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Merge branch '单边仓位_master' of http://120.25.162.35:82/hucan/exchange_go into 单边仓位_master

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This commit is contained in:
daichao
2025-02-11 09:39:23 +08:00
parent cb855452d1 1c5df7ad90
commit 0830351a1f
12 changed files with 515 additions and 58 deletions
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3
app/admin/models/line_pre_order.go
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@ -24,7 +24,7 @@ type LinePreOrder struct {
Num string `json:"num" gorm:"type:decimal(18,8);omitempty;comment:购买数量"`
BuyPrice string `json:"buyPrice" gorm:"type:decimal(18,8);omitempty;comment:购买金额"`
SymbolType int `json:"symbolType" gorm:"type:int;comment:交易对类型:1=现货;2=合约"`
OrderCategory int `json:"orderCategory" gorm:"type:int;comment:订单类型: 1=主单 2=对冲单"`
OrderCategory int `json:"orderCategory" gorm:"type:int;comment:订单类型: 1=主单 2=对冲单 3-加仓单"`
Site string `json:"site" gorm:"type:enum('BUY','SELL');omitempty;comment:购买方向:BUY=买;SELL=卖"`
OrderSn string `json:"orderSn" gorm:"type:varchar(255);omitempty;comment:订单号"`
OrderType int `json:"orderType" gorm:"type:int;omitempty;comment:订单类型:0=主单 1=止盈 2=止损 3=平仓 4=减仓"`
@ -33,6 +33,7 @@ type LinePreOrder struct {
CoverType int `json:"coverType" gorm:"type:int unsigned;omitempty;comment:对冲类型 1= 现货对合约 2=合约对合约 3 合约对现货"`
ExpireTime time.Time `json:"expireTime" gorm:"comment:过期时间"`
MainOrderType string `json:"mainOrderType" gorm:"type:enum;comment:第一笔（主单类型） 限价（LIMIT）市价(MARKET)"`
LossAmount decimal.Decimal `json:"lossAmount" gorm:"type:decimal(15,2);comment:亏损金额（U）"`
Child []LinePreOrder `json:"child" gorm:"-"`
ApiName string `json:"api_name" gorm:"->"`
ChildNum int64 `json:"child_num" gorm:"->"`

2
app/admin/models/line_pre_order_ext.go
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@ -12,10 +12,12 @@ type LinePreOrderExt struct {
MainOrderId int `json:"mainOrderId" gorm:"type:bigint;comment:主单id"`
OrderId int `json:"orderId" gorm:"type:bigint;comment:订单id"`
TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" gorm:"type:decimal(10,2);comment:止盈百分比"`
ReduceOrderType string `json:"reduceOrderType" gorm:"type:varchar(20);comment:减仓类型 LIMIT-限价 MARKET-市价"`
ReducePriceRatio decimal.Decimal `json:"reducePriceRatio" gorm:"type:decimal(10,2);comment:减仓价格百分比"`
ReduceNumRatio decimal.Decimal `json:"reduceNumRatio" gorm:"type:decimal(10,2);comment:减仓数量百分比"`
ReduceTakeProfitRatio decimal.Decimal `json:"reduceTakeProfitRatio" gorm:"type:decimal(10,2);comment:减仓后止盈百分比"`
ReduceStopLossRatio decimal.Decimal `json:"reduceStopLossRatio" gorm:"type:decimal(10,2);comment:减仓后止损百分比"`
AddPositionOrderType string `json:"addPositionOrderType" gorm:"type:varchar(20);comment:加仓类型 LIMIT-限价 MARKET-市价"`
AddPositionPriceRatio decimal.Decimal `json:"addPositionPriceRatio" gorm:"type:decimal(10,2);comment:加仓价格百分比"`
AddPositionType int `json:"addPositionType" gorm:"type:int;comment:加仓类型 1-百分比 2-实际金额"`
AddPositionVal decimal.Decimal `json:"addPositionVal" gorm:"type:decimal(10,2);comment:加仓值"`

