Files
exchange_go/services/binanceservice/spotreset.go

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package binanceservice
import (
"context"
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"errors"
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"fmt"
"go-admin/app/admin/models"
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"
"go-admin/pkg/utility"
"strconv"
"strings"
"time"
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
/*
订单回调
*/
func ChangeSpotOrder(mapData map[string]interface{}) {
// 检查订单号是否存在
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 {
logger.Error("订单回调失败, 没有订单号", mapData)
return
}
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if originOrderSn != "" {
orderSn = originOrderSn
}
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// 获取数据库连接
db := GetDBConnection()
if db == nil {
logger.Error("订单回调失败, 无法获取数据库连接")
return
}
// 获取 Redis 锁
lockKey := fmt.Sprintf(rediskey.SpotCallBack, orderSn)
lock := helper.NewRedisLock(lockKey, 200, 5, 100*time.Millisecond)
if err := acquireLock(lock, orderSn); err != nil {
return
}
defer lock.Release()
// 查询订单
preOrder, err := getPreOrder(db, orderSn)
if err != nil {
logger.Error("订单回调失败, 查询订单失败:", orderSn, " err:", err)
return
}
// 解析订单状态
status, ok := mapData["X"]
if !ok {
logMapData(mapData)
return
}
// 更新订单状态
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orderStatus, reason := parseOrderStatus(status, mapData)
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if orderStatus == 0 {
logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
return
}
if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
logger.Error("修改订单状态失败:", orderSn, " err:", err)
return
}
// 根据订单类型和状态处理逻辑
handleOrderByType(db, preOrder, orderStatus)
}
// 获取 Redis 锁
func acquireLock(lock *helper.RedisLock, orderSn interface{}) error {
acquired, err := lock.AcquireWait(context.Background())
if err != nil {
logger.Error("订单回调失败, 获取锁失败:", orderSn, " err:", err)
return err
}
if !acquired {
logger.Error("订单回调失败, 获取锁失败:", orderSn)
return fmt.Errorf("failed to acquire lock")
}
return nil
}
// 记录 mapData 数据
func logMapData(mapData map[string]interface{}) {
mapStr, _ := sonic.Marshal(&mapData)
logger.Error("订单回调失败, 没有状态:", string(mapStr))
}
// 根据订单类型和状态处理逻辑
func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) {
switch {
// 主单成交
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case preOrder.OrderType == 0 && orderStatus == 6:
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handleMainOrderFilled(db, preOrder)
//主单取消
case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
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handleMainOrderCancel(preOrder)
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// 止盈成交
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case preOrder.OrderType == 1 && orderStatus == 6:
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handleSpotTakeProfitFilled(db, preOrder)
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//平仓单
case preOrder.OrderType == 3 && orderStatus == 6:
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handleMainOrderClosePosition(db, preOrder)
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//主单止损回调
case preOrder.OrderType == 2 && preOrder.OrderCategory == 1 && orderStatus == 6:
if preOrder.CoverType == 0 {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).Update("status", 9).Error; err != nil {
logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
}
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} else {
order, err := GetOrderById(db, preOrder.Pid)
if err != nil {
logger.Errorf("主单止损回调 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err)
return
}
triggerHedgeOrder(order, db, preOrder)
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}
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}
}
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// 主单取消
func handleMainOrderCancel(preOrder *DbModels.LinePreOrder) {
preOrderKey := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
preSpotOrders, _ := helper.DefaultRedis.GetAllList(preOrderKey)
preOrderCache := DbModels.LinePreOrder{}
for _, v := range preSpotOrders {
if v == "" {
continue
}
sonic.Unmarshal([]byte(v), &preOrderCache)
if preOrderCache.Pid == preOrder.Id {
_, err := helper.DefaultRedis.LRem(preOrderKey, v)
if err != nil {
logger.Errorf("订单回调失败, 回调订单号:%s 删除缓存失败:%v", preOrder.OrderSn, err)
}
}
}
}
// 平仓单
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func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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//主单平仓
if preOrder.OrderCategory == 1 {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).Update("status", 9).Error; err != nil {
logger.Errorf("平仓订单回调失败, 回调订单号:%s 更新主单失败:%v", preOrder.OrderSn, err)
}
} else {
//对冲单回调
if err := db.Model(&DbModels.LinePreOrder{}).
Where("pid =? AND order_category =? AND order_type =0 AND status <9 ", preOrder.Pid, preOrder.OrderCategory).
