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This commit is contained in:
432
services/binanceservice/spotreset.go
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432
services/binanceservice/spotreset.go
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@ -0,0 +1,432 @@
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package binanceservice
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import (
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"context"
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"fmt"
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"go-admin/app/admin/models"
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DbModels "go-admin/app/admin/models"
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"go-admin/common/const/rediskey"
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"go-admin/common/helper"
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"go-admin/pkg/utility"
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"strconv"
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"strings"
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"time"
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"github.com/bytedance/sonic"
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"github.com/go-admin-team/go-admin-core/logger"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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/*
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订单回调
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*/
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func ChangeSpotOrder(mapData map[string]interface{}) {
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// 检查订单号是否存在
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orderSn, ok := mapData["c"]
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if !ok {
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logger.Error("订单回调失败, 没有订单号", mapData)
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return
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}
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// 获取数据库连接
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db := GetDBConnection()
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if db == nil {
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logger.Error("订单回调失败, 无法获取数据库连接")
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return
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}
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// 获取 Redis 锁
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lockKey := fmt.Sprintf(rediskey.SpotCallBack, orderSn)
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lock := helper.NewRedisLock(lockKey, 200, 5, 100*time.Millisecond)
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if err := acquireLock(lock, orderSn); err != nil {
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return
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}
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defer lock.Release()
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// 查询订单
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preOrder, err := getPreOrder(db, orderSn)
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if err != nil {
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logger.Error("订单回调失败, 查询订单失败:", orderSn, " err:", err)
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return
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}
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// 解析订单状态
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status, ok := mapData["X"]
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if !ok {
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logMapData(mapData)
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return
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}
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// 更新订单状态
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orderStatus, reason := parseOrderStatus(preOrder, status, mapData)
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if orderStatus == 0 {
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logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
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return
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}
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if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
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logger.Error("修改订单状态失败:", orderSn, " err:", err)
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return
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}
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// 根据订单类型和状态处理逻辑
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handleOrderByType(db, preOrder, orderStatus)
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}
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// 获取 Redis 锁
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func acquireLock(lock *helper.RedisLock, orderSn interface{}) error {
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acquired, err := lock.AcquireWait(context.Background())
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if err != nil {
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logger.Error("订单回调失败, 获取锁失败:", orderSn, " err:", err)
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return err
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}
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if !acquired {
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logger.Error("订单回调失败, 获取锁失败:", orderSn)
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return fmt.Errorf("failed to acquire lock")
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}
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return nil
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}
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// 记录 mapData 数据
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func logMapData(mapData map[string]interface{}) {
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mapStr, _ := sonic.Marshal(&mapData)
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logger.Error("订单回调失败, 没有状态:", string(mapStr))
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}
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// 根据订单类型和状态处理逻辑
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func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) {
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switch {
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// 主单成交
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case preOrder.OrderType == 0 && (orderStatus == 9 || orderStatus == 6):
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handleMainOrderFilled(db, preOrder)
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//主单取消
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case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
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coin := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
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removeHoldingCache(preOrder.ApiId, coin, preOrder.Id)
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// 止盈成交
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case preOrder.OrderType == 1 && (orderStatus == 9 || orderStatus == 6):
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handleSpotTakeProfitFilled(db, preOrder)
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//主单平仓
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case preOrder.OrderType == 3 && orderStatus == 9:
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handleMainOrderClosePosition(db, preOrder)
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}
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}
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func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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panic("unimplemented")
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}
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func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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panic("unimplemented")
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}
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func removeHoldingCache(i1 int, coin string, i2 int) {
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panic("unimplemented")
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}
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func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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panic("unimplemented")
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}
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// 解析订单状态
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// 5:委托中 9:完全成交 4:取消
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func parseOrderStatus(preOrder *DbModels.LinePreOrder, status interface{}, mapData map[string]interface{}) (int, string) {
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reason, _ := mapData["r"].(string)
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if strings.ToLower(reason) == "none" {
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reason = ""
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}
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switch status {
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case "NEW": // 未成交
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return 5, reason
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case "FILLED": // 完全成交
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if preOrder.OrderType < 3 {
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return 6, reason
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}
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return 9, reason
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case "CANCELED", "EXPIRED": // 取消
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return 4, reason
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default:
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return 0, reason
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}
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}
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// 更新订单状态
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func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, reason string, isSpot bool, mapData map[string]interface{}) error {
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params := map[string]interface{}{"status": strconv.Itoa(status), "desc": reason}
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switch isSpot {
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case true:
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total := decimal.Zero
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totalAmount := decimal.Zero
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if totalStr, ok := mapData["Z"].(string); ok {
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total, _ = decimal.NewFromString(totalStr)
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}
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if totalAmountStr, ok := mapData["z"].(string); ok {
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totalAmount, _ = decimal.NewFromString(totalAmountStr)
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}
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//主单 修改单价 和成交数量
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if total.Cmp(decimal.Zero) > 0 && totalAmount.Cmp(decimal.Zero) > 0 {
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num := totalAmount.Div(decimal.NewFromFloat(100)).Mul(decimal.NewFromFloat(99.8))
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params["num"] = num
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params["price"] = total.Div(totalAmount)
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preOrder.Num = num.String()
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}
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case false:
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status, _ := mapData["X"].(string)
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if status == "FILLED" {
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num, _ := decimal.NewFromString(mapData["z"].(string))
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params["num"] = num.Mul(decimal.NewFromFloat(0.998)).String()
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params["price"], _ = mapData["ap"].(string)
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preOrder.Num = num.String()
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}
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}
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return db.Model(&DbModels.LinePreOrder{}).Where("order_sn = ? AND status < 6", preOrder.OrderSn).
