This commit is contained in:
2025-03-10 11:13:08 +08:00
parent 0aa2ab7355
commit 00aa341c2f
8 changed files with 176 additions and 89 deletions

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()