Update("status", 9).Error; err != nil {
logger.Errorf("对冲单平仓回调失败, 回调订单号:%s 更新对冲单失败:%v", preOrder.OrderSn, err)
}
}
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}
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// 止盈成交
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func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND order_category =?", preOrder.Pid, preOrder.OrderCategory).Update("status", 9).Error; err != nil {
logger.Errorf("止盈订单回调失败, 回调订单号:%s 更新主单失败:%v", preOrder.OrderSn, err)
}
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
stoploss := DbModels.LinePreOrder{}
for _, v := range stoplossVal {
sonic.Unmarshal([]byte(v), &stoploss)
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if stoploss.Pid == preOrder.Pid {
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_, err := helper.DefaultRedis.LRem(stoplossKey, v)
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if err != nil {
logger.Errorf("订单回调失败, 回调订单号:%s 删除缓存失败:%v", preOrder.OrderSn, err)
}
}
}
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}
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// 主单成交
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func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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processTakeProfitAndStopLossOrders(db, preOrder)
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}
// 解析订单状态
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// 5:委托中 6:完全成交 4:取消 9:已平仓
func parseOrderStatus(status interface{}, mapData map[string]interface{}) (int, string) {
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reason, _ := mapData["r"].(string)
if strings.ToLower(reason) == "none" {
reason = ""
}
switch status {
case "NEW": // 未成交
return 5, reason
case "FILLED": // 完全成交
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return 6, reason
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case "CANCELED", "EXPIRED": // 取消
return 4, reason
default:
return 0, reason
}
}
// 更新订单状态
func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, reason string, isSpot bool, mapData map[string]interface{}) error {
params := map[string]interface{}{"status": strconv.Itoa(status), "desc": reason}
switch isSpot {
case true:
total := decimal.Zero
totalAmount := decimal.Zero
if totalStr, ok := mapData["Z"].(string); ok {
total, _ = decimal.NewFromString(totalStr)
}
if totalAmountStr, ok := mapData["z"].(string); ok {
totalAmount, _ = decimal.NewFromString(totalAmountStr)
}
//主单 修改单价 和成交数量
if total.Cmp(decimal.Zero) > 0 && totalAmount.Cmp(decimal.Zero) > 0 {
num := totalAmount.Div(decimal.NewFromFloat(100)).Mul(decimal.NewFromFloat(99.8))
params["num"] = num
params["price"] = total.Div(totalAmount)
preOrder.Num = num.String()
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preOrder.Price = total.Div(totalAmount).String()
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}
case false:
status, _ := mapData["X"].(string)
if status == "FILLED" {
num, _ := decimal.NewFromString(mapData["z"].(string))
params["num"] = num.Mul(decimal.NewFromFloat(0.998)).String()
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price, _ := mapData["ap"].(string)
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params["price"] = price
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preOrder.Num = num.String()
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preOrder.Price = price
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}
}
return db.Model(&DbModels.LinePreOrder{}).Where("order_sn = ? AND status < 6", preOrder.OrderSn).
Updates(params).Error
}
// 主单成交 处理止盈止损订单
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// preOrder 主单
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func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder) {
orders := []models.LinePreOrder{}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 1 AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
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logger.Error("订单回调查询止盈止损单失败:", err)
return
}
spotApi := SpotRestApi{}
num, _ := decimal.NewFromString(preOrder.Num)
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num = num.Mul(decimal.NewFromFloat(0.998))
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for i, order := range orders {
if i >= 2 { // 最多处理 2 个订单
break
}
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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)
}
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switch order.OrderType {
case 1: // 止盈
processTakeProfitOrder(db, spotApi, order, num)
case 2: // 止损
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processStopLossOrder(order)
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}
}
}
// 处理止盈订单
func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder, num decimal.Decimal) {
tradeSet, _ := GetTradeSet(order.Symbol, 0)
if tradeSet.Coin == "" {
logger.Error("获取交易对失败")
return
}
price, _ := decimal.NewFromString(order.Price)
params := OrderPlacementService{
ApiId: order.ApiId,
Symbol: order.Symbol,
Side: order.Site,
Price: price.Truncate(int32(tradeSet.PriceDigit)),
Quantity: num.Truncate(int32(tradeSet.AmountDigit)),
Type: "TAKE_PROFIT_LIMIT",
TimeInForce: "GTC",
StopPrice: price.Truncate(int32(tradeSet.PriceDigit)),
NewClientOrderId: order.OrderSn,
}
err := spotApi.OrderPlace(db, params)
if err != nil {
for x := 0; x < 5; x++ {
if strings.Contains(err.Error(), "LOT_SIZE") {
break
}
err = spotApi.OrderPlace(db, params)
if err == nil {
break
}
}
}
if err != nil {
logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
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Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
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logger.Error("现货止盈下单失败,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("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
}
}
}
// 处理止损订单
// order 止损单
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func processStopLossOrder(order models.LinePreOrder) error {
price := utility.StrToDecimal(order.Price)
stopLoss := dto.StopLossRedisList{
Id: order.Id,
PId: order.Pid,
ApiId: order.ApiId,
OrderTye: order.OrderType,
OrderCategory: order.OrderCategory,
Price: price,
SymbolType: order.SymbolType,
Symbol: order.Symbol,
Site: order.Site,
}
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stoplossVal, _ := sonic.MarshalString(&stopLoss)
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
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if stoplossVal == "" {
return errors.New("stoplossVal is empty")
}
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if err := helper.DefaultRedis.RPushList(stoplossKey, stoplossVal); err != nil {
return err
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}
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return nil
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}
func GetSystemSetting(db *gorm.DB) (models.LineSystemSetting, error) {
key := fmt.Sprintf(rediskey.SystemSetting)
val, _ := helper.DefaultRedis.GetString(key)
setting := models.LineSystemSetting{}
if val != "" {
sonic.UnmarshalString(val, &setting)
}
if setting.Id > 0 {
return setting, nil
}
var err error
setting, err = ResetSystemSetting(db)
if err != nil {
return setting, err
}
return setting, nil
}
func ResetSystemSetting(db *gorm.DB) (DbModels.LineSystemSetting, error) {
setting := DbModels.LineSystemSetting{}
if err := db.Model(&setting).First(&setting).Error; err != nil {
return setting, err
}
settVal, _ := sonic.MarshalString(&setting)
if settVal != "" {
if err := helper.DefaultRedis.SetString(rediskey.SystemSetting, settVal); err != nil {
logger.Error("redis添加系统设置失败", err)
}
}
return DbModels.LineSystemSetting{}, nil
}
// NEW
// PENDING_NEW
// PARTIALLY_FILLED
// FILLED
// CANCELED
// PENDING_CANCEL
// REJECTED
// EXPIRED
// EXPIRED_IN_MATCH