exchange_go/services/binanceservice/binancerest.go

package binanceservice

import (
	"errors"
	"fmt"
	DbModels "go-admin/app/admin/models"
	"go-admin/common/const/rediskey"
	commondto "go-admin/common/dto"
	"go-admin/common/global"
	"go-admin/common/helper"
	"go-admin/models"
	"go-admin/models/spot"
	"go-admin/pkg/httputils"
	"go-admin/pkg/utility"
	"strings"
	"time"

	"github.com/shopspring/decimal"
	"gorm.io/gorm"

	"github.com/bytedance/sonic"
	log "github.com/go-admin-team/go-admin-core/logger"
)

const (
	binanceRestApi = "https://api.binance.com"
)

var ErrorMaps = map[float64]string{
	-2021: "订单已拒绝。请调整触发价并重新下订单。 对于买入/做多，止盈订单触发价应低于市场价，止损订单的触发价应高于市场价。卖出/做空则与之相反",
	-4164: "下单失败。少于最小下单金额",
	-4061: "持仓方向需要设置为单向持仓。",
	-2019: "保证金不足",
	-1111: "金额设置错误。精度错误",
	-1021: "请求的时间戳在recvWindow之外",
	-2011: "该交易对没有订单",
	// -2010: "账户余额不足",
}

type SpotRestApi struct {
}

/*
获取 现货交易-规范信息

  - return @info 规范信息
  - return @err 错误信息
*/
func (e SpotRestApi) GetExchangeInfo() (symbols []spot.Symbol, err error) {
	url := fmt.Sprintf("%s%s?permissions=SPOT", binanceRestApi, "/api/v3/exchangeInfo")
	mapData, err := httputils.NewHttpRequestWithFasthttp("GET", url, "", map[string]string{})

	if err != nil {
		return
	}

	if len(mapData) == 0 {
		err = errors.New("获取现货交易-规范信息数量为空")
		return
	}

	var info spot.ExchangeInfo
	err = sonic.Unmarshal(mapData, &info)

	if err == nil {
		return info.Symbols, nil
	}

	return
}

/*
获取现货24h行情变更
*/
func (e SpotRestApi) GetSpotTicker24h(tradeSet *map[string]models.TradeSet) (deleteSymbols []string, err error) {
	tickerApi := fmt.Sprintf("%s%s", binanceRestApi, "/api/v3/ticker/24hr")
	mapData, err := httputils.NewHttpRequestWithFasthttp("GET", tickerApi, "", map[string]string{})

	if err != nil {
		return []string{}, err
	}
	deleteSymbols = make([]string, 0)
	if len(mapData) == 0 {
		return deleteSymbols, errors.New("获取交易对失败，或数量为空")
	}
	tickers := make([]spot.SpotTicker24h, 0)
	err = sonic.Unmarshal([]byte(mapData), &tickers)

	if err != nil {
		log.Error("反序列化json失败", err)
	}

	for _, item := range tickers {
		key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, item.Symbol)
		symbol, exits := (*tradeSet)[item.Symbol]

		if !exits {
			helper.DefaultRedis.DeleteString(key)
			continue
		}
		symbol.OpenPrice = utility.StringAsFloat(item.OpenPrice)
		symbol.PriceChange = utility.StringAsFloat(item.PriceChangePercent)
		symbol.LowPrice = item.LowPrice
		symbol.HighPrice = item.HighPrice
		symbol.Volume = item.Volume
		symbol.QuoteVolume = item.QuoteVolume
		symbol.LastPrice = item.LastPrice

		val, err := sonic.Marshal(symbol)

		if !strings.HasSuffix(item.Symbol, symbol.Currency) || item.Count <= 0 || utility.StringToFloat64(item.QuoteVolume) <= 0 {
			helper.DefaultRedis.DeleteString(key)
			deleteSymbols = append(deleteSymbols, item.Symbol)
			continue
		}

		if err != nil {
			log.Error("序列化失败", item.Symbol)
			continue
		}
		err = helper.DefaultRedis.SetString(key, string(val))

		if err != nil {
			log.Error("缓存交易对失败|", item.Symbol, err)
		}

		helper.DefaultRedis.AddSortSet(global.COIN_PRICE_CHANGE, symbol.PriceChange, symbol.Coin)
	}
	return deleteSymbols, nil
}

