admin/exchange_go
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

1

Browse Source
This commit is contained in:
hucan
2025-03-10 11:13:08 +08:00
parent 0aa2ab7355
commit 00aa341c2f
8 changed files with 176 additions and 89 deletions
Download Patch File Download Diff File Expand all files Collapse all files

53
app/admin/service/dto/line_pre_order.go
View File

@ -353,31 +353,34 @@ type LineTreeOrder struct {
// LineBatchAddPreOrderReq 批量添加订单请求参数
type LineBatchAddPreOrderReq struct {
ExchangeType string `json:"exchange_type"` //交易所类型 字典exchange_type
SymbolType int `json:"symbol_type"` //主单交易对类型 0-现货 1-合约
OrderType int `json:"order_type"` //订单类型
SymbolGroupId string `json:"symbol_group_id"` //交易对组id
Symbol string `json:"symbol"` //交易对
ApiUserId string `json:"api_id"` //下单用户
Site string `json:"site"` //购买方向
BuyPrice string `json:"buy_price"` //购买金额 U
PricePattern string `json:"price_pattern"` //价格模式
Price string `json:"price"` //下单价百分比
Profit string `json:"profit"` //止盈价
StopPrice string `json:"stop_price"` //止损价
PriceType string `json:"price_type"` //价格类型
SaveTemplate string `json:"save_template"` //是否保存模板
TemplateName string `json:"template_name"` //模板名字
OrderNum int `json:"order_num"` //脚本运行次数
Script string `json:"script"` //是否是脚本运行 1 = 是 0= 否
CoverType int `json:"cover_type"` //对冲类型 1= 现货对合约 2=合约对合约 3 合约对现货
ExpireHour int `json:"expire_hour"` // 过期时间 单位小时
MainOrderType string `json:"main_order_type"` //主单类型：限价(LIMIT)或市价(MARKET)
ReducePriceRatio decimal.Decimal `json:"reduce_price"` //主单减仓价格百分比
ReduceNumRatio decimal.Decimal `json:"reduce_num"` //主单减仓数量百分比
ReduceTakeProfitRatio decimal.Decimal `json:"reduce_take_profit"` //主单减仓后止盈价百分比
ReduceStopLossRatio decimal.Decimal `json:"reduce_stop_price"` //主单减仓后止损价百分比
Ext []LineAddPreOrderExtReq `json:"ext"` //拓展字段
ExchangeType string `json:"exchange_type"` //交易所类型 字典exchange_type
SymbolType int `json:"symbol_type"` //主单交易对类型 0-现货 1-合约
OrderType int `json:"order_type"` //订单类型
SymbolGroupId string `json:"symbol_group_id"` //交易对组id
Symbol string `json:"symbol"` //交易对
ApiUserId string `json:"api_id"` //下单用户
Site string `json:"site"` //购买方向
BuyPrice string `json:"buy_price"` //购买金额 U
PricePattern string `json:"price_pattern"` //价格模式
Price string `json:"price"` //下单价百分比
ProfitNumRatio decimal.Decimal `json:"profit_num_ratio"` //止盈数量百分比
ProfitTpTpPriceRatio decimal.Decimal `json:"profit_tp_tp_price_ratio"` //止盈后止盈价百分比
ProfitTpSlPriceRatio decimal.Decimal `json:"profit_tp_sl_price_ratio"` //止盈后止损价百分比
Profit string `json:"profit"` //止盈价
StopPrice string `json:"stop_price"` //止损价
PriceType string `json:"price_type"` //价格类型
SaveTemplate string `json:"save_template"` //是否保存模板
TemplateName string `json:"template_name"` //模板名字
OrderNum int `json:"order_num"` //脚本运行次数
Script string `json:"script"` //是否是脚本运行 1 = 是 0= 否
CoverType int `json:"cover_type"` //对冲类型 1= 现货对合约 2=合约对合约 3 合约对现货
ExpireHour int `json:"expire_hour"` // 过期时间 单位小时
MainOrderType string `json:"main_order_type"` //主单类型：限价(LIMIT)或市价(MARKET)
ReducePriceRatio decimal.Decimal `json:"reduce_price"` //主单减仓价格百分比
ReduceNumRatio decimal.Decimal `json:"reduce_num"` //主单减仓数量百分比
ReduceTakeProfitRatio decimal.Decimal `json:"reduce_take_profit"` //主单减仓后止盈价百分比
ReduceStopLossRatio decimal.Decimal `json:"reduce_stop_price"` //主单减仓后止损价百分比
Ext []LineAddPreOrderExtReq `json:"ext"` //拓展字段
}
func (req LineBatchAddPreOrderReq) CheckParams() error {

