Files
exchange_go/services/binanceservice/reverse_service.go

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package binanceservice
import (
"database/sql"
"errors"
"fmt"
DbModels "go-admin/app/admin/models"
"go-admin/common/global"
"go-admin/common/helper"
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"go-admin/models"
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"go-admin/pkg/maphelper"
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"go-admin/pkg/utility/snowflakehelper"
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"go-admin/services/cacheservice"
"strconv"
"time"
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"github.com/go-admin-team/go-admin-core/logger"
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"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
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if status == "NEW" && (ot == "TAKE_PROFIT_MARKET" || ot == "STOP_MARKET" || ot == "TAKE_PROFIT" || ot == "STOP") &&
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apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 {
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symbolCode, err := maphelper.GetString(mapData, "s")
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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 {
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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 {
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needReverseOrder, closePosition, err1 := e.savePosition(&mainOrder, &apiInfo, true, false)
if err1 != nil {
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return true, err1
}
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if needReverseOrder {
e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, false, closePosition)
}
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}
case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL":
if mainOrder.Category == 0 {
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needReverseOrder, closePosition, err1 := e.savePosition(&mainOrder, &apiInfo, true, true)
if err1 != nil {
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e.Log.Errorf("保存主订单失败: %v", err1)
return true, err1
}
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if needReverseOrder {
e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, true, closePosition)
}
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}
default:
return true, errors.New("不支持的订单类型")
}
return true, nil
} else if apiInfo.Subordinate == "2" {
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e.changeOrderStatus(3, orderSn, mapData)
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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
}
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price := maphelper.GetDecimal(mapData, "ap")
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totalNum := maphelper.GetDecimal(mapData, "z")
mainOrder := DbModels.LineReverseOrder{
ApiId: apiInfo.Id,
Symbol: symbol,
PositionSide: positionSide,
TotalNum: totalNum,
Side: side,
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Price: price,
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FinalPrice: price,
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}
switch {
case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL":
if mainOrder.Category == 0 {
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if _, _, err1 := e.savePositionWithRetry(&mainOrder, &apiInfo, false, false); err1 != nil {
e.Log.Errorf("反向订单持仓保存失败: %v", err1)
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return true, err1
}
}
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case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL":
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if mainOrder.Category == 0 {
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if _, _, err1 := e.savePositionWithRetry(&mainOrder, &apiInfo, false, true); err1 != nil {
e.Log.Errorf("反向订单持仓保存失败: %v", err1)
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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
}
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if ap, ok := mapData["ap"].(string); ok {
data["final_price"], _ = decimal.NewFromString(ap)
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}
if num, ok := mapData["z"].(string); ok {
data["total_num"], _ = decimal.NewFromString(num)
}
data["trigger_time"] = &now
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} else if status == 2 {
if orderId, ok := mapData["i"].(float64); ok {
data["order_id"] = orderId
}
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}
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
}
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// savePositionWithRetry 带重试机制的持仓保存
func (e *ReverseService) savePositionWithRetry(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, isMain, reducePosition bool) (bool, bool, error) {
const maxRetries = 3
for i := 0; i < maxRetries; i++ {
needReverseOrder, closePosition, err := e.savePosition(order, apiInfo, isMain, reducePosition)
if err == nil {
return needReverseOrder, closePosition, nil
}
e.Log.Warnf("持仓保存失败,重试 %d/%d: %v", i+1, maxRetries, err)
time.Sleep(time.Millisecond * 100 * time.Duration(i+1))
}
return false, false, fmt.Errorf("持仓保存失败,已重试 %d 次", maxRetries)
}
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// 更新仓位信息
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// apiInfo 当前下单api信息
// return
// neeReverseOrder: 是否需要反单
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// closePosition: true=平仓, false=减仓
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// err error 错误信息
func (e *ReverseService) savePosition(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, isMain, reducePosition bool) (bool, bool, error) {
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position := DbModels.LineReversePosition{}
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positionSide := order.PositionSide
side := order.Side
totalNum := order.TotalNum
closePosition := false
needReverseOrder := false
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symbol, err1 := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)
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if err1 != nil {
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e.Log.Errorf("获取交易对失败 symbol:%s err:%v", order.Symbol, err1)
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}
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var querySql string
sqlStr := ""
//如果是主单,存储仓位则是反单的持仓方向
if isMain {
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if order.PositionSide == "LONG" {
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positionSide = "SHORT"
} else {
positionSide = "LONG"
}
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//减仓 判断是否为平仓
closePosition = e.getClosePosition(reducePosition, apiInfo, order, order.PositionSide, isMain)
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if !reducePosition {
//反单止盈止损方向相反
if side == "SELL" {
side = "BUY"
} else {
side = "SELL"
}
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position.ReverseApiId = apiInfo.ReverseApiId
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position.Side = side
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position.ApiId = order.ApiId
position.Symbol = order.Symbol
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position.Status = 1
position.ReverseStatus = 0
position.PositionSide = positionSide
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position.AveragePrice = order.FinalPrice
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position.PositionNo = snowflakehelper.GetOrderNo()
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}
querySql = "api_id =? and position_side =? and symbol =? and status =1"
//平仓
if closePosition {
totalNum = decimal.Zero
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sqlStr = "UPDATE line_reverse_position set amount=@totalNum,updated_at=now(),status=2,version=version+1 where id =@id and status!=2 and version=@version"
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} else if reducePosition {
//只减仓
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sqlStr = "UPDATE line_reverse_position set amount=amount - @totalNum,updated_at=now(),average_price=@averagePrice,version=version+1 where id =@id and status!=2 and version=@version"
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} else {
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sqlStr = "UPDATE line_reverse_position set total_amount=total_amount + @totalNum,amount=amount + @totalNum,updated_at=now(),average_price=@averagePrice,version=version+1 where id =@id and status!=2 and version=@version"
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}
} else {
querySql = "reverse_api_id =? and position_side =? and symbol =? and reverse_status in (0,1)"
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//减仓 判断是否为平仓
closePosition = e.getClosePosition(reducePosition, apiInfo, order, order.PositionSide, isMain)
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// 关键修复:确保反向持仓状态正确更新
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if closePosition {
totalNum = decimal.Zero
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// 增强的平仓更新逻辑确保状态正确设置为2
sqlStr = "UPDATE line_reverse_position set reverse_amount=@totalNum,updated_at=now(),reverse_status=2,version=version+1 where id =@id and reverse_status !=2 and version=@version"