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Updates(params).Error
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}
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// 主单成交 处理止盈止损订单
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func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder) {
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orders := []models.LinePreOrder{}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_type >0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
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logger.Error("订单回调查询止盈止损单失败:", err)
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return
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}
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spotApi := SpotRestApi{}
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num, _ := decimal.NewFromString(preOrder.Num)
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for i, order := range orders {
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if i >= 2 { // 最多处理 2 个订单
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break
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}
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switch order.OrderType {
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case 1: // 止盈
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processTakeProfitOrder(db, spotApi, order, num)
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case 2: // 止损
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processStopLossOrder(db, order)
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}
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}
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}
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// 处理止盈订单
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func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder, num decimal.Decimal) {
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tradeSet, _ := GetTradeSet(order.Symbol, 0)
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if tradeSet.Coin == "" {
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logger.Error("获取交易对失败")
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return
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}
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price, _ := decimal.NewFromString(order.Price)
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// num, _ := decimal.NewFromString(order.Num)
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params := OrderPlacementService{
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ApiId: order.ApiId,
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Symbol: order.Symbol,
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Side: order.Site,
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Price: price.Truncate(int32(tradeSet.PriceDigit)),
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Quantity: num.Truncate(int32(tradeSet.AmountDigit)),
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Type: "TAKE_PROFIT_LIMIT",
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TimeInForce: "GTC",
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StopPrice: price.Truncate(int32(tradeSet.PriceDigit)),
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NewClientOrderId: order.OrderSn,
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}
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err := spotApi.OrderPlace(db, params)
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if err != nil {
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for x := 0; x < 5; x++ {
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if strings.Contains(err.Error(), "LOT_SIZE") {
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break
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}
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err = spotApi.OrderPlace(db, params)
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if err == nil {
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break
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}
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}
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}
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if err != nil {
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logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
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Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error; err != nil {
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logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
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}
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} else {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).
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Updates(map[string]interface{}{"status": "1", "num": num.String()}).Error; err != nil {
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logger.Error("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
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}
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}
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}
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// 处理止损订单
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// order 止损单
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func processStopLossOrder(db *gorm.DB, order models.LinePreOrder) error {
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// var stopOrder models.LinePreOrder
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// orderTypes := []string{"4", "6", "9", "12"}
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// parentId := order.Id
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// if order.Pid > 0 {
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// parentId = order.Pid
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// }
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// if utility.ContainsStr(orderTypes, order.OrderType) {
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// var err error
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// stopOrder, err = GetStopOrder(db, order.Pid)
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// if err != nil {
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// logger.Error("查询止损单失败:", err)
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// return err
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// }
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// }
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// price, _ := decimal.NewFromString(stopOrder.Price)
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// stoploss, _ := decimal.NewFromString(order.Rate)
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// if holdeB.Id > 0 {
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// _, holdeA := GetHoldeA(stopOrder.Pid)
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// var percent decimal.Decimal
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// lastPercent, _ := GetStopOrderRate(db, stopOrder.Pid)
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// if stopOrder.Site == "BUY" {
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// //平仓次数>=最大次数 且余数为0 重新计算触发对冲百分比
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// // if holdeA.Id > 0 && holdeB.HedgeCloseCount >= stopOrder.HedgeCloseCount && (holdeB.HedgeCloseCount%stopOrder.HedgeCloseCount == 0) {
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// rand := getRand(stopOrder.HedgeTriggerPercent, stopOrder.HedgeTriggerPercentMax, lastPercent, 1)
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// percent = decimal.NewFromInt(100).Add(rand).Div(decimal.NewFromInt(100))
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// // } else {
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// // rate, _ := decimal.NewFromString(stopOrder.Rate)