2
app/admin/models/line_system_setting.go
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@ -14,6 +14,8 @@ type LineSystemSetting struct {
ProfitRate string `json:"profitRate" gorm:"type:decimal(10,2);comment:平仓盈利比例"`
CoverOrderTypeBRate string `json:"coverOrderTypeBRate" gorm:"type:decimal(10,2);comment:b账户限价补单的买入百分比"`
StopLossPremium decimal.Decimal `json:"stopLossPremium" gorm:"type:decimal(10,2);comment:限价止损溢价百分比"`
AddPositionPremium decimal.Decimal `json:"addPositionPremium" gorm:"type:decimal(10,2);comment:限价加仓溢价百分比`
ReducePremium decimal.Decimal `json:"reducePremium" gorm:"type:decimal(10,2);comment:限价减仓溢价百分比"`
models.ModelTime
models.ControlBy
}

3
app/admin/service/dto/line_pre_order.go
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@ -362,7 +362,8 @@ type PreOrderRedisList struct {
type StopLossRedisList struct {
Id int `json:"id"`
PId int `json:"pid"`
PId int `json:"pid"` //父级id
MainId int `json:"mainId"` //主单id
OrderTye int `json:"orderType"`
SymbolType int `json:"symbolType"`
OrderCategory int `json:"orderCategory"`

2
app/admin/service/dto/line_system_setting.go
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@ -63,6 +63,8 @@ type LineSystemSettingUpdateReq struct {
ProfitRate string `json:"profitRate" comment:"平仓盈利比例"`
CoverOrderTypeBRate string `json:"coverOrderTypeBRate" comment:"b账户限价补单的买入百分比"`
StopLossPremium decimal.Decimal `json:"stopLossPremium" comment:"限价止损溢价"`
AddPositionPremium decimal.Decimal `json:"addPositionPremium" comment:"限价加仓溢价"`
ReducePremium decimal.Decimal `json:"reducePremium" comment:"限价减仓溢价"`
common.ControlBy
}

9
app/admin/service/line_pre_order.go
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@ -850,14 +850,16 @@ func (e *LinePreOrder) CancelOpenOrder(req *dto.CancelOpenOrderReq, errs *[]erro
// ClearAll 一键清除数据
func (e *LinePreOrder) ClearAll() error {
_, err := helper.DefaultRedis.BatchDeleteKeys([]string{rediskey.PreSpotOrderList, rediskey.PreFutOrderList,
rediskey.SpotStopLossList, rediskey.FuturesStopLossList, rediskey.SpotAddPositionList, rediskey.FuturesAddPositionList,
})
_, err := helper.DefaultRedis.BatchDeleteKeys([]string{rediskey.PreSpotOrderList, rediskey.PreFutOrderList})
if err != nil {
e.Log.Errorf("Service RemoveLinePreOrder error:%s \r\n", err)
return err
}
prefixs := []string{
"spot_stoploss_list",
"futures_stoploss_list",
"spot_add_position_list",
"futures_add_position_list",
"api_user_hold",
"spot_trigger_lock",
"fut_trigger_lock",
@ -880,6 +882,7 @@ func (e *LinePreOrder) ClearAll() error {
e.Log.Errorf("Service RemoveLinePreOrder error:%s \r\n", err)
return err
}
e.Orm.Model(&models.LinePreOrder{}).Exec("TRUNCATE TABLE line_pre_order") //订单表
e.Orm.Model(&models.LinePreOrder{}).Exec("TRUNCATE TABLE line_pre_order_status") //订单拓展状态
e.Orm.Model(&models.LinePreOrder{}).Exec("TRUNCATE TABLE line_pre_order_ext") //订单拓展配置

6
common/const/rediskey/redis_key.go
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@ -42,10 +42,12 @@ const (
//需要清理键值---------BEGIN---------------
SpotStopLossList = "spot_stoploss_list:%s" //现货止损待触发列表 {交易所类型code}
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" //现货加仓待触发
FuturesAddPositionList = "futures_add_position_list" //合约加仓待触发
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}
//需要清理键值---------END-----------------