/*
获取单个交易对24h行情

  - @symbol 交易对
  - @data 结果
*/
func (e SpotRestApi) GetSpotTicker24(symbol string, data *models.Ticker24, tradeSet *models.TradeSet) error {
	key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, symbol)
	val, err := helper.DefaultRedis.GetString(key)

	if err != nil {
		return err
	}

	err = sonic.Unmarshal([]byte(val), tradeSet)

	if err != nil {
		return err
	}

	if tradeSet.Coin != "" {
		data.HighPrice = tradeSet.HighPrice
		data.ChangePercent = fmt.Sprintf("%g", tradeSet.PriceChange)
		data.LastPrice = tradeSet.LastPrice
		data.LowPrice = tradeSet.LowPrice
		data.OpenPrice = fmt.Sprintf("%g", tradeSet.OpenPrice)
		data.QuoteVolume = tradeSet.QuoteVolume
		data.Volume = tradeSet.Volume
	}

	return nil
}

type Ticker struct {
	Symbol string `json:"symbol"`
	Price  string `json:"price"`
}

func (e SpotRestApi) Ticker() {
	tickerApi := fmt.Sprintf("%s%s", binanceRestApi, "/api/v3/ticker/price")
	mapData, _ := httputils.NewHttpRequestWithFasthttp("GET", tickerApi, "", map[string]string{})
	//sonic.Unmarshal(mapData, &tickerData)
	helper.DefaultRedis.SetString(rediskey.SpotSymbolTicker, string(mapData))
}

// 循环下单
func (e SpotRestApi) OrderPlaceLoop(db *gorm.DB, params OrderPlacementService, retryCount int) error {
	var err error
	err = e.OrderPlace(db, params)

	if err != nil {
		//数量不正确
		if strings.Contains(err.Error(), "LOT_SIZE") {
			return err
		}

		for x := 1; x <= retryCount; x++ {
			err = e.OrderPlace(db, params)
			if err == nil || strings.Contains(err.Error(), "LOT_SIZE") {
				break
			}

			// if strings.Contains(err.Error(), "余额不足") {
			// 	apiUserInfo, _ := GetApiInfo(params.ApiId)
			// 	tradeset, _ := GetTradeSet(params.Symbol, 0)
			// 	num, _ := getSpotPositionNum(apiUserInfo, &DbModels.LinePreOrder{Symbol: params.Symbol, QuoteSymbol: "USDT", OrderSn: params.NewClientOrderId}, tradeset)
			// 	log.Info(" 循环下单 余额：%v", num)
			// }
			time.Sleep(500 * time.Millisecond)
		}
	}

	return err
}

// OrderPlace 现货下单
func (e SpotRestApi) OrderPlace(orm *gorm.DB, params OrderPlacementService) error {
	if orm == nil {
		return errors.New("数据库实例为空")
	}
	err2 := params.CheckParams()
	if err2 != nil {
		return err2
	}
	paramsMaps := map[string]string{
		"symbol":           params.Symbol,
		"side":             params.Side,
		"quantity":         params.Quantity.String(),
		"type":             params.Type,
		"newClientOrderId": params.NewClientOrderId,
	}
	if strings.ToUpper(params.Type) != "MARKET" { //市价
		paramsMaps["price"] = params.Price.String()
		paramsMaps["timeInForce"] = "GTC"

