exchange_go/services/binanceservice/reverse_service.go

package binanceservice

import (
	"database/sql"
	"errors"
	"fmt"
	DbModels "go-admin/app/admin/models"
	"go-admin/common/global"
	"go-admin/common/helper"
	"go-admin/models"
	"go-admin/pkg/maphelper"
	"go-admin/pkg/utility/snowflakehelper"
	"go-admin/services/cacheservice"
	"strconv"
	"time"

	"github.com/go-admin-team/go-admin-core/logger"
	"github.com/go-admin-team/go-admin-core/sdk/service"
	"github.com/shopspring/decimal"
	"gorm.io/gorm"
)

type ReverseService struct {
	service.Service
}

// SaveMainOrder 保存订单信息
// mapData: 下单数据
// status: 订单状态
// orderSn: 自定义订单号
func (e *ReverseService) handleSimpleStatusChange(status string, orderSn string, mapData map[string]interface{}) (bool, error) {
	statusMap := map[string]int{
		"NEW":              2,
		"CANCELED":         6,
		"EXPIRED":          7,
		"EXPIRED_IN_MATCH": 7,
	}
	if newStatus, ok := statusMap[status]; ok {
		_ = e.changeOrderStatus(newStatus, orderSn, mapData)
		return false, nil
	}
	return false, fmt.Errorf("不支持的订单状态 %s", status)
}

// ReverseOrder 反向下单
// apiKey: api key
// mapData: 下单数据
// return apiInfo, bool
// bool: true=需要反单, false=不需要反单
func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interface{}) (bool, error) {
	apiInfo := GetApiInfoByKey(apiKey)

	if apiInfo.Id == 0 {
		e.Log.Errorf("获取apiInfo失败 %s", apiKey)
		return false, nil
	}

	status, _ := maphelper.GetString(mapData, "X")
	orderSn, err := maphelper.GetString(mapData, "c")
	if err != nil {
		return true, err
	}
	ot, err := maphelper.GetString(mapData, "ot")

	if err != nil {
		return true, err
	}

	switch status {
	case "NEW", "CANCELED", "EXPIRED", "EXPIRED_IN_MATCH":
		result, err := e.handleSimpleStatusChange(status, orderSn, mapData)

		//如果是 新开止盈止损 需要取消反单的止盈止损之后重下反单止盈止损
		if status == "NEW" && (ot == "TAKE_PROFIT_MARKET" || ot == "STOP_MARKET" || ot == "TAKE_PROFIT" || ot == "STOP") &&
			apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 {
			symbolCode, err := maphelper.GetString(mapData, "s")

			if err != nil {
				e.Log.Errorf("获取symbolCode失败 symbol:%s err:%v", symbolCode, err)
				return true, err
			}

			symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, symbolCode, 1)

			if err != nil {
				e.Log.Errorf("获取symbol失败 symbol:%s err:%v", symbolCode, err)
				return true, err
			}

			if err := e.ReTakeOrStopOrder(&mapData, orderSn, &apiInfo, &symbol); err != nil {
				return true, err
			}
		}

		return result, err
	case "FILLED":
		if apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 {
			reverseApiInfo, err := GetApiInfo(apiInfo.ReverseApiId)
			if err != nil {
				e.Log.Errorf("获取反向api信息失败 reverseApiId:%d, err:%v", apiInfo.ReverseApiId, err)
				return true, err
			}

			mainOrder, err := e.SaveMainOrder(mapData, apiInfo)
			if err != nil {
				return false, err
			}

			switch {
			case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL":
				if mainOrder.Category == 0 {
					needReverseOrder, closePosition, err1 := e.savePosition(&mainOrder, &apiInfo, true, false)

					if err1 != nil {
						return true, err1
					}

					if needReverseOrder {
						e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, false, closePosition)
					}
				}
			case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL":
				if mainOrder.Category == 0 {
					needReverseOrder, closePosition, err1 := e.savePosition(&mainOrder, &apiInfo, true, true)

					if err1 != nil {
						e.Log.Errorf("保存主订单失败: %v", err1)
						return true, err1
					}

					if needReverseOrder {
						e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, true, closePosition)
					}
				}
			default:
				return true, errors.New("不支持的订单类型")
			}
			return true, nil
		} else if apiInfo.Subordinate == "2" {
			e.changeOrderStatus(3, orderSn, mapData)

			symbol, err := maphelper.GetString(mapData, "s")

			if err != nil {
				return true, err
			}
			positionSide, err := maphelper.GetString(mapData, "ps")

			if err != nil {
				return true, err
			}
			side, err := maphelper.GetString(mapData, "S")
			if err != nil {
				return true, err
			}

			price := maphelper.GetDecimal(mapData, "ap")
			totalNum := maphelper.GetDecimal(mapData, "z")

			mainOrder := DbModels.LineReverseOrder{
				ApiId:        apiInfo.Id,
				Symbol:       symbol,
				PositionSide: positionSide,
				TotalNum:     totalNum,
				Side:         side,
				Price:        price,
				FinalPrice:   price,
			}