20
services/binanceservice/commonservice.go
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@ -278,8 +278,10 @@ func (e *AddPosition) CalculateAmount(req dto.ManuallyCover, totalNum, lastPrice
// coverType 1现货->合约 2->合约->合约 3合约->现货
func MainClosePositionClearCache(mainOrderId int, coverType int) {
if coverType == 1 {
spotStopArray, _ := helper.DefaultRedis.GetAllList(rediskey.SpotStopLossList)
spotAddpositionArray, _ := helper.DefaultRedis.GetAllList(rediskey.SpotAddPositionList)
keySpotStop := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
keySpotAddposition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
spotStopArray, _ := helper.DefaultRedis.GetAllList(keySpotStop)
spotAddpositionArray, _ := helper.DefaultRedis.GetAllList(keySpotAddposition)
var position AddPositionList
var stop dto.StopLossRedisList
@ -289,7 +291,7 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
}
if position.Pid == mainOrderId {
helper.DefaultRedis.LRem(rediskey.SpotAddPositionList, item)
helper.DefaultRedis.LRem(keySpotAddposition, item)
}
}
@ -299,13 +301,15 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
}
if stop.PId == mainOrderId {
helper.DefaultRedis.LRem(rediskey.SpotStopLossList, item)
helper.DefaultRedis.LRem(keySpotStop, item)
}
}
} else {
futAddpositionArray, _ := helper.DefaultRedis.GetAllList(rediskey.FuturesAddPositionList)
futStopArray, _ := helper.DefaultRedis.GetAllList(rediskey.FuturesStopLossList)
keyFutStop := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
keyFutAddposition := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
futAddpositionArray, _ := helper.DefaultRedis.GetAllList(keyFutStop)
futStopArray, _ := helper.DefaultRedis.GetAllList(keyFutAddposition)
var position AddPositionList
var stop dto.StopLossRedisList
@ -315,7 +319,7 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
}
if position.Pid == mainOrderId {
helper.DefaultRedis.LRem(rediskey.FuturesAddPositionList, item)
helper.DefaultRedis.LRem(keyFutAddposition, item)
}
}
@ -325,7 +329,7 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
}
if stop.PId == mainOrderId {
helper.DefaultRedis.LRem(rediskey.FuturesStopLossList, item)
helper.DefaultRedis.LRem(keyFutStop, item)
}
}
}

