder, err := GetOrderById(db, preOrder.Pid)
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									if err != nil {
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										logger.Errorf("handleMainReduceFilled 获取主单失败,订单号:%s", preOrder.OrderSn)
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										return
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									}
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									parentPrice := utility.StrToDecimal(parentOrder.Price)
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							 | 
							
								
							 | 
							
							
									num := utility.StrToDecimal(preOrder.Num)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									lossAmount := price.Sub(parentPrice).Abs().Mul(num)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if !strings.HasSuffix(preOrder.Symbol, "USDT") {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										tradeSetU, err := GetTradeSet(utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, ""), 1)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Errorf("handleMainReduceFilled 获取币本位对应U交易对设置失败,订单号:%s", preOrder.OrderSn)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(2)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err := db.Model(&parentOrder).Where("loss_amount=0", preOrder.Pid).Update("loss_amount", lossAmount).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("handleMainReduceFilled 更新亏损金额失败,订单号:%s", preOrder.OrderSn)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									orders := make([]models.LinePreOrder, 0)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									rate := utility.StringAsFloat(preOrder.Rate)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									ext := models.LinePreOrderExt{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//获取订单配置
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									// 不是100%减仓 就需要挂止盈止损
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if rate < 100 {
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										totalNum, err := getFuturesPositionNum(apiUserInfo, preOrder, tradeSet)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder := models.LinePreOrder{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										copier.Copy(&takeProfitOrder, &preOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.Id = 0
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.Status = 0
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.OrderType = 1
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.Rate = "100"
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.SignPrice = preOrder.Price
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.CreatedAt = time.Now()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.BuyPrice = "0"
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.MainOrderType = "LIMIT"
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										takeProfitOrder.Num = totalNum.String()
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										orders = append(orders, takeProfitOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										//有止损单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											var stoploss models.LinePreOrder
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											copier.Copy(&stoploss, &preOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.Id = 0
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.Status = 0
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.CreatedAt = time.Now()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.OrderType = 2
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.SignPrice = preOrder.Price
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.BuyPrice = "0"
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.Rate = "100"
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stoploss.MainOrderType = "LIMIT"
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
											stoploss.Num = totalNum.String()
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											orders = append(orders, stoploss)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err := db.Create(&orders).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										futApi := FutRestApi{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										for _, v := range orders {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											if v.OrderType == 1 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												processFutTakeProfitOrder(db, futApi, v, totalNum)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											} else if v.OrderType == 2 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
											}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//加仓待触发
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									addPositionOrder := DbModels.LinePreOrder{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									keyFutAddpositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									addPositionData := AddPositionList{
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										MainId:     addPositionOrder.MainId,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Pid:        addPositionOrder.Pid,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Price:      utility.StrToDecimal(addPositionOrder.Price),
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										ApiId:      addPositionOrder.ApiId,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Symbol:     addPositionOrder.Symbol,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Side:       addPositionOrder.Site,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										SymbolType: addPositionOrder.SymbolType,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									addVal, err := sonic.MarshalString(addPositionData)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									if err := helper.DefaultRedis.RPushList(keyFutAddpositionKey, addVal); err != nil {
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 获取币安合约持仓
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func getFuturesPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									futApi := FutRestApi{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									var num decimal.Decimal
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err != nil {
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return num, err
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									for _, item := range positions {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if item.Symbol == preOrder.Symbol {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											positionAmt := utility.StrToDecimal(item.PositionAmt)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											//多
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											if positionAmt.Cmp(decimal.Zero) > 0 && preOrder.Site == "SELL" {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												break
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											} else if positionAmt.Cmp(decimal.Zero) < 0 && preOrder.Site == "BUY" {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												//空
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												break
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									if num.Cmp(decimal.Zero) <= 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return num, errors.New("获取持仓数量为0")
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									return num, nil
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 平仓单成交
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									removeFutLossAndAddPosition(preOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									ids := []int{preOrder.Pid, preOrder.MainId}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//主单止盈成交
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("平仓单成功 修改主单状态失败 订单号:%s:", err)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 止损单成交
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									removeFutLossAndAddPosition(preOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									ids := []int{preOrder.Pid, preOrder.MainId}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//主单止损成交
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("止损单成功 修改主单状态失败 订单号:%s:", err)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 止盈单成交
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									removeFutLossAndAddPosition(preOrder)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									ids := []int{preOrder.Pid, preOrder.MainId}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//主单止盈成交
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("主单止盈成功修改主单状态失败 订单号:%s:", err)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 清除合约缓存
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									reduceKey := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									stoploss := dto.StopLossRedisList{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									addPosition := AddPositionList{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									reduce := ReduceListItem{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//止损缓存