			switch {
			case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL":
				if mainOrder.Category == 0 {
					if _, _, err1 := e.savePosition(&mainOrder, &apiInfo, false, false); err1 != nil {
						return true, err1
					}
				}
			case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SrgetELL":
				if mainOrder.Category == 0 {
					if _, _, err1 := e.savePosition(&mainOrder, &apiInfo, false, true); err1 != nil {
						return true, err1
					}
				}
			default:
				return true, errors.New("不支持的订单类型")
			}
		}
	default:
		return false, fmt.Errorf("不支持的订单状态 %s", status)
	}

	return false, nil
}

// 修改订单状态
// status: 订单状态 1-待下单 2-已下单 3-已成交 6-已取消 7-已过期
func (e *ReverseService) changeOrderStatus(status int, orderSn string, mapData map[string]interface{}) error {
	data := map[string]interface{}{"status": status, "updated_at": time.Now()}

	if status == 3 {
		now := time.Now()
		if orderId, ok := mapData["i"].(float64); ok {
			data["order_id"] = orderId
		}

		if ap, ok := mapData["ap"].(string); ok {
			data["final_price"], _ = decimal.NewFromString(ap)
		}

		if num, ok := mapData["z"].(string); ok {
			data["total_num"], _ = decimal.NewFromString(num)
		}

		data["trigger_time"] = &now
	} else if status == 2 {
		if orderId, ok := mapData["i"].(float64); ok {
			data["order_id"] = orderId
		}
	}

	db := e.Orm.Model(&DbModels.LineReverseOrder{}).
		Where("order_sn =? and status != 3", orderSn).
		Updates(data)

	if db.Error != nil {
		e.Log.Errorf("修改订单状态失败 orderSn:%s, err:%v", orderSn, db.Error)
	}

	if db.RowsAffected == 0 {
		e.Log.Errorf("修改订单状态失败 orderSn:%s, 未找到订单", orderSn)
	}
	return db.Error
}

// 先保存主单,持仓信息 必须用双向持仓!
func (e *ReverseService) SaveMainOrder(mapData map[string]interface{}, apiInfo DbModels.LineApiUser) (DbModels.LineReverseOrder, error) {
	now := time.Now()
	symbol, err := maphelper.GetString(mapData, "s")
	var reverseOrder DbModels.LineReverseOrder
	if err != nil {
		return reverseOrder, err
	}

	orderSn, err := maphelper.GetString(mapData, "c")
	if err != nil {
		return reverseOrder, err
	}

	side, err := maphelper.GetString(mapData, "S")
	if err != nil {
		return reverseOrder, err
	}

	positionSide, err := maphelper.GetString(mapData, "ps")
	if err != nil {
		return reverseOrder, err
	}

	mainType, _ := maphelper.GetString(mapData, "ot")

	reverseOrder = DbModels.LineReverseOrder{
		ApiId:         apiInfo.Id,
		Category:      0,
		OrderSn:       orderSn,
		TriggerTime:   &now,
		Status:        3,
		Symbol:        symbol,
		FollowOrderSn: "",
		Type:          mainType,
		Price:         maphelper.GetDecimal(mapData, "p"),
		FinalPrice:    maphelper.GetDecimal(mapData, "ap"),
		TotalNum:      maphelper.GetDecimal(mapData, "z"),
		Side:          side,
		PositionSide:  positionSide,
	}

	reverseOrder.PriceU = reverseOrder.Price

	if !reverseOrder.Price.IsZero() && !reverseOrder.TotalNum.IsZero() {
		reverseOrder.BuyPrice = reverseOrder.Price.Mul(reverseOrder.TotalNum)
	}

	if id, err := maphelper.GetFloat64(mapData, "i"); err == nil {
		reverseOrder.OrderId = strconv.FormatFloat(id, 'f', -1, 64)
	}

	orderType, _ := maphelper.GetString(mapData, "ot")
	switch orderType {
	case "LIMIT", "MARKET":
		reverseOrder.OrderType = 0
	case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
		reverseOrder.OrderType = 1
	case "STOP_MARKET", "STOP", "TRAILING_STOP_MARKET":
		reverseOrder.OrderType = 2
	default:
		return reverseOrder, fmt.Errorf("不支持的订单类型: %s", orderType)
	}

	if reverseOrder.PositionSide == "BOTH" {
		return reverseOrder, errors.New("不支持的持仓类型,必须为双向持仓")
	}

	if err := e.Orm.Create(&reverseOrder).Error; err != nil {
		e.Log.Errorf("保存主单失败:%v", err)
		return reverseOrder, err
	}

	return reverseOrder, nil
}

// 更新仓位信息
// apiInfo： 当前下单api信息
// return
// neeReverseOrder: 是否需要反单
// closePosition: true=平仓, false=减仓
// err error 错误信息
func (e *ReverseService) savePosition(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, isMain, reducePosition bool) (bool, bool, error) {
	position := DbModels.LineReversePosition{}
	positionSide := order.PositionSide
	side := order.Side
	totalNum := order.TotalNum
	closePosition := false
	needReverseOrder := false

	symbol, err1 := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)

	if err1 != nil {
		e.Log.Errorf("获取交易对失败 symbol:%s err:%v", order.Symbol, err1)
	}

	var querySql string
	sqlStr := ""

	//如果是主单,存储仓位则是反单的持仓方向
	if isMain {
		if order.PositionSide == "LONG" {
			positionSide = "SHORT"
		} else {
			positionSide = "LONG"
		}