191
services/binanceservice/futuresrest.go
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@ -16,6 +16,7 @@ import (
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/jinzhu/copier"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
@ -96,6 +97,10 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
//止盈成交
case preOrder.OrderType == 1 && orderStatus == 6:
handleTakeProfit(db, preOrder)
//减仓回调
case preOrder.OrderType == 4 && orderStatus == 6:
handleReduceFilled(db, preOrder)
//止损成交
case preOrder.OrderType == 2 && orderStatus == 6:
handleStopLoss(db, preOrder)
@ -105,6 +110,179 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
}
}
// 减仓回调
func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if apiUserInfo.Id == 0 {
logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
return
}
tradeSet, err := GetTradeSet(preOrder.Symbol, 1)
if err != nil {
logger.Errorf("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
return
}
price := utility.StrToDecimal(preOrder.Price)
parentOrder, err := GetOrderById(db, preOrder.Pid)
if err != nil {
logger.Errorf("handleMainReduceFilled 获取主单失败,订单号:%s", preOrder.OrderSn)
return
}
parentPrice := utility.StrToDecimal(parentOrder.Price)
num := utility.StrToDecimal(preOrder.Num)
lossAmount := price.Sub(parentPrice).Abs().Mul(num)
if !strings.HasSuffix(preOrder.Symbol, "USDT") {
tradeSetU, err := GetTradeSet(utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, ""), 1)
if err != nil {
logger.Errorf("handleMainReduceFilled 获取币本位对应U交易对设置失败,订单号:%s", preOrder.OrderSn)
return
}
lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(2)
}
if err := db.Model(&parentOrder).Where("loss_amount=0", preOrder.Pid).Update("loss_amount", lossAmount).Error; err != nil {
logger.Errorf("handleMainReduceFilled 更新亏损金额失败,订单号:%s", preOrder.OrderSn)
return
}
orders := make([]models.LinePreOrder, 0)
rate := utility.StringAsFloat(preOrder.Rate)
ext := models.LinePreOrderExt{}
//获取订单配置
db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext)
// 不是100%减仓 就需要挂止盈止损
if rate < 100 {
futApi := FutRestApi{}
positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol)
var num decimal.Decimal
if err != nil {
logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
}
for _, item := range positions {
if item.Symbol == preOrder.Symbol {
positionAmt := utility.StrToDecimal(item.PositionAmt)
//多
if positionAmt.Cmp(decimal.Zero) > 0 && preOrder.Site == "SELL" {
num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
break
} else if positionAmt.Cmp(decimal.Zero) < 0 && preOrder.Site == "BUY" {
//空
num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
break
}
}
}
if num.Cmp(decimal.Zero) <= 0 {
logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
}
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
takeProfitOrder.Status = 0
takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
takeProfitOrder.OrderType = 1
takeProfitOrder.Rate = "100"
takeProfitOrder.SignPrice = preOrder.Price
takeProfitOrder.CreatedAt = time.Now()
takeProfitOrder.BuyPrice = "0"
takeProfitOrder.MainOrderType = "LIMIT"
takeProfitOrder.Num = num.String()
orders = append(orders, takeProfitOrder)
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
copier.Copy(&stoploss, &preOrder)
stoploss.Id = 0
stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
stoploss.Status = 0
stoploss.CreatedAt = time.Now()
stoploss.OrderType = 2
stoploss.SignPrice = preOrder.Price
stoploss.BuyPrice = "0"
stoploss.Rate = "100"
stoploss.MainOrderType = "LIMIT"
stoploss.Num = num.String()
orders = append(orders, stoploss)
}
if err := db.Create(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
return
}
spotApi := SpotRestApi{}
paramsMap := OrderPlacementService{
ApiId: takeProfitOrder.ApiId,
Symbol: takeProfitOrder.Symbol,
Side: takeProfitOrder.Site,
Type: "LIMIT",
TimeInForce: "GTC",
Price: utility.StrToDecimal(takeProfitOrder.Price),
Quantity: num,
NewClientOrderId: takeProfitOrder.OrderSn,
StopPrice: utility.StrToDecimal(takeProfitOrder.Price),
}
if err := spotApi.OrderPlace(db, paramsMap); err != nil {
logger.Errorf("减仓后重下止盈失败 减仓order_sn:%s err:%v", preOrder.OrderSn, err)
if err2 := db.Model(&takeProfitOrder).Updates(map[string]interface{}{"status": 2, "": err.Error()}).Error; err2 != nil {
logger.Errorf("handleMainReduceFilled 更新止盈单失败:%v", err2)
}
}
}
//加仓待触发
addPositionOrder := DbModels.LinePreOrder{}
if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
addPositionData := AddPositionList{
MainId: addPositionOrder.MainId,
Pid: addPositionOrder.Pid,
Price: utility.StrToDecimal(addPositionOrder.Price),
ApiId: addPositionOrder.ApiId,
Symbol: addPositionOrder.Symbol,
Side: addPositionOrder.Site,
SymbolType: addPositionOrder.SymbolType,
}
addVal, err := sonic.MarshalString(addPositionData)
if err != nil {
logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
if err := helper.DefaultRedis.RPushList(keySpotAddPosition, addVal); err != nil {
logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
}
}
// 平仓单成交
func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
panic("unimplemented")
@ -301,7 +479,7 @@ func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// preOrder 主单
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
orders := []models.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 1 AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
logger.Error("订单回调查询止盈止损单失败:", err)
return
}
@ -332,10 +510,17 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
processFutTakeProfitOrder(db, futApi, order, num)
case 2: // 止损
processFutStopLossOrder(db, order, price, num)
case 4: //减仓
processFutReduceOrder(db, order, price, num)
}
}
}
// 减仓单
func processFutReduceOrder(db *gorm.DB, order DbModels.LinePreOrder, price, num decimal.Decimal) {
// key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
}
// 处理止盈订单
func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) {
price, _ := decimal.NewFromString(order.Price)
@ -346,7 +531,7 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
Side: order.Site,
Price: price,
Quantity: num,
OrderType: "TAKE_PROFIT_LIMIT",
OrderType: "TAKE_PROFIT",
StopPrice: price,
NewClientOrderId: order.OrderSn,
}
@ -392,7 +577,7 @@ func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num
Side: order.Site,
Price: price,
Quantity: num,
OrderType: "STOP_MARKET",
OrderType: "STOP",
StopPrice: price,
NewClientOrderId: order.OrderSn,
}