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									for _, v := range stoplossVal {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										sonic.Unmarshal([]byte(v), &stoploss)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if stoploss.MainId == preOrder.MainId {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											_, err := helper.DefaultRedis.LRem(stoplossKey, v)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												logger.Errorf("订单回调失败, 回调订单号:%s 删除止损缓存失败:%v", preOrder.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									//加仓缓存
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									for _, v := range addPositionVal {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										sonic.Unmarshal([]byte(v), &addPosition)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if addPosition.MainId == preOrder.MainId {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											_, err := helper.DefaultRedis.LRem(addPositionKey, v)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
											if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												logger.Errorf("订单回调失败, 回调订单号:%s 删除加仓缓存失败:%v", preOrder.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									//减仓缓存
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									for _, v := range reduceVal {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										sonic.Unmarshal([]byte(v), &reduce)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if reduce.MainId == preOrder.MainId {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											_, err := helper.DefaultRedis.LRem(reduceKey, v)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
											if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												logger.Errorf("订单回调失败, 回调订单号:%s 删除减仓缓存失败:%v", preOrder.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								// 主单成交 处理止盈止损订单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								// preOrder 主单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									orders := []models.LinePreOrder{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if tradeSet.Coin == "" {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Error("获取交易对失败")
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 18:03:30 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									if tradeSet.Coin == "" {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("获取交易对配置失败, 回调订单号:%s", preOrder.OrderSn)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//预生成加仓单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									shouldReturn := createFutPreAddPosition(preOrder, db, tradeSet)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if shouldReturn {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									if err := db.Model(&DbModels.LinePreOrder{}).
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Find(&orders).Error; err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Error("订单回调查询止盈止损单失败:", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									} else if len(orders) == 0 && preOrder.OrderCategory == 3 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										orders, err = makeFuturesTakeAndReduce(preOrder, db, tradeSet, orders)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									futApi := FutRestApi{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									num, _ := decimal.NewFromString(preOrder.Num)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									for i, order := range orders {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if i >= 2 { // 最多处理 2 个订单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											break
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										num = num.Truncate(int32(tradeSet.AmountDigit))
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										order.Price = price.String()
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err := db.Model(&order).Update("num", num).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Errorf("修改止盈止损数量失败 订单号:%s err:%v", order.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										switch order.OrderType {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										case 1: // 止盈
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											processFutTakeProfitOrder(db, futApi, order, num)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										case 2: // 止损
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
											processFutStopLossOrder(db, order, price, num)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										case 4: //减仓
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
											processFutReduceOrder(order, price, num)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 18:03:30 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 生成加仓单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func createFutPreAddPosition(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet) bool {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//主单类型
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if preOrder.OrderCategory == 1 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										orderExts, err := GetOrderExts(db, preOrder.Id)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Errorf("预生成加仓单失败, 回调订单号:%s 获取主单拓展配置失败:%v", preOrder.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											return true
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										price := utility.StrToDecimal(preOrder.Price)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										for _, v := range orderExts {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											if v.OrderId == 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												var data DbModels.LinePreOrder
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												copier.Copy(&data, &v)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.Id = 0
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.Pid = preOrder.Id
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.MainId = preOrder.Id
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.CreatedAt = time.Now()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.MainOrderType = v.AddPositionOrderType
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.Status = 0
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.OrderCategory = 3
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												var percentage decimal.Decimal
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												if data.Site == "BUY" {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												} else {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												data.Price = price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)).String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												err := db.Transaction(func(tx *gorm.DB) error {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													if err2 := tx.Create(&data).Error; err2 != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
														return err2
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													v.OrderId = data.Id
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													if err2 := tx.Model(&v).Update("order_id", data.Id).Error; err2 != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
														return err2
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													return nil
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												})
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													logger.Errorf("预生成加仓单失败, 回调订单号:%s 预生成加仓单失败:%v", preOrder.OrderSn, err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
													return true
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									return false
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 构建合约止盈、减仓单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									ext := models.LinePreOrderExt{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									apiInfo, err := GetApiInfo(preOrder.ApiId)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									price := utility.StrToDecimal(preOrder.Price)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if apiInfo.Id == 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Error("订单回调查询apiuserinfo失败 err:", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return nil, errors.New("订单回调查询apiuserinfo失败")
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Error("订单回调查询止盈止损单扩展表失败:", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return nil, errors.New("订单回调查询止盈止损单扩展表失败")
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									num, err := getFuturesPositionNum(apiInfo, preOrder, tradeSet)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Error("订单回调查询持仓数量失败:", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return nil, errors.New("订单回调查询持仓数量失败")
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//止盈单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										profitOrder := models.LinePreOrder{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										copier.Copy(&profitOrder, preOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										var rate decimal.Decimal
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										profitOrder.Pid = preOrder.Id
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										profitOrder.OrderType = 1
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										profitOrder.Status = 0
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										profitOrder.MainId = ext.MainOrderId