85
app/admin/service/line_pre_order.go
View File

@ -244,7 +244,49 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
}
positions := map[string]positiondto.LinePreOrderPositioinDelReq{}
addPosition := binanceservice.AddPositionList{}
reduceItem := binanceservice.ReduceListItem{}
futAddPosition := map[int]string{}
spotAddPosition := map[int]string{}
futReduces := map[int]string{}
spotRedces := map[int]string{}
futAddPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
spotAddPositionKey := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
futReduceKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
spotReduceKey := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
futAddPositionVal, _ := helper.DefaultRedis.GetAllList(futAddPositionKey)
futReduceVal, _ := helper.DefaultRedis.GetAllList(spotAddPositionKey)
spotAddPositionVal, _ := helper.DefaultRedis.GetAllList(futReduceKey)
spotReduceVal, _ := helper.DefaultRedis.GetAllList(spotReduceKey)
for _, v := range futAddPositionVal {
sonic.Unmarshal([]byte(v), &addPosition)
if addPosition.MainId > 0 {
futAddPosition[addPosition.MainId] = v
}
}
for _, v := range spotAddPositionVal {
sonic.Unmarshal([]byte(v), &addPosition)
if addPosition.MainId > 0 {
spotAddPosition[addPosition.MainId] = v
}
}
for _, v := range futReduceVal {
sonic.Unmarshal([]byte(v), &reduceItem)
if reduceItem.MainId > 0 {
futReduces[reduceItem.MainId] = v
}
}
for _, v := range spotReduceVal {
sonic.Unmarshal([]byte(v), &reduceItem)
if reduceItem.MainId > 0 {
spotRedces[reduceItem.MainId] = v
}
}
//删除的缓存
for _, order := range list {
redisList := dto.PreOrderRedisList{
@ -261,6 +303,21 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
apiIds = append(apiIds, order.ApiId)
}
//清除待加仓、待减仓
if val, ok := futAddPosition[order.Id]; ok {
helper.DefaultRedis.LRem(futAddPositionKey, val)
}
if val, ok := spotAddPosition[order.Id]; ok {
helper.DefaultRedis.LRem(spotAddPositionKey, val)
}
if val, ok := futReduces[order.Id]; ok {
helper.DefaultRedis.LRem(futReduceKey, val)
}
if val, ok := spotRedces[order.Id]; ok {
helper.DefaultRedis.LRem(spotReduceKey, val)
}
tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, fmt.Sprintf(global.TICKER_SPOT, order.ExchangeType, order.Symbol))
redisList.Price = utility.StringToDecimal(redisList.Price).Truncate(int32(tradeSet.PriceDigit)).String()
marshal, _ := sonic.Marshal(redisList)
@ -483,6 +540,7 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
defultExt2.TotalAfter = mainAmount.Mul(decimal.NewFromInt(100).Sub(req.ReduceNumRatio)).Div(decimal.NewFromInt(100)).Truncate(int32(tradeSet.AmountDigit))
defultExt2.ReTakeRatio = req.ReducePriceRatio.Div(decimal.NewFromInt(100).Sub(req.ReduceNumRatio).Div(decimal.NewFromInt(100))).Truncate(2)