17
services/binanceservice/models.go
View File

@ -70,7 +70,7 @@ type FutOrderPlace struct {
OpenOrder int `json:"open_order"` //是否开启限价单止盈止损
Profit decimal.Decimal `json:"profit"` //止盈价格
StopPrice decimal.Decimal `json:"stopprice"` //止损价格
OrderType string `json:"order_type"` //订单类型，市价或限价MARKET(市价单) TAKE_PROFIT_MARKET（止盈） STOP_MARKET（止损）
OrderType string `json:"order_type"` //订单类型，市价或限价MARKET(市价单) TAKE_PROFIT_MARKET（市价止盈） TAKE_PROFIT(限价止盈) STOP (限价止损) STOP_MARKET（市价止损）
NewClientOrderId string `json:"newClientOrderId"`
}
@ -188,14 +188,13 @@ type OpenOrders struct {
// 待触发加仓单
type AddPositionList struct {
Pid int `json:"pid"` //主单id
ApiId int `json:"apiId"` //触发账户id
Symbol string `json:"symbol"` //交易对
Price decimal.Decimal `json:"price"` //触发价
Side string `json:"side"` //买卖方向
AddPositionMainType string `json:"addPositionType"` //A账号加仓类型
AddPositionHedgeType string `json:"addPositionHedgeType"` //B账号加仓类型
SymbolType int `json:"type" comment:"交易对类别 1-现货 2-合约"`
Pid int `json:"pid"` //父级id
MainId int `json:"mainId"` //主单Id
ApiId int `json:"apiId"` //触发账户id
Symbol string `json:"symbol"` //交易对
Price decimal.Decimal `json:"price"` //触发价
Side string `json:"side"` //买卖方向
SymbolType int `json:"type" comment:"交易对类别 1-现货 2-合约"`
}
// SpotAccountInfo 现货账户信息

11
services/binanceservice/orderservice.go
View File

@ -101,3 +101,14 @@ func GetLastStop(db *gorm.DB, pid int) (DbModels.LinePreOrder, error) {
return result, nil
}
// 获取主单配置
// mainId 主单Id
func GetOrderExts(db *gorm.DB, mainId int) ([]models.LinePreOrderExt, error) {
result := make([]models.LinePreOrderExt, 0)
if err := db.Model(&result).Where("main_id =?", mainId).Find(&result).Error; err != nil {
return result, err
}
return result, nil
}

