exchange_go/services/binanceservice/futuresbinancerest.go

package binanceservice

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

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

	"github.com/bytedance/sonic"
	"github.com/go-redis/redis/v8"

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

const (
	futureApi = "https://fapi.binance.com"
)

type FutRestApi struct {
}

var FutErrorMaps = 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: "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",
	-1106: "发送了不需要的参数。",
	-1109: "非有效账户",
	-1110: "交易对不正确",
	-1112: "交易对没有挂单",
	-1114: "发送的TimeInForce参数不需要。",
	-1115: "无效的timeInForce",
	-1116: "无效订单类型。",
	-1117: "无效买卖方向。",
	-1121: "无效的交易对。",
	-2010: "新订单被拒绝",
	-2011: "取消订单被拒绝",
	-2012: "批量取消失败",
	-2013: "订单不存在。",
	-2014: "API-key 格式无效。",
	-2015: "无效的API密钥，IP或操作权限。",
	-2018: "余额不足",
	-2020: "无法成交",
	-2022: "ReduceOnly订单被拒绝",
	-2023: "用户正处于被强平模式",
	-2024: "持仓不足",
	-2025: "挂单量达到上限",
	-4001: "价格小于0",
	-4002: "价格超过最大值",
	-4003: "数量小于0",
	-4004: "数量小于最小值",
	-4005: "数量大于最大值",
	-4008: "价格精度小于0",
	-4009: "最大价格小于最小价格",
	-4029: "价格精度小数点位数不正确。",
	-4031: "不正确的参数类型。",
	-4047: "如果有挂单，仓位模式不能切换。",
	-4048: "如果有仓位，仓位模式不能切换。",
	-4059: "无需变更仓位方向",
	-4117: "stop订单在触发中",
}

var reduceOnlyRate = 0.95

/*
获取资金费率
*/
func GetPremiumIndex() ([]futuresdto.FundingInfo, error) {
	url := fmt.Sprintf("%s%s", futureApi, "/fapi/v1/premiumIndex")
	mapData, err := httputils.NewHttpRequestWithFasthttp("GET", url, "", map[string]string{})

	if err != nil {
		return nil, err
	}

	if len(mapData) == 0 {
		return nil, errors.New("获取交易对失败，或数量为空")
	}

	var res []futuresdto.FundingInfo
	err = sonic.Unmarshal([]byte(mapData), &res)

	if err != nil {
		return nil, err
	}

	for _, item := range res {
		key := fmt.Sprintf("%s:%s", global.FUNDING_INFO_FUTURES, item.Symbol)

		if item.NextFundingTime == 0 {
			helper.DefaultRedis.DeleteString(key)
			continue
		}

		val, err := sonic.Marshal(item)

		if err != nil {
			log.Error("序列化失败:", item.Symbol, err)
			continue
		}

		err = helper.DefaultRedis.SetString(key, string(val))

		if err != nil {
			log.Error("保存资金费率失败:", item.Symbol, err)
			continue
		}
	}

	return nil, nil
}

/*
获取指定交易对资金费率

  - @symbol 交易对名称
  - @data 结果
*/
func GetFundingInfoBySymbol(symbol string, data *futuresdto.FundingInfo) error {
	key := fmt.Sprintf("%s:%s", global.FUNDING_INFO_FUTURES, strings.ToUpper(symbol))
	resData, err := helper.DefaultRedis.GetString(key)

	if err != nil {
		return err
	}

	if resData == "" {
		shouldReturn, err := GetAndReloadSymbol(symbol, data)
		if shouldReturn {
			return err
		}
	}

	err = sonic.Unmarshal([]byte(resData), data)

	if err != nil {
		return err
	}

	if data.NextFundingTime <= time.Now().Unix() {
		shouldReturn, err := GetAndReloadSymbol(symbol, data)
		if shouldReturn {
			return err
		}
	}