preOrderExts = append(preOrderExts, defultExt)
preOrderExts = append(preOrderExts, defultExt2)
calculateResp := dto.CalculateBreakEvenRatioResp{}
mainParam := dto.CalculateBreakEevenRatioReq{
@ -550,7 +608,7 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
//加仓、减仓状态
tx.Model(&models.LinePreOrderStatus{}).Create(&preOrderStatus)
preOrderExts[0].OrderId = AddOrder.Id
list := dto.PreOrderRedisList{
Id: AddOrder.Id,
Symbol: AddOrder.Symbol,
@ -626,7 +684,7 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
stopOrder.Num = stopNum.Truncate(int32(tradeSet.AmountDigit)).String()
tx.Model(&models.LinePreOrder{}).Omit("id", "save_template", "template_name").Create(&stopOrder)
preOrderExts[1].OrderId = stopOrder.Id
if req.ReduceNumRatio.Cmp(decimal.Zero) > 0 && req.ReduceNumRatio.Cmp(decimal.NewFromInt(100)) < 0 {
if newOrders, err := makeReduceTakeAndStoploss(&stopOrder, defultExt2, tradeSet, false); err != nil {
logger.Errorf("主单减仓生成止盈、减仓失败 err:%v", err)
@ -643,10 +701,10 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
//添加止盈单
for index, v := range preOrderExts {
preOrderExts[index].MainOrderId = AddOrder.Id
// if index == 0 {
// preOrderExts[index].OrderId = AddOrder.Id
// continue
// }
if index < 2 {
// preOrderExts[index].OrderId = AddOrder.Id
continue
}
var newOrder models.LinePreOrder
if v.AddType == 1 {
@ -801,10 +859,10 @@ func makeFuturesTakeAndReduce(preOrder *models.LinePreOrder, ext models.LinePreO
orders := make([]models.LinePreOrder, 0)
var side string
if strings.ToUpper(preOrder.Site) == "BUY" {
side = "SELL"
} else {
if (preOrder.OrderType != 0 && strings.ToUpper(preOrder.Site) == "BUY") || (preOrder.OrderType == 0 && strings.ToUpper(preOrder.Site) == "SELL") {
side = "BUY"
} else {
side = "SELL"
}
if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
@ -1055,6 +1113,9 @@ func (e *LinePreOrder) AddBatchPreOrder(batchReq *dto.LineBatchAddPreOrderReq, p
req.PricePattern = batchReq.PricePattern
req.Price = batchReq.Price
req.Profit = batchReq.Profit
req.ProfitNumRatio = batchReq.ProfitNumRatio
req.ProfitTpTpPriceRatio = batchReq.ProfitTpSlPriceRatio
req.ProfitTpSlPriceRatio = batchReq.ProfitTpSlPriceRatio
req.Ext = batchReq.Ext
req.SymbolType = batchReq.SymbolType
// req.StopPrice = batchReq.StopPrice
@ -1663,8 +1724,10 @@ func (e *LinePreOrder) FutClosePosition(position *dto.ClosePosition, errs *[]err
continue
}
//撤销合约的委托
api.CancelAllFutOrder(apiUserInfo, list.Symbol)
//撤销合约的委托(根据方向撤)
orderSns, _ := binanceservice.GetOpenOrderSns(e.Orm, []int{list.Id})
api.CancelBatchFutOrder(apiUserInfo, list.Symbol, orderSns)
// api.CancelAllFutOrder(apiUserInfo, list.Symbol)
//side=BUY&positionSide=LONG是开多，
//side=SELL&positionSide=LONG是平多，
//side=SELL&positionSide=SHORT是开空，