		//减仓 判断是否为平仓
		closePosition = e.getClosePosition(reducePosition, apiInfo, order, order.PositionSide, isMain)

		if !reducePosition {
			//反单止盈止损方向相反
			if side == "SELL" {
				side = "BUY"
			} else {
				side = "SELL"
			}

			position.ReverseApiId = apiInfo.ReverseApiId
			position.Side = side
			position.ApiId = order.ApiId
			position.Symbol = order.Symbol
			position.Status = 1
			position.ReverseStatus = 0
			position.PositionSide = positionSide
			position.AveragePrice = order.FinalPrice
			position.PositionNo = snowflakehelper.GetOrderNo()
		}
		querySql = "api_id =? and position_side =? and symbol =? and status =1"

		//平仓
		if closePosition {
			totalNum = decimal.Zero
			sqlStr = "UPDATE line_reverse_position set amount=@totalNum,updated_at=now(),status=2 where id =@id and status!=2 "
		} else if reducePosition {
			//只减仓
			sqlStr = "UPDATE line_reverse_position set amount=amount - @totalNum,updated_at=now(),average_price=@averagePrice where id =@id and status!=2 "
		} else {
			sqlStr = "UPDATE line_reverse_position set total_amount=total_amount + @totalNum,amount=amount + @totalNum,updated_at=now(),average_price=@averagePrice where id =@id and status!=2"
		}
	} else {
		querySql = "reverse_api_id =? and position_side =? and symbol =? and reverse_status in (0,1)"
		//减仓 判断是否为平仓
		closePosition = e.getClosePosition(reducePosition, apiInfo, order, order.PositionSide, isMain)

		if closePosition {
			totalNum = decimal.Zero
			sqlStr = "UPDATE line_reverse_position set reverse_amount=@totalNum,updated_at=now(),reverse_status=2 where id =@id and reverse_status !=2"
		} else if reducePosition {
			sqlStr = "UPDATE line_reverse_position set reverse_amount=reverse_amount - @totalNum,updated_at=now(),reverse_average_price=@averagePrice where id =@id and reverse_status !=2"
		} else {
			sqlStr = "UPDATE line_reverse_position set total_reverse_amount=total_reverse_amount + @totalNum,reverse_amount=reverse_amount + @totalNum,updated_at=now(),reverse_status =1,reverse_average_price=@averagePrice where id =@id and reverse_status !=2"
		}
	}

	var averagePrice decimal.Decimal
	var remainQuantity decimal.Decimal

	err := e.Orm.Transaction(func(tx *gorm.DB) error {
		err1 := tx.Model(&position).Where(querySql,
			order.ApiId, positionSide, order.Symbol).First(&position).Error

		if err1 != nil {
			//主单仓位不存在,创建新仓位
			if isMain && errors.Is(err1, gorm.ErrRecordNotFound) && !reducePosition {

				if err2 := tx.Create(&position).Error; err2 != nil {
					return err2
				}

				averagePrice = position.AveragePrice
			} else {
				return err1
			}
		} else {
			var totalAmount decimal.Decimal
			var totalPrice decimal.Decimal
			if !position.Amount.IsZero() && !position.AveragePrice.IsZero() {
				if isMain {
					totalPrice = position.Amount.Mul(position.AveragePrice)
					totalAmount = position.Amount
				} else {
					totalPrice = position.ReverseAmount.Mul(position.ReverseAveragePrice)
					totalAmount = position.ReverseAmount
				}

				//加仓
				if !reducePosition {
					totalPrice = totalPrice.Add(order.Price.Mul(order.TotalNum))
					totalAmount = totalAmount.Add(order.TotalNum)
				} else if reducePosition && !closePosition {
					//只减仓
					totalPrice = totalPrice.Sub(order.Price.Mul(order.TotalNum))
					totalAmount = totalAmount.Sub(order.TotalNum)
				}
			}

			if totalAmount.IsZero() || totalPrice.IsZero() {
				if isMain {
					averagePrice = position.AveragePrice
				} else {
					if position.ReverseAveragePrice.IsZero() {
						averagePrice = order.Price
					} else {
						averagePrice = position.ReverseAveragePrice
					}
				}
			} else {
				//平仓
				if closePosition {
					if isMain {
						averagePrice = position.AveragePrice
					} else {
						averagePrice = position.ReverseAveragePrice
					}
				} else {
					averagePrice = totalPrice.Div(totalAmount).Truncate(int32(symbol.PriceDigit))
				}
			}
		}

		//关联订单的仓位id
		if err2 := tx.Exec("UPDATE line_reverse_order set position_id=@positionId where id=@orderId and position_id = 0", sql.Named("positionId", position.Id), sql.Named("orderId", order.Id)).Error; err2 != nil {
			return err2
		}

		dbResult := tx.Exec(sqlStr, sql.Named("totalNum", totalNum), sql.Named("id", position.Id), sql.Named("averagePrice", averagePrice))
		if dbResult.Error != nil {
			return dbResult.Error
		}

		order.PositionId = position.Id
		if dbResult.RowsAffected == 0 {
			e.Log.Errorf("减仓数据 是否平仓单:%v :%v", closePosition, order)
			return errors.New("没有找到对应的持仓信息")
		}

		if reducePosition && !isMain {
			remainQuantity = position.ReverseAmount.Sub(totalNum)
		} else if !isMain {
			remainQuantity = position.ReverseAmount.Add(totalNum)
		}