		if strings.ToUpper(params.Type) == "TAKE_PROFIT_LIMIT" || strings.ToUpper(params.Type) == "STOP_LOSS_LIMIT" {
			paramsMaps["stopPrice"] = params.StopPrice.String()
		}
	}
	var apiUserInfo DbModels.LineApiUser

	err := orm.Model(&DbModels.LineApiUser{}).Where("id = ?", params.ApiId).Find(&apiUserInfo).Error
	if err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
		log.Errorf("api用户出错 err: %+v", err)
		return err
	}
	client := GetClient(&apiUserInfo)
	resp, _, err := client.SendSpotAuth("/api/v3/order", "POST", paramsMaps)
	if err != nil {
		dataMap := make(map[string]interface{})

		if err.Error() != "" {
			if err := sonic.Unmarshal([]byte(err.Error()), &dataMap); err != nil {
				return fmt.Errorf("api_id:%d 交易对:%s 下订单失败:%+v", apiUserInfo.Id, params.Symbol, err.Error())
			}
		}
		code, ok := dataMap["code"]
		if ok {
			errContent := ErrorMaps[code.(float64)]
			paramsVal, _ := sonic.MarshalString(paramsMaps)

			log.Error("api_id:", utility.IntToString(apiUserInfo.Id), " 交易对:", params.Symbol, " 下单参数:", paramsVal)

			if errContent == "" {
				errContent, _ = dataMap["msg"].(string)
			}

			return fmt.Errorf("api_id:%d 交易对:%s 下订单失败:%s", apiUserInfo.Id, params.Symbol, errContent)
		}
		if strings.Contains(err.Error(), "Unknown order sent.") {
			return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%+v", apiUserInfo.Id, params.Symbol, ErrorMaps[-2011])
		}

		return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%v", apiUserInfo.Id, params.Symbol, err)
	}
	var dataMap map[string]interface{}
	if err := sonic.Unmarshal(resp, &dataMap); err != nil {
		return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%+v", apiUserInfo.Id, params.Symbol, err.Error())
	}
	return nil
}

// CancelOpenOrders 撤销单一交易对下所有挂单 包括了来自订单列表的挂单
func (e SpotRestApi) CancelOpenOrders(orm *gorm.DB, req CancelOpenOrdersReq) error {
	if orm == nil {
		return errors.New("数据库实例为空")
	}
	err := req.CheckParams()
	if err != nil {
		return err
	}
	params := map[string]string{
		"symbol": req.Symbol,
	}
	var apiUserInfo DbModels.LineApiUser

	err = orm.Model(&DbModels.LineApiUser{}).Where("id = ?", req.ApiId).Find(&apiUserInfo).Error
	if err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
		return fmt.Errorf("api_id:%d 交易对:%s api用户出错:%+v", apiUserInfo.Id, req.Symbol, err)
	}
	var client *helper.BinanceClient

	if apiUserInfo.UserPass == "" {
		client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
	} else {
		client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
	}
	_, _, err = client.SendSpotAuth("/api/v3/openOrders", "DELETE", params)
	if err != nil {
		dataMap := make(map[string]interface{})

		if err.Error() != "" {
			if err := sonic.Unmarshal([]byte(err.Error()), &dataMap); err != nil {
				return fmt.Errorf("api_id:%d 交易对:%s 撤销订单失败:%+v", apiUserInfo.Id, req.Symbol, err.Error())
			}
		}
		code, ok := dataMap["code"]
		if ok {
			return fmt.Errorf("api_id:%d 交易对:%s 撤销订单失败:%s", apiUserInfo.Id, req.Symbol, ErrorMaps[code.(float64)])
		}
		if strings.Contains(err.Error(), "Unknown order sent.") {
			return fmt.Errorf("api_id:%d 交易对:%s 撤销订单失败:%+v", apiUserInfo.Id, req.Symbol, ErrorMaps[-2011])
		}
		return fmt.Errorf("api_id:%d 交易对:%s 撤销订单失败:%+v", apiUserInfo.Id, req.Symbol, err.Error())
	}