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										profitOrder.Num = num.String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										//止盈需要累加之前的亏损
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if totalLossAmountU.Cmp(decimal.Zero) > 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											rate = totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs().Add(ext.TakeProfitRatio).Truncate(2)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										} else {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											rate = ext.TakeProfitRatio
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										profitOrder.Rate = rate.String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										orders = append(orders, profitOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									//减仓单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										stopOrder := models.LinePreOrder{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										copier.Copy(&stopOrder, preOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										stopOrder.Pid = preOrder.Id
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										stopOrder.MainId = ext.MainOrderId
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										stopOrder.OrderType = 4
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										stopOrder.Status = 0
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										stopOrder.Rate = ext.ReducePriceRatio.String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										stopOrder.Num = num.String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 18:03:30 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stopOrder.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										} else {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											stopOrder.Num = num.String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										orders = append(orders, stopOrder)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									for index := range orders {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										orderRate := utility.StrToDecimal(orders[index].Rate)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if strings.ToUpper(preOrder.Site) == "BUY" {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											orders[index].Site = "SELL"
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										} else {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											orders[index].Site = "BUY"
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if len(orders) > 0 {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err := db.Create(&orders).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Error("主单回调,创建止盈、减仓单失败")
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											return orders, errors.New("主单回调,创建止盈、减仓单失败")
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									return orders, nil
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 减仓单
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-11 14:49:16 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									item := ReduceListItem{
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Id:      order.Id,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										ApiId:   order.ApiId,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Pid:     order.Pid,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										MainId:  order.MainId,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Price:   price,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Num:     num,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Side:    order.Site,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Symbol:  order.Symbol,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										OrderSn: order.OrderSn,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									itemVal, err := sonic.MarshalString(&item)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("序列化失败 err:%v", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err := helper.DefaultRedis.RPushList(key, itemVal); err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Errorf("减仓单写入缓存失败 err:%v", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										return
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								// 处理止盈订单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									price, _ := decimal.NewFromString(order.Price)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									params := FutOrderPlace{
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										ApiId:            order.ApiId,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Symbol:           order.Symbol,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Side:             order.Site,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Price:            price,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Quantity:         num,
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										OrderType:        "TAKE_PROFIT",
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										StopPrice:        price,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										NewClientOrderId: order.OrderSn,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									err := futApi.OrderPlace(db, params)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										for x := 0; x < 5; x++ {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											if strings.Contains(err.Error(), "LOT_SIZE") {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												break
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											err = futApi.OrderPlace(db, params)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											if err == nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
												break
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											time.Sleep(time.Millisecond * 250)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									} else {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status =0", order.Id).
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											Updates(map[string]interface{}{"status": "1", "num": num.String()}).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Error("合约止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								// 处理止损订单
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								// order 止损单
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num decimal.Decimal) error {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									params := FutOrderPlace{
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										ApiId:            order.ApiId,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Symbol:           order.Symbol,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Side:             order.Site,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Price:            price,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										Quantity:         num,
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-10 18:21:44 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										OrderType:        "STOP",
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										StopPrice:        price,
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										NewClientOrderId: order.OrderSn,
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									futApi := FutRestApi{}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									var err error
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									for x := 1; x < 4; x++ {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										err = futApi.OrderPlace(db, params)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										if err == nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											break
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
										time.Sleep(time.Millisecond * 200)
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-08 14:05:57 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									if err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err2 := db.Model(&order).Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Error("合约止损下单失败,更新状态失败:", order.OrderSn, " err:", err2)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
									} else {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										if err := db.Model(&order).Where("status =0").
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
											logger.Error("合约止损下单成功,更新状态失败:", order.OrderSn, " err:", err)
							 | 
						
					
						
							| 
								
							 | 
							
								
							 | 
							
								
							 | 
							
							
										}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									}
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 11:14:33 +08:00
										 
									 
								 
							 | 
							
								
							 | 
							
								
							 | 
							
							
								
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 18:03:09 +08:00
										 
									 
								 
							 | 
							
								
									
										
									
								
							 | 
							
								
							 | 
							
							
									return nil
							 | 
						
					
						
							
								
									
										
										
										
											2025-02-06 11:14:33 +08:00
										 
									 
								 
							 | 
							
								
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								}
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