		//主单且对手单没有平仓
		if isMain && position.ReverseStatus != 2 {
			needReverseOrder = true
		}

		return nil
	})

	if !isMain && !closePosition {
		e.doDefaultTakeStop(order, apiInfo, remainQuantity)
	} else if !isMain && closePosition {
		//取消剩余的委托
		e.DoCancelTakeAndStop(order.Symbol, position.PositionSide, apiInfo)
	}

	return needReverseOrder, closePosition, err
}

// 获取是否为平仓状态
func (e *ReverseService) getClosePosition(reducePosition bool, apiInfo *DbModels.LineApiUser, order *DbModels.LineReverseOrder, positionSide string, isMain bool) bool {
	closePosition := false

	if reducePosition {
		futApi := FutRestApi{}
		holdData := HoldeData{}
		err := futApi.GetPositionData(apiInfo, order.Symbol, positionSide, &holdData)

		if err != nil {
			e.Log.Errorf("获取剩余持仓信息失败 symbol:%s err:%v", order.Symbol, err)
			lastPosition := DbModels.LineReversePosition{}

			if err2 := e.Orm.Model(&DbModels.LineReversePosition{}).Where("position_side =? and symbol =? and status =1", positionSide, order.Symbol).First(&lastPosition).Error; err2 != nil {
				e.Log.Errorf("获取上一次持仓信息失败 symbol:%s err:%v", order.Symbol, err2)
			} else if isMain && lastPosition.Amount.Cmp(order.TotalNum) <= 0 {
				//如果剩余仓位小于等于
				closePosition = true
			} else if !isMain && lastPosition.ReverseAmount.Cmp(order.TotalNum) <= 0 {
				closePosition = true
			}
		} else if holdData.TotalQuantity.IsZero() {
			closePosition = true
		}
	}

	return closePosition
}

// 反向下单
// mainOrder: 主单信息
// reverseApiId: 反向apiId
// orderProportion: 反向下单比例
// reducePosition: 是否减仓
// closePosition: 是否平仓
func (e *ReverseService) DoAddReverseOrder(mainOrder *DbModels.LineReverseOrder, reverseApiInfo *DbModels.LineApiUser, orderProportion decimal.Decimal, reducePosition, closePosition bool) error {
	order := DbModels.LineReverseOrder{}
	order.ApiId = reverseApiInfo.Id
	order.Category = 1
	order.OrderSn = helper.GetOrderNo()
	order.FollowOrderSn = mainOrder.OrderSn
	order.Symbol = mainOrder.Symbol
	order.OrderType = 0

	switch mainOrder.PositionSide {
	case "LONG":
		order.PositionSide = "SHORT"
	case "SHORT":
		order.PositionSide = "LONG"
	}

	switch mainOrder.Side {
	case "SELL":
		order.Side = "BUY"
	case "BUY":
		order.Side = "SELL"
	default:
		return fmt.Errorf("不支持的订单类型 side:%s", mainOrder.Side)
	}

	if reducePosition && closePosition {
		order.OrderType = 4
	} else if reducePosition {
		order.OrderType = 3
	}

	symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, mainOrder.Symbol, 1)

	if err != nil {
		e.Log.Errorf("获取交易对信息失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
		return err
	}

	setting, err := cacheservice.GetReverseSetting(e.Orm)

	if err != nil {
		e.Log.Errorf("获取反单设置失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
		return err
	}

	signPrice, _ := decimal.NewFromString(symbol.LastPrice)
	price := signPrice.Truncate(int32(symbol.PriceDigit))

	if price.Cmp(decimal.Zero) <= 0 {
		e.Log.Errorf("获取最新价格失败 symbol:%s custom:%s 单价小于0", mainOrder.Symbol, mainOrder.OrderSn)
		return errors.New("获取最新价格失败")
	}

	var percent decimal.Decimal
	switch {
	case order.PositionSide == "LONG" && order.Side == "BUY", order.PositionSide == "SHORT" && order.Side == "BUY":
		percent = decimal.NewFromInt(100).Add(setting.ReversePremiumRatio)
	case order.PositionSide == "SHORT" && order.Side == "SELL", order.PositionSide == "LONG" && order.Side == "SELL":
		percent = decimal.NewFromInt(100).Sub(setting.ReversePremiumRatio)
	default:
		return fmt.Errorf("不支持的订单类型 ps:%s, side:%s", order.PositionSide, order.Side)
	}

	percent = percent.Div(decimal.NewFromInt(100)).Truncate(4)
	//计算溢价单价
	price = price.Mul(percent).Truncate(int32(symbol.PriceDigit))
	var amount decimal.Decimal