	return nil
}

// 获取并更新费率
func GetAndReloadSymbol(symbol string, data *futuresdto.FundingInfo) (bool, error) {
	datas, err := GetPremiumIndex()

	if err != nil {
		return true, err
	}

	for _, item := range datas {
		if item.Symbol == strings.ToUpper(symbol) {
			*data = item

			return true, nil
		}
	}
	return false, nil
}

// 获取合约交易对信息
func GetSymbols(data *futuresdto.FutExchangeInfo) error {
	url := fmt.Sprintf("%s%s", futureApi, "/fapi/v1/exchangeInfo")
	mapData, err := httputils.NewHttpRequestWithFasthttp("GET", url, "", map[string]string{})

	if err != nil {
		return err
	}

	if len(mapData) == 0 {
		return errors.New("获取合约交易对失败，或数量为空")
	}

	err = sonic.Unmarshal(mapData, data)

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

// 获取并更新交易对
func GetAndReloadSymbols(data *map[string]models.TradeSet) error {
	var info futuresdto.FutExchangeInfo
	err := GetSymbols(&info)

	if err != nil {
		return err
	}

	maps := make(map[string]string, 0)
	if len(info.Symbols) > 0 {
		for _, item := range info.Symbols {
			if item.Status == "TRADING" && strings.HasSuffix(item.Symbol, "USDT") {
				tradeSet := models.TradeSet{}
				tradeSet.Coin = item.BaseAsset
				tradeSet.Currency = item.QuoteAsset
				for _, filter := range item.Filters {
					switch filter.FilterType {
					case "PRICE_FILTER":
						tradeSet.PriceDigit = utility.GetPrecision(*filter.TickSize)
						tradeSet.MinBuyVal = utility.StringAsFloat(*filter.MinPrice)
					case "LOT_SIZE":
						tradeSet.AmountDigit = utility.GetPrecision(*filter.StepSize)
					case "MIN_NOTIONAL":
						tradeSet.MinNotional = *filter.Notional
					case "MAX_NOTIONAL":
						tradeSet.MaxNotional = *filter.Notional
					}
				}

				(*data)[item.Symbol] = tradeSet

				key := fmt.Sprintf("%s:%s", global.TICKER_FUTURES, item.Symbol)
				val, err := sonic.Marshal(tradeSet)

				if err != nil {
					log.Error("合约交易对序列化失败", err)
				} else {
					maps[key] = string(val)
				}
			}
		}
	}

	if len(maps) > 0 {
		if err = helper.DefaultRedis.BatchSet(&maps); err != nil {
			return err
		}
	}

	return nil
}

func (e FutRestApi) Ticker() {
	url := fmt.Sprintf("%s%s", futureApi, "/fapi/v1/ticker/price")
	mapData, err := httputils.NewHttpRequestWithFasthttp("GET", url, "", map[string]string{})
	if err != nil {
		log.Error("获取合约交易对行情失败:err:", err)
	}

	if len(mapData) == 0 {
		log.Error("获取合约交易对行情失败，或数量为空")
	}
	helper.DefaultRedis.SetString(rediskey.FutSymbolTicker, string(mapData))
}

// 获取合约行情
func GetTicker24h() ([]futuresdto.FutureTicker24h, error) {
	url := fmt.Sprintf("%s%s", futureApi, "/fapi/v1/ticker/24hr")

	mapData, err := httputils.NewHttpRequestWithFasthttp("GET", url, "", map[string]string{})

	if err != nil {
		return nil, err
	}

	if len(mapData) == 0 {
		return nil, errors.New("获取合约交易对24h行情失败，或数量为空")
	}

	var data []futuresdto.FutureTicker24h
	err = sonic.Unmarshal(mapData, &data)

	if err != nil {
		return nil, err
	}

	return data, err
}

// 初始化交易对行情
func InitSymbolsTicker24h(maps *map[string]models.TradeSet) (deletes []string, err error) {
	tickers, err := GetTicker24h()