307
services/binanceservice/spotreset.go
View File

@ -11,12 +11,14 @@ import (
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/pkg/utility"
"go-admin/pkg/utility/snowflakehelper"
"strconv"
"strings"
"time"
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/jinzhu/copier"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
@ -111,32 +113,175 @@ func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus
case preOrder.OrderType == 0 && orderStatus == 6:
handleMainOrderFilled(db, preOrder)
//主单减仓完毕
case preOrder.OrderCategory == 1 && preOrder.OrderType == 4 && orderStatus == 6:
handleMainReduceFilled(db, preOrder)
//主单取消
case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
handleMainOrderCancel(preOrder)
// 止盈成交
case preOrder.OrderType == 1 && orderStatus == 6:
handleSpotTakeProfitFilled(db, preOrder)
//平仓单
case preOrder.OrderType == 3 && orderStatus == 6:
handleMainOrderClosePosition(db, preOrder)
//主单止损回调
case preOrder.OrderType == 2 && preOrder.OrderCategory == 1 && orderStatus == 6:
if preOrder.CoverType == 0 {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).Update("status", 9).Error; err != nil {
logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
}
} else {
order, err := GetOrderById(db, preOrder.Pid)
if err != nil {
logger.Errorf("主单止损回调 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err)
return
}
triggerHedgeOrder(order, db, preOrder)
case preOrder.OrderType == 2 && orderStatus == 6:
removeSpotLossAndAddPosition(preOrder)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.MainId).Update("status", 9).Error; err != nil {
logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status =0", preOrder.MainId).Update("status", 4).Error; err != nil {
logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
}
}
}
// 主单减仓完毕
func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if apiUserInfo.Id == 0 {
logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
return
}
tradeSet, err := GetTradeSet(preOrder.Symbol, 0)
if err != nil {
logger.Errorf("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
return
}
price := utility.StrToDecimal(preOrder.Price)
orders := make([]models.LinePreOrder, 0)
rate := utility.StringAsFloat(preOrder.Rate)
ext := models.LinePreOrderExt{}
//获取订单配置
db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext)
// 不是100%减仓 就需要挂止盈止损
if rate < 100 {
client := GetClient(&apiUserInfo)
resp, _, err := client.SendSpotAuth("/api/v3/account", "GET", map[string]interface{}{
"omitZeroBalances": true,
})
if err != nil {
logger.Errorf("api_id:%d 交易对:%s 查询用户信息失败:%v", apiUserInfo.Id, preOrder.Symbol, err)
return
}
var balanceInfo SpotAccountInfo
sonic.Unmarshal(resp, &balanceInfo)
suffix := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
var num decimal.Decimal
for _, item := range balanceInfo.Balances {
if item.Asset == suffix {
if utility.StrToDecimal(item.Free).Cmp(decimal.Zero) <= 0 {
logger.Error("handleMainReduceFilled 账户余额不足,交易对：%s 订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
}
num = utility.StrToDecimal(item.Free).Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
break
}
}
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
takeProfitOrder.Status = 0
takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
takeProfitOrder.OrderType = 1
takeProfitOrder.Rate = "100"
takeProfitOrder.SignPrice = preOrder.Price
takeProfitOrder.CreatedAt = time.Now()
takeProfitOrder.BuyPrice = "0"
takeProfitOrder.MainOrderType = "LIMIT"
takeProfitOrder.Num = num.String()
orders = append(orders, takeProfitOrder)
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
copier.Copy(&stoploss, &preOrder)
stoploss.Id = 0
stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
stoploss.Status = 0
stoploss.CreatedAt = time.Now()
stoploss.OrderType = 2
stoploss.SignPrice = preOrder.Price
stoploss.BuyPrice = "0"
stoploss.Rate = "100"
stoploss.MainOrderType = "LIMIT"
stoploss.Num = num.String()
orders = append(orders, stoploss)
}
if err := db.Create(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
return
}
spotApi := SpotRestApi{}
paramsMap := OrderPlacementService{
ApiId: takeProfitOrder.ApiId,
Symbol: takeProfitOrder.Symbol,
Side: takeProfitOrder.Site,
Type: "LIMIT",
TimeInForce: "GTC",
Price: utility.StrToDecimal(takeProfitOrder.Price),
Quantity: num,
NewClientOrderId: takeProfitOrder.OrderSn,
StopPrice: utility.StrToDecimal(takeProfitOrder.Price),
}
if err := spotApi.OrderPlace(db, paramsMap); err != nil {
logger.Errorf("减仓后重下止盈失败 减仓order_sn:%s err:%v", preOrder.OrderSn, err)
if err2 := db.Model(&takeProfitOrder).Updates(map[string]interface{}{"status": 2, "": err.Error()}).Error; err2 != nil {
logger.Errorf("handleMainReduceFilled 更新止盈单失败:%v", err2)
}
}
}
//加仓待触发
addPositionOrder := DbModels.LinePreOrder{}
if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
addPositionData := AddPositionList{
MainId: addPositionOrder.MainId,
Pid: addPositionOrder.Pid,