	return nil
}

// CancelOpenOrderByOrderSn 通过单一订单号取消委托
func (e SpotRestApi) CancelOpenOrderByOrderSn(apiUserInfo DbModels.LineApiUser, symbol string, newClientOrderId string) error {
	params := map[string]string{
		"symbol":            symbol,
		"origClientOrderId": newClientOrderId,
		"recvWindow":        "10000",
	}
	var client *helper.BinanceClient

	if apiUserInfo.UserPass == "" {
		client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
	} else {
		client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
	}
	_, code, err := client.SendSpotAuth("/api/v3/order", "DELETE", params)
	if err != nil || code != 200 {
		log.Error("取消现货委托失败 参数:", params)
		log.Error("取消现货委托失败 code:", code)
		log.Error("取消现货委托失败 err:", err)
		dataMap := make(map[string]interface{})
		if err.Error() != "" {
			if err := sonic.Unmarshal([]byte(err.Error()), &dataMap); err != nil {
				return fmt.Errorf("api_id:%d 交易对:%s 撤销订单失败:%+v", apiUserInfo.Id, symbol, err.Error())
			}
		}

		code, ok := dataMap["code"]
		if ok {
			return fmt.Errorf("api_id:%d 交易对:%s 撤销订单失败:%s", apiUserInfo.Id, symbol, ErrorMaps[code.(float64)])
		}
		if strings.Contains(err.Error(), "Unknown order sent.") {
			return fmt.Errorf("api_id:%d 交易对:%s 撤销订单失败:%+v", apiUserInfo.Id, symbol, ErrorMaps[-2011])
		}
		return fmt.Errorf("api_id:%d 交易对:%s 撤销订单失败:%+v", apiUserInfo.Id, symbol, err.Error())
	}

	return nil
}

// ClosePosition 平仓
// symbol 交易对
// orderSn 平仓单号
// quantity 平仓数量
// side 原始仓位方向
// apiUserInfo 用户信息
// orderType 平仓类型 限价（LIMIT） 市价()
func (e SpotRestApi) ClosePosition(symbol string, orderSn string, quantity decimal.Decimal, side string,
	apiUserInfo DbModels.LineApiUser, orderType string, rate string, price decimal.Decimal) error {
	endpoint := "/api/v3/order "
	params := map[string]string{
		"symbol":           symbol,
		"type":             orderType,
		"quantity":         quantity.String(),
		"newClientOrderId": orderSn,
	}
	if side == "SELL" {
		params["side"] = "BUY"
	} else {
		params["side"] = "SELL"
	}

	if orderType == "LIMIT" {
		key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, symbol)
		tradeSet, _ := helper.GetObjString[models.TradeSet](helper.DefaultRedis, key)
		rateFloat, _ := decimal.NewFromString(rate)
		if rateFloat.GreaterThan(decimal.Zero) {
			if side == "SELL" { //仓位是空 平空的话
				price = price.Mul(decimal.NewFromInt(1).Add(rateFloat)).Truncate(int32(tradeSet.PriceDigit))
			} else {
				price = price.Mul(decimal.NewFromInt(1).Sub(rateFloat)).Truncate(int32(tradeSet.PriceDigit))
			}
			params["price"] = price.String()
		}
	}
	params["timeInForce"] = "GTC"
	client := GetClient(&apiUserInfo)

	resp, _, err := client.SendFuturesRequestAuth(endpoint, "POST", params)
	if err != nil {
		var dataMap map[string]interface{}
		if err2 := sonic.Unmarshal([]byte(err.Error()), &dataMap); err2 != nil {
			return fmt.Errorf("api_id:%d 交易对:%s 平仓出错:%s", apiUserInfo.Id, symbol, err.Error())
		}
		code, ok := dataMap["code"]
		if ok {
			errContent := FutErrorMaps[code.(float64)]