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// // percent = decimal.NewFromInt(100).Add(rate).Div(decimal.NewFromInt(100))
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// // }
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// } else {
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// // if holdeA.Id > 0 && holdeB.HedgeCloseCount >= stopOrder.HedgeCloseCount {
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// rand := getRand(stopOrder.HedgeTriggerPercent, stopOrder.HedgeTriggerPercentMax, lastPercent, 1)
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// percent = decimal.NewFromInt(100).Sub(rand).Div(decimal.NewFromInt(100))
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// // } else {
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// // rate, _ := decimal.NewFromString(stopOrder.Rate)
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// // percent = decimal.NewFromInt(100).Sub(rate).Div(decimal.NewFromInt(100))
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// // }
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// }
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// stoploss = decimal.NewFromInt(100).Sub(percent.Mul(decimal.NewFromInt(100))).Truncate(2)
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// price = holdeA.AveragePrice.Mul(percent)
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// }
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// tradeset, _ := GetTradeSet(stopOrder.Symbol, 1)
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// if tradeset.PriceDigit > 0 {
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// price = price.Truncate(int32(tradeset.PriceDigit))
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// }
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// cache := dto.StopLossRedisList{
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// PId: stopOrder.Pid,
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// ApiId: stopOrder.ApiId,
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// Price: price,
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// OrderTye: stopOrder.OrderType,
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// Site: stopOrder.Site,
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// Symbol: stopOrder.Symbol,
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// Stoploss: stoploss,
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// }
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// stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList)
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// cacheVal, _ := sonic.MarshalString(&cache)
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// if stopOrder.OrderType == "4" {
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// stoplossKey = rediskey.FuturesStopLossList
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// }
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// stopLossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
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// for _, itemVal := range stopLossVal {
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// if strings.Contains(itemVal, fmt.Sprintf("\"pid\":%v,", stopOrder.Pid)) {
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// helper.DefaultRedis.LRem(stoplossKey, itemVal)
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// break
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// }
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// }
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// //重新保存待触发对冲单
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// if err := helper.DefaultRedis.RPushList(stoplossKey, cacheVal); err != nil {
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// logger.Error("B单平仓回调,redis添加止损单失败", err)
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// }
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return nil
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}
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// 生成随机数 且不重复
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// lastPercent 上一次的百分比
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// floatNum 小数点后几位
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func getRand(start, end, lastPercent decimal.Decimal, floatNum int) decimal.Decimal {
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var rand decimal.Decimal
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for x := 0; x < 10; x++ {
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rand = utility.DecimalRandom(start, end, floatNum)
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if rand.Cmp(lastPercent) != 0 {
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break
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}
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}
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return rand
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}
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func GetSystemSetting(db *gorm.DB) (models.LineSystemSetting, error) {
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key := fmt.Sprintf(rediskey.SystemSetting)
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val, _ := helper.DefaultRedis.GetString(key)
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setting := models.LineSystemSetting{}
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if val != "" {
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sonic.UnmarshalString(val, &setting)
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}
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if setting.Id > 0 {
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return setting, nil
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}
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var err error
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setting, err = ResetSystemSetting(db)
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if err != nil {
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return setting, err
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}
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return setting, nil
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}
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func ResetSystemSetting(db *gorm.DB) (DbModels.LineSystemSetting, error) {
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setting := DbModels.LineSystemSetting{}
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if err := db.Model(&setting).First(&setting).Error; err != nil {
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return setting, err
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}
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settVal, _ := sonic.MarshalString(&setting)
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if settVal != "" {
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if err := helper.DefaultRedis.SetString(rediskey.SystemSetting, settVal); err != nil {
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logger.Error("redis添加系统设置失败", err)
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}
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}
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return DbModels.LineSystemSetting{}, nil
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}
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// NEW
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// PENDING_NEW
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// PARTIALLY_FILLED
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// FILLED
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// CANCELED
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// PENDING_CANCEL
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// REJECTED
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// EXPIRED
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// EXPIRED_IN_MATCH
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Reference in New Issue
Block a user