7
common/const/rediskey/redis_key.go
View File

@ -50,9 +50,10 @@ const (
SpotReduceList = "spot_reduce_list:%s" //现货减仓待触发 {交易所类型code}
FuturesStopLossList = "futures_stoploss_list:%s" //合约止损待触发列表 {交易所类型code}
FuturesReduceList = "futures_reduce_list:%s" //合约减仓待触发 {交易所类型code}
SpotAddPositionList = "spot_add_position_list:%s" //现货加仓待触发 {交易所code}
FuturesAddPositionList = "futures_add_position_list:%s" //合约加仓待触发 {交易所code}
//现货加仓待触发 {交易所code}
SpotAddPositionList = "spot_add_position_list:%s"
//合约加仓待触发 {交易所code}
FuturesAddPositionList = "futures_add_position_list:%s"
//现货持仓 {exchangeType,apiuserid,symbol,side}
SpotPosition = "spot_position:%s:%v:%s_%s"
//合约持仓 {exchangeType,apiuserid,symbol,side}

2
services/binanceservice/commonservice.go
View File

@ -471,7 +471,7 @@ func getOpenPositionMainOrderId(db *gorm.DB, newId, apiId, symbolType int, excha
}
// 获取需要取消的订单号
func getOpenOrderSns(db *gorm.DB, mainIds []int) ([]string, error) {
func GetOpenOrderSns(db *gorm.DB, mainIds []int) ([]string, error) {
result := []string{}
//委托中的订单

17
services/binanceservice/futuresjudgeservice.go
View File

@ -201,8 +201,8 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
return
} else if ok {
defer lock.Release()
takeOrder := DbModels.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type =1", reduceOrder.Pid).Find(&takeOrder).Error; err != nil {
takeOrders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type =1 AND status IN (1,5)", reduceOrder.MainId).Find(&takeOrders).Error; err != nil {
log.Error("查询止盈单失败")
return
}
@ -214,18 +214,19 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
return
}
apiInfo, _ := GetApiInfo(takeOrder.ApiId)
apiInfo, _ := GetApiInfo(reduceOrder.ApiId)
if apiInfo.Id == 0 {
log.Error("现货减仓 查询api用户不存在")
return
}
for _, takeOrder := range takeOrders {
err := CancelFutOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
err := CancelFutOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err != nil {
log.Error("合约止盈撤单失败", err)
return
if err != nil {
log.Error("合约止盈撤单失败", err)
return
}
}
price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))