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} else if reducePosition {
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sqlStr = "UPDATE line_reverse_position set reverse_amount=reverse_amount - @totalNum,updated_at=now(),reverse_average_price=@averagePrice,version=version+1 where id =@id and reverse_status !=2 and version=@version"
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} else {
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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,version=version+1 where id =@id and reverse_status !=2 and version=@version"
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}
}
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var averagePrice decimal.Decimal
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var remainQuantity decimal.Decimal
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err := e.Orm.Transaction(func(tx *gorm.DB) error {
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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 {
// 初始化版本号
position.Version = 0
if err2 := tx.Create(&position).Error; err2 != nil {
return err2
}
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averagePrice = position.AveragePrice
} else {
return err1
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}
} else {
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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 {
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totalPrice = totalPrice.Add(order.Price.Mul(order.TotalNum))
totalAmount = totalAmount.Add(order.TotalNum)
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} else if reducePosition && !closePosition {
//只减仓
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totalPrice = totalPrice.Sub(order.Price.Mul(order.TotalNum))
totalAmount = totalAmount.Sub(order.TotalNum)
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}
}
if totalAmount.IsZero() || totalPrice.IsZero() {
if isMain {
averagePrice = position.AveragePrice
} else {
if position.ReverseAveragePrice.IsZero() {
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averagePrice = order.Price
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} 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
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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 {
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return err2
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}
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// 使用乐观锁执行更新
dbResult := tx.Exec(sqlStr, sql.Named("totalNum", totalNum), sql.Named("id", position.Id), sql.Named("averagePrice", averagePrice), sql.Named("version", position.Version))
if dbResult.Error != nil {
return dbResult.Error
}
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order.PositionId = position.Id
if dbResult.RowsAffected == 0 {
e.Log.Errorf("减仓数据 是否平仓单:%v :%v, 可能存在并发冲突", closePosition, order)
return fmt.Errorf("没有找到对应的持仓信息或版本冲突position_id:%d, version:%d", position.Id, position.Version)
}
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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
}
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return nil
})
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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
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}
// 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
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proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(4)
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amount = mainOrder.TotalNum.Mul(proportion).Truncate(int32(symbol.AmountDigit))
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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)
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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
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order.PositionId = mainOrder.PositionId
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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 {
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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
}
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}
return nil
}
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// 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
}
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// 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
}
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// 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
}
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// 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
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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)
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if err != nil {
return err
}
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if len(orders) == 2 {
return nil
}
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setting, err := GetReverseSetting(e.Orm)
if err != nil {
e.Log.Errorf("获取反单设置失败:%v", err)
return err
}
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symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)
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if err != nil {
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e.Log.Errorf("获取交易对信息失败:%v", err)
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return err
}
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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},
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}
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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
}
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// 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")
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if err != nil {
return err
}
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ot, err := maphelper.GetString(*mapData, "ot")
if err != nil {
return err
}
positionSide, err := maphelper.GetString(*mapData, "ps")
if err != nil {
return err
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}
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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
}
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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
}
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side = e.getOppositeSide(side)
if positionSide == "LONG" {
positionSide = "SHORT"
} else {
positionSide = "LONG"
}
var orderType int
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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)
}
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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
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}
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mainPercent := stopPrice.Div(reversePosition.AveragePrice)
mainPercent = (mainPercent.Sub(decimal.NewFromInt(1))).Abs().Truncate(4)
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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)
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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
}
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newOrder := DbModels.LineReverseOrder{
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PositionId: params.PositionId,
OrderSn: orderSn,
OrderType: getOrderType(params.OrderType),
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Status: 1,
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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,
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Category: 1,
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ApiId: params.ApiInfo.Id,
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IsAddPosition: 2,
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TriggerTime: &params.Now,
BuyPrice: params.TotalNum.Mul(params.Price).Truncate(int32(params.Symbol.PriceDigit)),
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}
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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
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}
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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,
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NewClientOrderId: newOrder.OrderSn,
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ClosePosition: params.Close,
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}
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err := futApiV2.OrderPlaceLoop(params.ApiInfo, params2)
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if err != nil {
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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()})
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return err
}
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e.DoCancelTakeProfitBatch(params.Symbol.GetSymbol(), newOrder.PositionSide, newOrder.Side, newOrder.OrderType, params.ApiInfo)
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return nil
}
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func getOrderType(t string) int {
if t == "TAKE_PROFIT_MARKET" || t == "TAKE_PROFIT" {
return 1
}
return 2
}