	//平仓单直接卖出全部数量
	if closePosition {
		var position DbModels.LineReversePosition
		if err1 := e.Orm.Model(position).
			Where("position_side =? and reverse_api_id =? and  reverse_status =1", order.PositionSide, order.ApiId).
			Select("reverse_amount").
			Find(&position).Error; err1 != nil {
			e.Log.Errorf("获取剩余仓位失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err1)

			if len(err1.Error()) < 255 {
				order.Remark = err1.Error()
			} else {
				order.Remark = err1.Error()[:254]
			}
		}

		amount = position.ReverseAmount

		if amount.IsZero() {
			order.Remark = "没有持仓数量"
		}
	} else {
		proportion := decimal.NewFromInt(100)

		if orderProportion.Cmp(decimal.Zero) > 0 {
			proportion = orderProportion
		}

		//反向下单百分比
		proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(4)

		amount = mainOrder.TotalNum.Mul(proportion).Truncate(int32(symbol.AmountDigit))

		logger.Info("反向下单比例 %d ,原始数量：%d，反向下单数量：%d", proportion, mainOrder.TotalNum, amount)

		if amount.Cmp(decimal.Zero) <= 0 {
			e.Log.Errorf("计算数量失败 symbol:%s custom:%s 数量小于0", mainOrder.Symbol, mainOrder.OrderSn)
			return errors.New("计算数量失败")
		}
	}

	order.TotalNum = amount
	order.Price = price
	order.PriceU = price
	order.BuyPrice = amount.Mul(price).Truncate(int32(symbol.PriceDigit))
	order.Status = 1
	order.Type = setting.ReverseOrderType
	order.SignPrice = signPrice
	order.PositionId = mainOrder.PositionId

	if order.Remark != "" {
		order.Status = 8
	}

	if err := e.Orm.Model(&order).Create(&order).Error; err != nil {
		e.Log.Errorf("保存反单失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
		return err
	}

	if order.Status == 1 {
		err = e.DoBianceOrder(&order, reverseApiInfo, &setting, reducePosition, closePosition)

		//Biance下单成共 且为平仓单时 取消止盈止损
		if err == nil && closePosition {
			e.DoCancelTakeProfitBatch(symbol.GetSymbol(), order.PositionSide, order.Side, -1, reverseApiInfo)
		}
	}

	return nil
}

// 取消止盈止损订单
// symbol: 交易对
// positionSide: 持仓方向
// side: 订单方向
// orderType: 订单类型 -1-全部 1-止盈 2-止损
// apiInfo: 下单api
func (e *ReverseService) DoCancelTakeProfitBatch(symbol, positionSide, side string, orderType int, apiInfo *DbModels.LineApiUser) error {
	orderSns := e.GetTakeProfitBatch(symbol, positionSide, side, apiInfo.Id, orderType)

	if len(orderSns) == 0 {
		return nil
	}

	if len(orderSns) > 0 {
		futApi := FutRestApi{}
		err := futApi.CancelBatchFutOrderLoop(*apiInfo, symbol, orderSns)

		if err != nil {
			e.Log.Errorf("币安撤单失败 symbol:%s custom:%v :%v", symbol, orderSns, err)
			return err
		}
	}

	return nil
}

// 取消止盈和止损单
func (e *ReverseService) DoCancelTakeAndStop(symbol, positionSide string, apiInfo *DbModels.LineApiUser) error {
	var orderSns []string

	e.Orm.Model(&DbModels.LineReverseOrder{}).Where("symbol =? and position_side =? and status =2", symbol, positionSide).Pluck("order_sn", &orderSns)

	if len(orderSns) > 0 {
		futApi := FutRestApi{}

		if err := futApi.CancelBatchFutOrderLoop(*apiInfo, symbol, orderSns); err != nil {
			e.Log.Errorf("币安撤单失败 symbol:%s custom:%v :%v", symbol, orderSns, err)
			return err
		}
	}

	return nil
}

// 获取止盈止损订单
// symbol: 交易对
// positionSide: 持仓方向
// side: 订单方向
// apiId: 币安apiId
// orderType: 订单类型 -1-全部 1-止盈 2-止损
func (e *ReverseService) GetTakeProfitBatch(symbol, positionSide, side string, apiId int, orderType int) []string {
	var orderSns []string
	orderTypes := []int{1, 2}

	if orderType == 1 {
		orderTypes = []int{1}
	} else if orderType == 2 {
		orderTypes = []int{2}
	}

	e.Orm.Model(&DbModels.LineReverseOrder{}).Where("symbol =? and position_side =? and side = ? and status =2 and order_type in ?", symbol, positionSide, side, orderTypes).Pluck("order_sn", &orderSns)

	return orderSns
}

// 处理币安订单
// order: 反单信息
// apiInfo: 币安api信息
func (e *ReverseService) DoBianceOrder(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, setting *DbModels.LineReverseSetting, reducePosition, closePosition bool) error {
	futApiV2 := FuturesResetV2{Service: e.Service}
	orderType := setting.ReverseOrderType

	if orderType == "" {
		orderType = "LIMIT"
	}

	params := FutOrderPlace{
		ApiId:            apiInfo.Id,
		Symbol:           order.Symbol,
		PositionSide:     order.PositionSide,
		Side:             order.Side,
		OrderType:        orderType,
		Quantity:         order.TotalNum,
		Price:            order.Price,
		NewClientOrderId: order.OrderSn,
	}

	err := futApiV2.OrderPlaceLoop(apiInfo, params)

	if err != nil {
		e.Log.Errorf("币安下单失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err)
		remark := err.Error()

		if len(remark) > 255 {
			remark = remark[:254]
		}

		if err1 := e.Orm.Model(&order).Where("id =? and status !=3", order.Id).Updates(map[string]interface{}{"status": 8, "remark": remark, "updated_at": time.Now()}).Error; err1 != nil {
			e.Log.Errorf("更新订单状态失败 symbol:%s custom:%s :%v", err1)
		}
	}