59
services/binanceservice/futuresrest.go
View File

@ -154,7 +154,6 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
orderExt := models.LinePreOrderExt{}
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Truncate(int32(tradeSet.AmountDigit))
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
futApi := FutRestApi{}
mainId := preOrder.Id
@ -199,7 +198,7 @@ func nextFuturesReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal,
return
}
if err := db.Model(&models.LinePreOrderExt{}).Where("id =?", nextOrder.Id).First(&nextExt).Error; err != nil {
if err := db.Model(&models.LinePreOrderExt{}).Where("order_id =? and add_type =2", nextOrder.Id).First(&nextExt).Error; err != nil {
logger.Errorf("获取下一个单失败 err:%v", err)
}
@ -223,6 +222,10 @@ func nextFuturesReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal,
// 计算减仓数量
num = totalNum.Mul(nextExt.AddPositionVal.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
nextOrder.Num = num.String()
if err := db.Model(&nextOrder).Update("num", nextOrder.Num).Error; err != nil {
logger.Errorf("更新减仓单数量失败 err:%v", err)
}
}
processFutReduceOrder(nextOrder, utility.StrToDecimal(nextOrder.Price).Truncate(int32(tradeSet.PriceDigit)), num)
@ -321,16 +324,12 @@ func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
spotApi := SpotRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if apiUserInfo.Id > 0 {
req := CancelOpenOrdersReq{
Symbol: preOrder.Symbol,
ApiId: preOrder.ApiId,
}
if err := spotApi.CancelOpenOrders(db, req); err != nil {
logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
mainIds := []int{preOrder.MainId}
if err := cancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
logger.Errorf("止损单成功 取消其它订单失败 订单号：%s:", err)
}
}
@ -353,12 +352,12 @@ func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
futApi := FutRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if apiUserInfo.Id > 0 {
if err := futApi.CancelAllFutOrder(apiUserInfo, preOrder.Symbol); err != nil {
logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
mainOrder, _ := GetOrderById(db, preOrder.MainId)
if err := cancelPositionOtherOrders(apiUserInfo, db, &mainOrder, false); err != nil {
logger.Errorf("止损单成功 取消其它订单失败 订单号：%s:", err)
}
}
@ -445,9 +444,9 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrd
logger.Errorf("处理主单加仓失败, 主单号：%s, 错误信息: %v", preOrder.MainId, err)
return
}
} else {
} else if first {
// 处理其他主单逻辑
if err := cancelPositionOtherOrders(apiInfo, db, preOrder); err != nil {
if err := cancelPositionOtherOrders(apiInfo, db, preOrder, true); err != nil {
logger.Errorf("取消主单相关订单失败, 订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
return
}
@ -497,7 +496,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrd
positionData := savePosition(db, preOrder)
orderExt := models.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet).Truncate(int32(tradeSet.AmountDigit))
totalNum := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet).Truncate(int32(tradeSet.AmountDigit))
// 更新订单数量并处理止盈、止损、减仓
for _, order := range orders {
@ -505,7 +504,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrd
order.Price = price.String()
// 更新止盈止损订单数量
num = updateOrderQuantity(db, order, preOrder, &orderExt, num, first, tradeSet)
num := updateOrderQuantity(db, order, preOrder, &orderExt, totalNum, first, tradeSet)
// 根据订单类型处理
switch order.OrderType {
@ -552,7 +551,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrd
}
}
nextFuturesReduceTrigger(db, mainId, num, tradeSet)
nextFuturesReduceTrigger(db, mainId, totalNum, tradeSet)
}
// 处理主单加仓
@ -569,7 +568,8 @@ func handleMainOrderAddPosition(db *gorm.DB, preOrder *models.LinePreOrder) erro
}
// 取消主单相关订单
func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, preOrder *models.LinePreOrder) error {
// changeMainOrderStatus 是否修改主单状态
func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, preOrder *models.LinePreOrder, changeMainOrderStatus bool) error {
mainOrders, err := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site)
if err != nil {
return err
@ -589,25 +589,36 @@ func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, pr
}
}
// 批量取消订单
err = cancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, changeMainOrderStatus)
return err
}
// 根据mainid 取消订单
// @changeMainOrderStatus 是否更新主单状态
func cancelMainOrders(mainIds []int, db *gorm.DB, apiUserInfo DbModels.LineApiUser, symbol string, changeMainOrderStatus bool) error {
if len(mainIds) > 0 {
orderSns, err := getOpenOrderSns(db, mainIds)
orderSns, err := GetOpenOrderSns(db, mainIds)
if err != nil {
return err
}
// 批量取消订单
orderArray := utility.SplitSlice(orderSns, 10)
futApi := FutRestApi{}
for _, item := range orderArray {
err := futApi.CancelBatchFutOrder(apiUserInfo, preOrder.Symbol, item)
err := futApi.CancelBatchFutOrder(apiUserInfo, symbol, item)
if err != nil {
logger.Errorf("批量取消订单失败 orderSns:%v", item)
}
}
if err := db.Exec("UPDATE line_pre_order SET `status`=4, `desc`=CONCAT(`desc`, ' 新单触发取消') WHERE id IN ? AND `status` =6", mainIds).Error; err != nil {
logger.Errorf("合约 新下单成功后更新主单取消状态失败, 新主单号：%s, 错误信息：%v", preOrder.MainId, err)
//需要修改主单状态
if changeMainOrderStatus {
if err := db.Exec("UPDATE line_pre_order SET `status`=4, `desc`=CONCAT(`desc`, ' 新单触发取消') WHERE id IN ? AND `status` =6", mainIds).Error; err != nil {
logger.Errorf("合约 新下单成功后更新主单取消状态失败, 交易对：%s, 错误信息：%v", symbol, err)
}
}
}
return nil
@ -633,7 +644,7 @@ func updateOrderQuantity(db *gorm.DB, order models.LinePreOrder, preOrder *model
// order.Num = num.String()
// } else
if first && order.OrderCategory == 1 && ext.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && ext.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
if first && (order.OrderCategory == 1 || order.OrderCategory == 3) && order.OrderType == 1 && ext.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && ext.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
// 计算止盈数量
num = num.Mul(ext.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
order.Num = num.String()