	if err != nil {
		return []string{}, err
	}
	deleteSymbol := make([]string, 0)
	caches := make(map[string]string, 0)
	priceChange := make([]*redis.Z, 0)

	for _, item := range tickers {
		symbol, exits := (*maps)[item.Symbol]

		if !exits {
			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

		key := fmt.Sprintf(global.TICKER_FUTURES, global.EXCHANGE_BINANCE, item.Symbol)
		if !strings.HasSuffix(item.Symbol, symbol.Currency) || item.Count <= 0 || utility.StringToFloat64(item.QuoteVolume) <= 0 {
			helper.DefaultRedis.DeleteString(key)
			deleteSymbol = append(deleteSymbol, item.Symbol)
			continue
		}

		val, err := sonic.Marshal(symbol)

		if err != nil {
			log.Error("设置行情序列化报错", err)
		}

		tcKey := fmt.Sprintf(global.TICKER_FUTURES, global.EXCHANGE_BINANCE, item.Symbol)
		caches[tcKey] = string(val)
		priceChange = append(priceChange, &redis.Z{
			Score:  symbol.PriceChange,
			Member: symbol.Coin + symbol.Currency,
		})
	}

	if len(caches) > 0 {
		err = helper.DefaultRedis.BatchSet(&caches)

		if err != nil {
			log.Error("批量行情保存失败", err)

			return deleteSymbol, err
		}

		err = helper.DefaultRedis.BatchSortSet(global.UFUTURES_PRICE_CHANGE, priceChange)

		if err != nil {
			log.Error("批量涨跌幅保存失败", err)

			return deleteSymbol, err
		}
	}

	return deleteSymbol, nil
}

// 获取合约 24h行情
func GetTicker(coin string, data *futuresdto.MarketResp) error {
	key := fmt.Sprintf("%s:%sUSDT", global.TICKER_FUTURES, coin)
	cache, _ := helper.DefaultRedis.GetString(key)

	if cache == "" {

	} else {
		var trade models.TradeSet
		sonic.Unmarshal([]byte(cache), &trade)

		if trade.Coin != "" {
			data.Coin = trade.Coin
			data.HighPrice = trade.HighPrice
			data.LowPrice = trade.LowPrice
			data.NewPrice = trade.LastPrice
			data.Ratio = utility.Float64ToString(trade.PriceChange, -1)
			data.AmountDigit = trade.AmountDigit
			data.DealCoin = trade.Volume
			data.DealAmt = trade.QuoteVolume
		}

		fiKey := fmt.Sprintf("%s:%sUSDT", global.FUNDING_INFO_FUTURES, coin)
		fi, _ := helper.DefaultRedis.GetString(fiKey)

		if fi != "" {
			var fundingInfo futuresdto.FundingInfo
			sonic.Unmarshal([]byte(fi), &fundingInfo)

			if fundingInfo.NextFundingTime > 0 {
				data.FundRate = strconv.FormatFloat(utility.ToFloat64(fundingInfo.LastFundingRate)*100, 'f', -1, 64)
				data.MarkPrice = utility.StringFloat64Cut(fundingInfo.MarkPrice, int32(trade.PriceDigit))
				data.IndexPrice = utility.StringFloat64Cut(fundingInfo.IndexPrice, int32(trade.PriceDigit))

				if fundingInfo.NextFundingTime > 999999999999 {
					data.NextFundingSec = int(fundingInfo.NextFundingTime / 1000)
				} else {
					data.NextFundingSec = int(fundingInfo.NextFundingTime)
				}
			}
		}
	}
	return nil
}

// CheckKlineType 检查k线合法性
func CheckKlineType(kLineType string) bool {
	for _, v := range []string{"1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h", "1d", "3d", "1w", "1M"} {
		if v == kLineType {
			return true
		}
	}
	return false
}

func (e FutRestApi) OrderPlaceLoop(db *gorm.DB, params FutOrderPlace, 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
			}
			time.Sleep(200 * time.Millisecond)
		}
	}
	return err
}