	return nil
}

// 处理默认止盈止损
// order: 订单信息
// apiInfo: api信息
// Optimized Reverse Order Handling
// File: reverse_order_handler.go

func (e *ReverseService) doDefaultTakeStop(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, totalNum decimal.Decimal) error {
	if totalNum.LessThanOrEqual(decimal.Zero) {
		return nil
	}

	orders, err := e.getActiveReverseOrders(order.PositionId)
	if err != nil {
		return err
	}
	if len(orders) == 2 {
		return nil
	}

	setting, err := GetReverseSetting(e.Orm)
	if err != nil {
		e.Log.Errorf("获取反单设置失败:%v", err)
		return err
	}

	symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)
	if err != nil {
		e.Log.Errorf("获取交易对信息失败:%v", err)
		return err
	}

	side := e.getOppositeSide(order.Side)
	lastPrice, _ := decimal.NewFromString(symbol.LastPrice)
	now := time.Now()

	types := []struct {
		Enabled      bool
		CheckTypes   []string
		OrderType    string
		Ratio        decimal.Decimal
		IsTakeProfit bool
	}{
		{!setting.TakeProfitRatio.IsZero(), []string{"TAKE_PROFIT_MARKET", "TAKE_PROFIT"}, "TAKE_PROFIT_MARKET", setting.TakeProfitRatio, true},
		{!setting.StopLossRatio.IsZero(), []string{"STOP_MARKET", "STOP"}, "STOP_MARKET", setting.StopLossRatio, false},
	}

	for _, t := range types {
		if t.Enabled && !e.hasOrderType(orders, t.CheckTypes...) {
			price := e.calculatePrice(order.PositionSide, order.FinalPrice, t.Ratio, t.IsTakeProfit)
			err := e.createReverseOrder(CreateOrderParams{
				Order:      order,
				ApiInfo:    apiInfo,
				Symbol:     &symbol,
				Side:       side,
				OrderType:  t.OrderType,
				Price:      price,
				TotalNum:   totalNum,
				Now:        now,
				LastPrice:  lastPrice,
				Close:      true,
				PositionId: order.PositionId,
			})
			if err != nil {
				e.Log.Errorf("止盈止损下单失败：%v", err)
			}
		}
	}

	return nil
}

// 重下止盈止损
// mapData:
func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orderSn string, mainApiInfo *DbModels.LineApiUser, symbol *models.TradeSet) error {
	side, err := maphelper.GetString(*mapData, "S")
	if err != nil {
		return err
	}
	ot, err := maphelper.GetString(*mapData, "ot")
	if err != nil {
		return err
	}
	positionSide, err := maphelper.GetString(*mapData, "ps")
	if err != nil {
		return err
	}
	close := maphelper.GetBool(*mapData, "cp")
	stopPrice := maphelper.GetDecimal(*mapData, "sp")
	if stopPrice.IsZero() {
		e.Log.Errorf("获取止盈止损单触发价失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
		return err
	}
	apiInfo, err := GetApiInfo(mainApiInfo.ReverseApiId)
	if err != nil {
		e.Log.Errorf("根据主单api获取反单api失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
		return err
	}

	side = e.getOppositeSide(side)
	if positionSide == "LONG" {
		positionSide = "SHORT"
	} else {
		positionSide = "LONG"
	}

	var orderType int
	switch ot {
	case "STOP_MARKET", "STOP":
		orderType = 2
	case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
		orderType = 1
	default:
		return fmt.Errorf("不支持的订单类型 ot:%s", ot)
	}

	var reversePosition DbModels.LineReversePosition
	e.Orm.Model(&reversePosition).
		Where("symbol =? and reverse_api_id =? and position_side =? and reverse_status =1", symbol.GetSymbol(), apiInfo.Id, positionSide).
		First(&reversePosition)
	if reversePosition.Id == 0 {
		e.Log.Errorf("获取反单持仓失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
		return err
	}

	mainPercent := stopPrice.Div(reversePosition.AveragePrice)
	mainPercent = (mainPercent.Sub(decimal.NewFromInt(1))).Abs().Truncate(4)

	var percent decimal.Decimal
	switch {
	case orderType == 2 && positionSide == "LONG", orderType == 1 && positionSide == "SHORT":
		percent = decimal.NewFromInt(1).Sub(mainPercent)
	case orderType == 2 && positionSide == "SHORT", orderType == 1 && positionSide == "LONG":
		percent = decimal.NewFromInt(1).Add(mainPercent)
	default:
		return fmt.Errorf("不支持的订单类型 ot:%s, ps:%s", ot, positionSide)
	}

	now := time.Now()
	price := reversePosition.AveragePrice.Mul(percent).Truncate(int32(symbol.PriceDigit))
	lastPrice, _ := decimal.NewFromString(symbol.LastPrice)

	return e.createReverseOrder(CreateOrderParams{
		ApiInfo:      &apiInfo,
		Symbol:       symbol,
		Side:         side,
		OrderType:    ot,
		Price:        price,
		TotalNum:     reversePosition.TotalReverseAmount,
		Now:          now,
		LastPrice:    lastPrice,
		Close:        close,
		PositionId:   reversePosition.Id,
		OrderSn:      orderSn,
		PositionSide: positionSide,
	})
}