16
services/binanceservice/spotjudgeservice.go
View File

@ -308,8 +308,8 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
return
} else if ok {
defer lock.Release()
takeOrder := DbModels.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type =1", reduceOrder.Pid).Find(&takeOrder).Error; err != nil {
takeOrders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type =1 AND status IN (1,5)", reduceOrder.MainId).Find(&takeOrders).Error; err != nil {
log.Error("查询止盈单失败")
return
}
@ -320,18 +320,20 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
return
}
apiInfo, _ := GetApiInfo(takeOrder.ApiId)
apiInfo, _ := GetApiInfo(reduceOrder.ApiId)
if apiInfo.Id == 0 {
log.Error("现货减仓 查询api用户不存在")
return
}
err := CancelOpenOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
for _, takeOrder := range takeOrders {
err := CancelOpenOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err != nil {
log.Error("现货止盈撤单失败", err)
return
if err != nil {
log.Error("现货止盈撤单失败", err)
return
}
}
price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))

26
services/binanceservice/spotreset.go
View File

@ -195,7 +195,7 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
db.Model(&orderExt).Where("order_id =?", preOrder.Pid).Find(&orderExt)
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Truncate(int32(tradeSet.AmountDigit))
totalNum = totalNum.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
price := utility.StrToDecimal(preOrder.Price)
if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status=0", preOrder.Id).Find(&orders).Error; err != nil {
@ -244,7 +244,7 @@ func nextSpotReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal, tr
return true
}
if err := db.Model(&models.LinePreOrderExt{}).Where("id =?", nextOrder.Id).First(&nextExt).Error; err != nil {
if err := db.Model(&models.LinePreOrderExt{}).Where("order_id =? and add_type =2", nextOrder.Id).First(&nextExt).Error; err != nil {
logger.Errorf("获取下一个单失败 err:%v", err)
}
@ -265,12 +265,12 @@ func nextSpotReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal, tr
//减仓配置 且减仓比例大于0小于100
if nextExt.Id > 0 && nextExt.AddType == 2 && nextExt.AddPositionVal.Cmp(decimal.Zero) > 0 && nextExt.AddPositionVal.Cmp(decimal.Zero) < 100 {
num := totalNum.Mul(nextExt.AddPositionVal.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
// percentag = positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100)).Truncate(2)
nextOrder.Num = num.String()
if err := db.Model(&nextOrder).Update("num", nextOrder.Num).Error; err != nil {
logger.Errorf("更新减仓单数量失败 err:%v", err)
}
}
// percentag = nextExt.PriceRatio.Add(percentag)
// nextOrder.Rate = percentag.String()
// nextOrder.Price = price.Mul(decimal.NewFromInt(1).Add(percentag.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.AmountDigit)).String()
//减仓待触发
processSpotReduceOrder(nextOrder)
@ -638,7 +638,7 @@ func parseOrderStatus(status interface{}, mapData map[string]interface{}) (int,
return 5, reason
case "FILLED": // 完全成交
return 6, reason
case "CANCELED", "EXPIRED": // 取消
case "CANCELED", "EXPIRED", "EXPIRED_IN_MATCH": // 取消
return 4, reason
default:
return 0, reason
@ -729,13 +729,17 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
spotApi := SpotRestApi{}
orderExt := models.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
totalNum := num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
num = totalNum
// if orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) < 0 {
// num = num.Mul(orderExt.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
// }
//止盈止损
for _, order := range orders {
order.Num = num.String()
if fist && order.OrderCategory == 1 && orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
if fist && order.OrderCategory == 1 && order.OrderType == 1 && orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
//主单第一次且止盈数量不是100% 止盈数量
order.Num = num.Mul(orderExt.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
}
@ -777,7 +781,7 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
}
//待触发减仓单
nextSpotReduceTrigger(db, mainId, num, tradeSet)
nextSpotReduceTrigger(db, mainId, totalNum, tradeSet)
}
// 根据下单百分比计算价格
@ -947,6 +951,8 @@ func CancelOpenOrderByOrderSnLoop(apiInfo DbModels.LineApiUser, symbol string, o
err = nil
break
}
time.Sleep(time.Millisecond * 300)
}
return err
}