// 循环平仓
func (e FutRestApi) ClosePositionLoop(symbol string, orderSn string, quantity decimal.Decimal, side string, positionSide string,
	apiUserInfo DbModels.LineApiUser, orderType string, rate string, price decimal.Decimal, retryCount int) error {
	var err error
	err = e.ClosePosition(symbol, orderSn, quantity, side, positionSide, apiUserInfo, orderType, rate, price)
	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.ClosePosition(symbol, orderSn, quantity, side, positionSide, apiUserInfo, orderType, rate, price)
			if err == nil || strings.Contains(err.Error(), "LOT_SIZE") {
				break
			}
			time.Sleep(200 * time.Millisecond)
		}
	}
	return err
}

// OrderPlace 合约下单
func (e FutRestApi) OrderPlace(orm *gorm.DB, params FutOrderPlace) error {
	if orm == nil {
		return errors.New("数据库实例为空")
	}
	err2 := params.CheckParams()
	if err2 != nil {
		return err2
	}
	var paramsMaps map[string]string
	paramsMaps = map[string]string{
		"symbol":           params.Symbol,
		"side":             params.Side,
		"quantity":         params.Quantity.String(),
		"type":             strings.ToUpper(params.OrderType),
		"newClientOrderId": params.NewClientOrderId,
	}
	if strings.ToUpper(params.OrderType) != "MARKET" { //不是市价
		if strings.ToUpper(params.OrderType) == "LIMIT" {
			paramsMaps["price"] = params.Price.String()
			paramsMaps["timeInForce"] = "GTC"
		}
		if strings.ToUpper(params.OrderType) == "TAKE_PROFIT_MARKET" {
			paramsMaps["timeInForce"] = "GTC"
			paramsMaps["stopprice"] = params.Profit.String()
			paramsMaps["workingType"] = "MARK_PRICE"
		}

		if strings.ToUpper(params.OrderType) == "TAKE_PROFIT" {
			paramsMaps["timeInForce"] = "GTC"
			paramsMaps["price"] = params.Price.String()
			paramsMaps["stopprice"] = params.Profit.String()
			// paramsMaps["workingType"] = "MARK_PRICE"
		}

		if strings.ToUpper(params.OrderType) == "STOP_MARKET" {
			paramsMaps["stopprice"] = params.StopPrice.String()
			paramsMaps["workingType"] = "MARK_PRICE"
			paramsMaps["timeInForce"] = "GTC"
		}

		if strings.ToUpper(params.OrderType) == "STOP" {
			paramsMaps["price"] = params.Price.String()
			paramsMaps["stopprice"] = params.StopPrice.String()
			paramsMaps["workingType"] = "MARK_PRICE"
			paramsMaps["timeInForce"] = "GTC"
		}
	}
	if strings.ToUpper(params.OrderType) != "STOP_MARKET" && strings.ToUpper(params.OrderType) != "TAKE_PROFIT_MARKET" && strings.ToUpper(params.OrderType) != "STOP" && strings.ToUpper(params.OrderType) != "TAKE_PROFIT" {
		if strings.ToUpper(params.Side) == "BUY" {
			paramsMaps["positionSide"] = "LONG"
		} else {
			paramsMaps["positionSide"] = "SHORT"
		}
	} else {
		if strings.ToUpper(params.Side) == "BUY" {
			paramsMaps["positionSide"] = "SHORT"
		} else {
			paramsMaps["positionSide"] = "LONG"
		}
	}
	var apiUserInfo DbModels.LineApiUser
	err := orm.Model(&DbModels.LineApiUser{}).Where("id = ?", params.ApiId).Find(&apiUserInfo).Error
	if err != nil {
		return 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)
	}
	_, statusCode, err := client.SendFuturesRequestAuth("/fapi/v1/order", "POST", paramsMaps)
	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 statusCode:%v 下单失败:%s", apiUserInfo.Id, params.Symbol, statusCode, err.Error())
		}
		code, ok := dataMap["code"]
		if ok {
			paramsVal, _ := sonic.MarshalString(&paramsMaps)
			log.Error("下单失败 参数:", paramsVal)
			errContent := FutErrorMaps[code.(float64)]