			if errContent == "" {
				errContent = err.Error()
			}

			return fmt.Errorf("api_id:%d 交易对:%s 平仓出错:%s", apiUserInfo.Id, symbol, errContent)
		}
	}
	var orderResp FutOrderResp
	err = sonic.Unmarshal(resp, &orderResp)
	if err != nil {
		return fmt.Errorf("api_id:%d 交易对:%s 平仓出错:%s", apiUserInfo.Id, symbol, err.Error())
	}
	if orderResp.Symbol == "" {
		return fmt.Errorf("api_id:%d 交易对:%s 平仓出错:未找到订单信息", apiUserInfo.Id, symbol)
	}
	return nil
}

func GetClient(apiUserInfo *DbModels.LineApiUser) *helper.BinanceClient {
	var client *helper.BinanceClient
	if apiUserInfo.UserPass == "" {
		client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
	} else {
		client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
	}
	return client
}

/*
获取api用户信息
*/
func GetApiInfo(apiId int) (DbModels.LineApiUser, error) {
	api := DbModels.LineApiUser{}
	key := fmt.Sprintf(rediskey.API_USER, apiId)
	val, _ := helper.DefaultRedis.GetString(key)

	if val != "" {
		if err := sonic.UnmarshalString(val, &api); err == nil {
			return api, nil
		}
	}

	db := GetDBConnection()

	if err := db.Model(&api).Where("id =?", apiId).First(&api).Error; err != nil {
		return api, err
	}

	val, _ = sonic.MarshalString(&api)

	if val != "" {
		helper.DefaultRedis.SetString(key, val)
	}

	return api, nil
}

/*
根据A账户获取B账号信息
*/
func GetChildApiInfo(apiId int) (DbModels.LineApiUser, error) {
	var api DbModels.LineApiUser
	childApiId := 0
	groups := GetApiGroups()

	for _, item := range groups {
		if item.ApiUserId == apiId {
			childApiId = item.ChildApiUserId
			break
		}
	}

	if childApiId > 0 {
		return GetApiInfo(childApiId)
	}

	return api, nil
}

func GetApiGroups() []commondto.ApiGroupDto {
	apiGroups := make([]commondto.ApiGroupDto, 0)
	apiGroupStr, _ := helper.DefaultRedis.GetAllKeysAndValues(rediskey.ApiGroupAll)

	if len(apiGroupStr) == 0 {
		return apiGroups
	}

	for _, item := range apiGroupStr {
		apiGroup := commondto.ApiGroupDto{}
		if err := sonic.UnmarshalString(item, &apiGroup); err != nil {
			log.Error("groups 序列化失败", err)
			continue
		}
		apiGroups = append(apiGroups, apiGroup)
	}

	return apiGroups
}

// GetSpotSymbolLastPrice 获取现货交易对最新价格
func (e SpotRestApi) GetSpotSymbolLastPrice(targetSymbol string) (lastPrice decimal.Decimal) {
	key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, targetSymbol)
	ticker, _ := helper.DefaultRedis.GetString(key)

	if ticker != "" {
		tradeSet := models.TradeSet{}
		sonic.Unmarshal([]byte(ticker), &tradeSet)

		if tradeSet.LastPrice != "" {
			lastPrice = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
		}
	}
	// tickerSymbol := helper.DefaultRedis.Get(rediskey.SpotSymbolTicker).Val()
	// tickerSymbolMaps := make([]dto.Ticker, 0)
	// sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps)
	// //key := fmt.Sprintf("%s:%s", global.TICKER_SPOT, targetSymbol)
	// //tradeSet, _ := helper.GetObjString[models.TradeSet](helper.DefaultRedis, key)
	// for _, symbolMap := range tickerSymbolMaps {
	// 	if symbolMap.Symbol == strings.ToUpper(targetSymbol) {
	// 		lastPrice = utility.StringToDecimal(symbolMap.Price)
	// 	}
	// }
	return lastPrice
}