func (e *ReverseService) getActiveReverseOrders(positionId int) ([]DbModels.LineReverseOrder, error) {
	var orders []DbModels.LineReverseOrder
	err := e.Orm.Model(&DbModels.LineReverseOrder{}).
		Where("position_id =? and status =2", positionId).
		Select("id,position_side,side,type").Find(&orders).Error
	if err != nil {
		e.Log.Errorf("获取订单信息失败:%v", err)
	}
	return orders, err
}

func (e *ReverseService) getOppositeSide(side string) string {
	if side == "SELL" {
		return "BUY"
	}
	return "SELL"
}

func (e *ReverseService) hasOrderType(orders []DbModels.LineReverseOrder, types ...string) bool {
	typeSet := make(map[string]bool)
	for _, t := range types {
		typeSet[t] = true
	}
	for _, o := range orders {
		if typeSet[o.Type] {
			return true
		}
	}
	return false
}

func (e *ReverseService) calculatePrice(positionSide string, base decimal.Decimal, ratio decimal.Decimal, isTakeProfit bool) decimal.Decimal {
	adjust := decimal.NewFromInt(100)
	if positionSide == "LONG" {
		if isTakeProfit {
			return base.Mul(adjust.Add(ratio).Div(adjust)).Truncate(4)
		}
		return base.Mul(adjust.Sub(ratio).Div(adjust)).Truncate(4)
	}
	if isTakeProfit {
		return base.Mul(adjust.Sub(ratio).Div(adjust)).Truncate(4)
	}
	return base.Mul(adjust.Add(ratio).Div(adjust)).Truncate(4)
}

type CreateOrderParams struct {
	ApiInfo      *DbModels.LineApiUser
	Order        *DbModels.LineReverseOrder
	Symbol       *models.TradeSet
	Side         string
	OrderType    string
	Price        decimal.Decimal
	TotalNum     decimal.Decimal
	Now          time.Time
	LastPrice    decimal.Decimal
	Close        bool
	PositionId   int
	OrderSn      string
	PositionSide string
}

func (e *ReverseService) createReverseOrder(params CreateOrderParams) error {
	orderSn := params.OrderSn
	if orderSn == "" {
		orderSn = helper.GetOrderNo()
	}
	if params.PositionSide == "" && params.Order != nil {
		params.PositionSide = params.Order.PositionSide
	}
	newOrder := DbModels.LineReverseOrder{
		PositionId:    params.PositionId,
		OrderSn:       orderSn,
		OrderType:     getOrderType(params.OrderType),
		Status:        1,
		Price:         params.Price,
		TotalNum:      params.TotalNum,
		Symbol:        params.Symbol.GetSymbol(),
		Side:          params.Side,
		PositionSide:  params.PositionSide,
		FollowOrderSn: params.OrderSn,
		Type:          params.OrderType,
		SignPrice:     params.LastPrice,
		Category:      1,
		ApiId:         params.ApiInfo.Id,
		IsAddPosition: 2,
		TriggerTime:   &params.Now,
		BuyPrice:      params.TotalNum.Mul(params.Price).Truncate(int32(params.Symbol.PriceDigit)),
	}

	if err := e.Orm.Create(&newOrder).Error; err != nil {
		e.Log.Errorf("保存反单止盈止损失败 symbol:%s custom:%s :%v", params.Symbol.GetSymbol(), newOrder.OrderSn, err)
		return err
	}

	futApiV2 := FuturesResetV2{Service: e.Service}
	params2 := FutOrderPlace{
		ApiId:            params.ApiInfo.Id,
		Symbol:           params.Symbol.GetSymbol(),
		PositionSide:     newOrder.PositionSide,
		Side:             newOrder.Side,
		OrderType:        newOrder.Type,
		Quantity:         newOrder.TotalNum,
		Price:            newOrder.Price,
		StopPrice:        newOrder.Price,
		Profit:           newOrder.Price,
		NewClientOrderId: newOrder.OrderSn,
		ClosePosition:    params.Close,
	}
	err := futApiV2.OrderPlaceLoop(params.ApiInfo, params2)
	if err != nil {
		e.Log.Errorf("币安下单失败 symbol:%s custom:%s :%v", params.Symbol.GetSymbol(), newOrder.OrderSn, err)
		e.Orm.Model(&newOrder).Updates(map[string]interface{}{"status": 8, "remark": err.Error(), "updated_at": time.Now()})
		return err
	}
	e.DoCancelTakeProfitBatch(params.Symbol.GetSymbol(), newOrder.PositionSide, newOrder.Side, newOrder.OrderType, params.ApiInfo)
	return nil
}

func getOrderType(t string) int {
	if t == "TAKE_PROFIT_MARKET" || t == "TAKE_PROFIT" {
		return 1
	}
	return 2
}

// // 重下止盈止损
// // mapData: 主单止盈止损回调
// func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orderSn string, mainApiInfo *DbModels.LineApiUser, symbol *models.TradeSet) error {
// 	orderType := 0 //订单类型 1-止盈 2-止损
// 	side, err := maphelper.GetString(*mapData, "S")

// 	if err != nil {
// 		return err
// 	}

// 	ot, err := maphelper.GetString(*mapData, "ot")