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

			return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, params.Symbol, errContent)
		}
		if strings.Contains(err.Error(), "Margin is insufficient.") {
			return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, params.Symbol, FutErrorMaps[-2019])
		}
		return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, params.Symbol, err.Error())
	}
	return nil
}

// ClosePositionB 平仓B对应的交易对
// bApiUserInfo B 账户api-user信息
// symbol 需要平仓的交易对
// closeType 平仓模式 ALL = 全平 reduceOnly = 只减仓
// func (e FutRestApi) ClosePositionB(orm *gorm.DB, bApiUserInfo *DbModels.LineApiUser, symbol string, closeType string) error {
// 	if bApiUserInfo == nil {
// 		return errors.New("缺失平仓账户信息")
// 	}
// 	if symbol == "" {
// 		return errors.New("缺失平仓交易对信息")
// 	}
// 	risks, err := e.GetPositionV3(bApiUserInfo, symbol)
// 	if err != nil {
// 		return err
// 	}

// 	for _, risk := range risks {
// 		if risk.Symbol == strings.ToUpper(symbol) {
// 			//持仓数量
// 			positionAmt, _ := decimal.NewFromString(risk.PositionAmt)
// 			side := "BUY"
// 			if positionAmt.GreaterThan(decimal.Zero) {
// 				side = "SELL"
// 			}
// 			var closeAmt decimal.Decimal
// 			if strings.ToUpper(closeType) == "ALL" { //全部平仓
// 				closeAmt = positionAmt
// 			} else {
// 				//如果是只减仓的话 数量=仓位数量*比例
// 				closeAmt = positionAmt.Mul(decimal.NewFromFloat(reduceOnlyRate))
// 			}

// 			err = e.ClosePosition(symbol, closeAmt, side, *bApiUserInfo, "MARKET", "", decimal.Zero)
// 			if err != nil {
// 				return err
// 			}
// 			orm.Model(&DbModels.LinePreOrder{}).Where("api_id = ? AND symbol = ?", bApiUserInfo.Id, symbol).Updates(map[string]interface{}{
// 				"status": "6",
// 			})
// 		}
// 	}
// 	return nil
// }

// 获取合约 持仓价格、数量
// symbol:交易对
// side:方向
// holdeData:持仓数据
func (e FutRestApi) GetHoldeData(apiInfo *DbModels.LineApiUser, symbol, side string, holdeData *HoldeData) error {
	var holdes []PositionRisk
	var err error

	for x := 0; x < 3; x++ {
		holdes, err = getSymbolHolde(e, apiInfo, symbol, side, holdeData)
		if err != nil {
			return err
		}

		if len(holdes) == 0 {
			logger.Error("获取持仓信息，未查询到持仓信息")
			time.Sleep(time.Second * 1)
		} else {
			break
		}
	}

	//side=SELL&positionSide=LONG是平多，
	//side=SELL&positionSide=SHORT是开空，
	for _, item := range holdes {
		positionAmount, _ := decimal.NewFromString(item.PositionAmt)
		if side == "BUY" && (item.PositionSide == "BOTH" || item.PositionSide == "LONG") { //多
			holdeData.AveragePrice, _ = decimal.NewFromString(item.EntryPrice)
			holdeData.TotalQuantity = positionAmount.Abs()
		} else if side == "SELL" && (item.PositionSide == "BOTH" || item.PositionSide == "SHORT") { //空
			holdeData.AveragePrice, _ = decimal.NewFromString(item.EntryPrice)
			holdeData.TotalQuantity = positionAmount.Abs()
		}
	}

	if holdeData.AveragePrice.Cmp(decimal.Zero) == 0 {
		holdesVal, _ := sonic.MarshalString(&holdes)
		log.Error("均价错误 symbol:", symbol, " 数据：", holdesVal)
	}