Price: utility.StrToDecimal(addPositionOrder.Price),
ApiId: addPositionOrder.ApiId,
Symbol: addPositionOrder.Symbol,
Side: addPositionOrder.Site,
SymbolType: addPositionOrder.SymbolType,
}
addVal, err := sonic.MarshalString(addPositionData)
if err != nil {
logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
if err := helper.DefaultRedis.RPushList(keySpotAddPosition, addVal); err != nil {
logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
}
}
@ -166,36 +311,75 @@ func handleMainOrderCancel(preOrder *DbModels.LinePreOrder) {
func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
//主单平仓
if preOrder.OrderCategory == 1 {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).Update("status", 9).Error; err != nil {
logger.Errorf("平仓订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
}
} else {
//对冲单回调
if err := db.Model(&DbModels.LinePreOrder{}).
Where("pid =? AND order_category =? AND order_type =0 AND status <9 ", preOrder.Pid, preOrder.OrderCategory).
Update("status", 9).Error; err != nil {
logger.Errorf("对冲单平仓回调失败, 回调订单号：%s 更新对冲单失败:%v", preOrder.OrderSn, err)
}
ids := []int{preOrder.Pid, preOrder.MainId}
db.Transaction(func(tx *gorm.DB) error {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status=6", ids).Update("status", 9).Error; err != nil {
logger.Errorf("平仓订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
return err
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0", preOrder.MainId).Update("status", 4).Error; err != nil {
logger.Errorf("平仓订单回调失败, 回调订单号：%s 更新子单失败:%v", preOrder.OrderSn, err)
return err
}
return nil
})
}
removeSpotLossAndAddPosition(preOrder)
}
// 止盈成交
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND order_category =?", preOrder.Pid, preOrder.OrderCategory).Update("status", 9).Error; err != nil {
logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
}
removeSpotLossAndAddPosition(preOrder)
db.Transaction(func(tx *gorm.DB) error {
ids := []int{preOrder.Pid, preOrder.MainId}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
return err
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0").Update("status", 4).Error; err != nil {
logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新取消状态失败:%v", preOrder.OrderSn, err)
return err
}
return nil
})
}
func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
stoploss := DbModels.LinePreOrder{}
addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
stoploss := dto.StopLossRedisList{}
addPosition := AddPositionList{}
for _, v := range stoplossVal {
sonic.Unmarshal([]byte(v), &stoploss)
if stoploss.Pid == preOrder.Pid {
if stoploss.MainId == preOrder.MainId {
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
if err != nil {
logger.Errorf("订单回调失败, 回调订单号：%s 删除缓存失败:%v", preOrder.OrderSn, err)
logger.Errorf("订单回调失败, 回调订单号：%s 删除止损缓存失败:%v", preOrder.OrderSn, err)
}
}
}
for _, v := range addPositionVal {
sonic.Unmarshal([]byte(v), &addPosition)
if addPosition.MainId == preOrder.MainId {
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
if err != nil {
logger.Errorf("订单回调失败, 回调订单号：%s 删除加仓缓存失败:%v", preOrder.OrderSn, err)
}
}
}
@ -204,6 +388,67 @@ func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 主单成交
func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
processTakeProfitAndStopLossOrders(db, preOrder)
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
if tradeSet.Coin == "" {
logger.Errorf("获取交易对配置失败, 回调订单号：%s", preOrder.OrderSn)
return
}
//主单类型
if preOrder.OrderCategory == 1 {
//预生成加仓单
orderExts, err := GetOrderExts(db, preOrder.Id)
if err != nil {
logger.Errorf("预生成加仓单失败, 回调订单号：%s 获取主单拓展配置失败:%v", preOrder.OrderSn, err)
return
}
price := utility.StrToDecimal(preOrder.Price)
for _, v := range orderExts {
if v.OrderId == 0 {
var data DbModels.LinePreOrder
copier.Copy(&data, &v)
data.Id = 0
data.Pid = preOrder.Id
data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
data.MainId = preOrder.Id
data.CreatedAt = time.Now()
data.MainOrderType = v.AddPositionOrderType
data.Status = 0
data.OrderCategory = 3
var percentage decimal.Decimal
if data.Site == "BUY" {
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio)
} else {
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio)
}
data.Price = price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)).String()
err := db.Transaction(func(tx *gorm.DB) error {
if err2 := tx.Create(&data).Error; err2 != nil {
return err2
}
v.OrderId = data.Id
if err2 := tx.Model(&v).Update("order_id", data.Id).Error; err2 != nil {
return err2
}
return nil
})
if err != nil {
logger.Errorf("预生成加仓单失败, 回调订单号：%s 预生成加仓单失败:%v", preOrder.OrderSn, err)
return
}
}
}
}
}
// 解析订单状态
@ -279,7 +524,7 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
spotApi := SpotRestApi{}
num, _ := decimal.NewFromString(preOrder.Num)
num = num.Mul(decimal.NewFromFloat(0.998))
// num = num.Mul(decimal.NewFromFloat(0.998))
for i, order := range orders {
if i >= 2 { // 最多处理 2 个订单