// 	if err != nil {
// 		return err
// 	}

// 	//反单止盈止损方向相反
// 	if side == "SELL" {
// 		side = "BUY"
// 	} else {
// 		side = "SELL"
// 	}

// 	positionSide, err := maphelper.GetString(*mapData, "ps")

// 	if err != nil {
// 		return err
// 	}

// 	if positionSide == "LONG" {
// 		positionSide = "SHORT"
// 	} else {
// 		positionSide = "LONG"
// 	}

// 	close := maphelper.GetBool(*mapData, "cp")
// 	stopPrice := maphelper.GetDecimal(*mapData, "sp")
// 	if stopPrice.IsZero() {
// 		e.Log.Errorf("获取止盈止损单触发价失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
// 		return err
// 	}
// 	apiInfo, err := GetApiInfo(mainApiInfo.ReverseApiId)

// 	if err != nil {
// 		e.Log.Errorf("根据主单api获取反单api失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
// 		return err
// 	}

// 	switch ot {
// 	case "STOP_MARKET", "STOP":
// 		orderType = 2
// 	case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
// 		orderType = 1
// 	default:
// 		return fmt.Errorf("不支持的订单类型 ot:%s", ot)
// 	}

// 	var reversePosition DbModels.LineReversePosition

// 	e.Orm.Model(&reversePosition).
// 		Where("symbol =? and reverse_api_id =? and position_side =? and reverse_status =1", symbol.GetSymbol(), apiInfo.Id, positionSide).
// 		First(&reversePosition)

// 	if reversePosition.Id == 0 {
// 		e.Log.Errorf("获取反单持仓失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
// 		return err
// 	}

// 	mainPercent := decimal.NewFromInt(1)

// 	if !stopPrice.IsZero() && !reversePosition.AveragePrice.IsZero() {
// 		mainPercent = stopPrice.Div(reversePosition.AveragePrice)
// 		mainPercent = (mainPercent.Sub(decimal.NewFromInt(1))).Abs().Truncate(4)
// 	}

// 	var percent decimal.Decimal
// 	switch {
// 	//做多止损
// 	case orderType == 2 && positionSide == "LONG", orderType == 1 && positionSide == "SHORT":
// 		percent = decimal.NewFromInt(1).Sub(mainPercent)
// 	case orderType == 2 && positionSide == "SHORT", orderType == 1 && positionSide == "LONG":
// 		percent = decimal.NewFromInt(1).Add(mainPercent)
// 	default:
// 		return fmt.Errorf("不支持的订单类型 ot:%s, ps:%s", ot, positionSide)
// 	}

// 	now := time.Now()
// 	price := reversePosition.AveragePrice.Mul(percent).Truncate(int32(symbol.PriceDigit))
// 	lastPrice, _ := decimal.NewFromString(symbol.LastPrice)
// 	newOrder := DbModels.LineReverseOrder{
// 		PositionId:    reversePosition.Id,
// 		OrderSn:       helper.GetOrderNo(),
// 		OrderType:     orderType,
// 		Status:        1,
// 		Price:         price,
// 		TotalNum:      reversePosition.TotalReverseAmount,
// 		Symbol:        symbol.GetSymbol(),
// 		Side:          side,
// 		PositionSide:  positionSide,
// 		FollowOrderSn: orderSn,
// 		Type:          ot,
// 		SignPrice:     lastPrice,
// 		Category:      1,
// 		ApiId:         apiInfo.Id,
// 		IsAddPosition: 2,
// 		TriggerTime:   &now,
// 		BuyPrice:      reversePosition.TotalReverseAmount.Mul(price).Truncate(int32(symbol.PriceDigit)),
// 	}

// 	if err1 := e.Orm.Create(&newOrder).Error; err1 != nil {
// 		e.Log.Errorf("保存反单止盈止损失败 symbol:%s custom:%s :%v", symbol, orderSn, err1)
// 		return err1
// 	}
// 	params := FutOrderPlace{
// 		ApiId:            apiInfo.Id,
// 		Symbol:           symbol.GetSymbol(),
// 		PositionSide:     newOrder.PositionSide,
// 		Side:             newOrder.Side,
// 		OrderType:        ot,
// 		Quantity:         newOrder.TotalNum,
// 		Price:            price,
// 		StopPrice:        price,
// 		Profit:           price,
// 		NewClientOrderId: newOrder.OrderSn,
// 		ClosePosition:    close,
// 	}
// 	futApiV2 := FuturesResetV2{Service: e.Service}
// 	err = futApiV2.OrderPlaceLoop(&apiInfo, params)

// 	if err != nil {
// 		e.Log.Errorf("币安下单失败 symbol:%s custom:%s :%v", symbol.GetSymbol(), orderSn, err)

// 		if err1 := e.Orm.Model(&newOrder).Updates(map[string]interface{}{"status": 8, "remark": err.Error(), "updated_at": time.Now()}).Error; err1 != nil {
// 			e.Log.Errorf("更新订单状态失败 symbol:%s custom:%s :%v", newOrder.Symbol, newOrder.OrderSn, err1)
// 		}
// 		return err
// 	}

// 	e.DoCancelTakeProfitBatch(symbol.GetSymbol(), newOrder.PositionSide, newOrder.Side, newOrder.OrderType, &apiInfo)
// 	return nil
// }