	return nil
}

// 获取代币持仓信息
func getSymbolHolde(e FutRestApi, apiInfo *DbModels.LineApiUser, symbol string, side string, holdeData *HoldeData) ([]PositionRisk, error) {
	holdes, err := e.GetPositionV3(apiInfo, symbol)

	if err != nil {
		log.Error("订单回调-获取合约持仓信息失败:", err)

		if strings.Contains(err.Error(), " EOF") || strings.Contains(err.Error(), "无效的API密钥，IP或操作权限") {
			return nil, e.GetHoldeData(apiInfo, symbol, side, holdeData)
		} else {
			return nil, err
		}
	}
	return holdes, nil
}

func (e FutRestApi) GetPositionV3(apiUserInfo *DbModels.LineApiUser, symbol string) ([]PositionRisk, error) {
	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)
	}
	params := map[string]string{
		"symbol":     symbol,
		"recvWindow": "5000",
	}

	resp, _, err := client.SendFuturesRequestAuth("/fapi/v3/positionRisk", "GET", params)
	if err != nil {
		var dataMap map[string]interface{}
		if err2 := sonic.Unmarshal([]byte(err.Error()), &dataMap); err2 != nil {
			return []PositionRisk{}, fmt.Errorf("api_id:%d 交易对:%s 获取仓位:%s", apiUserInfo.Id, symbol, err.Error())
		}
		code, ok := dataMap["code"]
		if ok {
			errContent := FutErrorMaps[code.(float64)]

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

			return []PositionRisk{}, fmt.Errorf("api_id:%d 交易对:%s 获取仓位:%s", apiUserInfo.Id, symbol, errContent)
		}
	}
	risks := make([]PositionRisk, 0)
	err = sonic.Unmarshal(resp, &risks)
	if err != nil {
		return []PositionRisk{}, fmt.Errorf("api_id:%d 交易对:%s 解析用户持仓信息失败:%s", apiUserInfo.Id, symbol, err.Error())
	}
	return risks, nil
}

// ClosePosition 合约平仓
// symbol 交易对
// orderSn 系统订单号
// quantity 平仓数量
// side 仓位方向 做多==BUY 做空 == SELL
// apiUserInfo 用户信息
// orderType 平仓是限价平 还是市价平 MARKET = 市价 LIMIT = 限价
// rate 限价平的价格比例 没有除100 的百分比
func (e FutRestApi) ClosePosition(symbol string, orderSn string, quantity decimal.Decimal, side string, positionSide string,
	apiUserInfo DbModels.LineApiUser, orderType string, rate string, price decimal.Decimal) error {
	endpoint := "/fapi/v1/order"
	params := map[string]string{
		"symbol":           symbol,
		"side":             side,
		"positionSide":     positionSide,
		"type":             orderType,
		"quantity":         quantity.String(),
		"newClientOrderId": orderSn,
	}

	if orderType == "LIMIT" {
		key := fmt.Sprintf("%s:%s", global.TICKER_FUTURES, symbol)
		tradeSet, _ := helper.GetObjString[models.TradeSet](helper.DefaultRedis, key)
		rateFloat, _ := decimal.NewFromString(rate)
		if rateFloat.GreaterThanOrEqual(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()
		}
	}

	if orderType == "LIMIT" {
		params["timeInForce"] = "GTC"
	}

	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)
	}

	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
}

// CancelFutOrder 通过单个订单号取消合约委托
// symbol 交易对
// newClientOrderId 系统自定义订单号
func (e FutRestApi) CancelFutOrder(apiUserInfo DbModels.LineApiUser, symbol string, newClientOrderId string) error {
	endpoint := "/fapi/v1/order"
	params := map[string]string{
		"symbol":            symbol,           //交易对
		"origClientOrderId": newClientOrderId, //用户自定义订单号
	}
	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.SendFuturesRequestAuth(endpoint, "DELETE", 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 撤销合约委托出错:%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 撤销合约委托出错:%s", apiUserInfo.Id, symbol, errContent)
		}
	}
	return nil
}

// CancelAllFutOrder 通过交易对取消合约委托
// symbol 交易对
func (e FutRestApi) CancelAllFutOrder(apiUserInfo DbModels.LineApiUser, symbol string) error {
	endpoint := "/fapi/v1/allOpenOrders"
	params := map[string]string{
		"symbol":     symbol, //交易对
		"recvWindow": "5000",
	}
	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.SendFuturesRequestAuth(endpoint, "DELETE", 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 撤销全部合约委托出错:%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 撤销全部合约委托出错:%s", apiUserInfo.Id, symbol, errContent)
		}
	}
	return nil
}

// CancelBatchFutOrder 批量撤销订单
// symbol 交易对
// newClientOrderIdList 系统自定义的订单号, 最多支持10个订单
func (e FutRestApi) CancelBatchFutOrder(apiUserInfo DbModels.LineApiUser, symbol string, newClientOrderIdList []string) error {
	if len(newClientOrderIdList) > 10 {
		return fmt.Errorf("api_id:%d 交易对:%s 撤销批量合约委托出错:%s", apiUserInfo.Id, symbol, "最多支持10个订单")
	}
	endpoint := "/fapi/v1/batchOrders"
	marshal, _ := sonic.Marshal(newClientOrderIdList)
	params := map[string]string{
		"symbol":                symbol, //交易对
		"origClientOrderIdList": string(marshal),
	}
	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.SendFuturesRequestAuth(endpoint, "DELETE", params)
	if err != nil {
		log.Error("取消合约委托失败 参数:", params)
		log.Error("取消合约委托失败 code:", code)
		log.Error("取消合约委托失败 err:", err)
		var dataMap map[string]interface{}
		if err.Error() != "" {
			if err2 := sonic.Unmarshal([]byte(err.Error()), &dataMap); err2 != nil {
				return fmt.Errorf("api_id:%d 交易对:%s 撤销批量合约委托出错:%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 撤销批量合约委托出错:%s", apiUserInfo.Id, symbol, errContent)
		}
	}
	return nil
}

// CalcSymbolExchangeAmt 计算兑换成USDT后的交易对数量
// symbol 需要兑换的交易对 例如 ETHBTC
// quoteSymbol 计价货币  ETHBTC -> 计价货币就是BTC
// totalMoney 兑换的总金额
func (e FutRestApi) CalcSymbolExchangeAmt(symbol string, quoteSymbol string, totalMoney decimal.Decimal) decimal.Decimal {
	tickerSymbol := helper.DefaultRedis.Get(rediskey.FutSymbolTicker).Val()
	tickerSymbolMaps := make([]dto.Ticker, 0)
	sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps)
	var targetSymbol string
	targetSymbol = strings.Replace(symbol, quoteSymbol, "USDT", 1) //ETHBTC -》 ETHUSDT
	key := fmt.Sprintf("%s:%s", global.TICKER_FUTURES, targetSymbol)
	tradeSet, _ := helper.GetObjString[models.TradeSet](helper.DefaultRedis, key)
	var targetPrice decimal.Decimal
	quantity := decimal.Zero
	for _, symbolMap := range tickerSymbolMaps {
		if symbolMap.Symbol == strings.ToUpper(targetSymbol) {
			targetPrice, _ = decimal.NewFromString(symbolMap.Price)
			quantity = totalMoney.Div(targetPrice).Truncate(int32(tradeSet.AmountDigit))
		}
	}
	return quantity
}

// 加仓主账号
func (e FutRestApi) CoverAccountA(apiUserInfo DbModels.LineApiUser, symbol string) {

}

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

	if tickerSymbol != "" {
		tradeSet := models.TradeSet{}

		sonic.Unmarshal([]byte(tickerSymbol), &tradeSet)

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