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This commit is contained in:
hucan
2025-02-18 09:59:51 +08:00
parent eb2455f967
commit 08a7da607f
9 changed files with 420 additions and 548 deletions
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277
services/binanceservice/futuresrest.go
View File

@ -12,14 +12,11 @@ import (
"go-admin/common/helper"
models2 "go-admin/models"
"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"
)
@ -115,12 +112,6 @@ 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)
mainId := preOrder.Id
if preOrder.MainId > 0 {
mainId = preOrder.MainId
}
if apiUserInfo.Id == 0 {
logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
return
@ -161,74 +152,12 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
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 {
removeFutLossAndAddPosition(preOrder)
ids := []int{preOrder.MainId, preOrder.Pid}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
logger.Info("100%减仓完毕，终结流程")
}
if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status = 0", preOrder.Id).Find(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 获取待触发订单失败,订单号:%s", preOrder.OrderSn)
return
}
totalLossAmountU, _ := GetTotalLossAmount(db, mainId)
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.Pid = preOrder.Id
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 = ext.ReduceTakeProfitRatio.String()
takeProfitOrder.SignPrice = preOrder.Price
takeProfitOrder.CreatedAt = time.Now()
takeProfitOrder.BuyPrice = "0"
takeProfitOrder.MainOrderType = "LIMIT"
takeProfitOrder.Num = totalNum.String()
takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String()
//止盈需要累加之前的亏损
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
percent := totalLossAmountU.Div(totalNum).Div(price).Abs()
takeProfitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.ReduceTakeProfitRatio).Truncate(2).String()
}
setPrice(&takeProfitOrder, preOrder, tradeSet)
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.Pid = preOrder.Id
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 = ext.ReduceStopLossRatio.String()
stoploss.MainOrderType = "LIMIT"
stoploss.Num = totalNum.String()
setPrice(&stoploss, preOrder, tradeSet)
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
}
futApi := FutRestApi{}
for _, v := range orders {
if v.OrderType == 1 {
@ -435,37 +364,27 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
return
}
//预生成加仓单
shouldReturn := createFutPreAddPosition(preOrder, db, tradeSet)
if shouldReturn {
return
}
if preOrder.OrderCategory == 3 {
if err := cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType); err != nil {
logger.Errorf("取消止盈止损订单失败 orderSn:%s err:%v", preOrder.OrderSn, err)
}
}
apiInfo, err := GetApiInfo(preOrder.ApiId)
if apiInfo.Id == 0 {
logger.Error("订单回调查询apiuserinfo失败 err:", err)
return
}
if err := db.Model(&DbModels.LinePreOrder{}).
Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).
Find(&orders).Error; err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
logger.Error("订单回调查询止盈止损单失败:", err)
return
} else if len(orders) == 0 && preOrder.OrderCategory == 3 {
orders, err = makeFuturesTakeAndReduce(preOrder, db, tradeSet, orders)
if err != nil {
return
}
}
futApi := FutRestApi{}
num, _ := decimal.NewFromString(preOrder.Num)
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
for i, order := range orders {
if i >= 2 { // 最多处理 2 个订单
break
}
for _, order := range orders {
price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
num = num.Truncate(int32(tradeSet.AmountDigit))
order.Price = price.String()
@ -495,184 +414,6 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
}
}
// 生成加仓单
func createFutPreAddPosition(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet) bool {
//主单类型
if preOrder.OrderCategory == 1 {
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 true
}
price := utility.StrToDecimal(preOrder.Price)
for _, v := range orderExts {
if v.OrderId == 0 {
var data DbModels.LinePreOrder
copier.Copy(&data, &preOrder)
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
data.Rate = v.AddPositionPriceRatio.String()
var percentage decimal.Decimal
if data.Site == "BUY" {
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
} else {
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
}
dataPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit))
data.Price = dataPrice.String()
if v.AddPositionType == 1 {
data.Num = utility.StrToDecimal(preOrder.Num).Truncate(int32(tradeSet.AmountDigit)).String()
data.BuyPrice = "0"
} else {
data.BuyPrice = v.AddPositionVal.String()
data.Num = v.AddPositionVal.Div(dataPrice).Truncate(int32(tradeSet.AmountDigit)).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 true
}
}
}
}
return false
}
// 构建合约止盈、减仓单
func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) {
ext := models.LinePreOrderExt{}
apiInfo, err := GetApiInfo(preOrder.ApiId)
price := utility.StrToDecimal(preOrder.Price)
if apiInfo.Id == 0 {
logger.Error("订单回调查询apiuserinfo失败 err:", err)
return nil, errors.New("订单回调查询apiuserinfo失败")
}
if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil {
logger.Error("订单回调查询止盈止损单扩展表失败:", err)
return nil, errors.New("订单回调查询止盈止损单扩展表失败")
}
totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
//止盈单
if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
profitOrder := models.LinePreOrder{}
copier.Copy(&profitOrder, preOrder)
profitOrder.Id = 0
profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
profitOrder.Pid = preOrder.Id
profitOrder.OrderType = 1
profitOrder.Status = 0
profitOrder.MainId = ext.MainOrderId
profitOrder.Num = num.String()
profitOrder.Rate = ext.TakeProfitRatio.String()
//止盈需要累加之前的亏损
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
percent := totalLossAmountU.Div(num).Div(price).Abs()
profitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.TakeProfitRatio).Truncate(2).String()
}
if strings.ToUpper(preOrder.Site) == "BUY" {
profitOrder.Site = "SELL"
} else {
profitOrder.Site = "BUY"
}
setPrice(&profitOrder, preOrder, tradeSet)
orders = append(orders, profitOrder)
}
//减仓单
if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 {
stopOrder := models.LinePreOrder{}
copier.Copy(&stopOrder, preOrder)
stopOrder.Id = 0
stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
stopOrder.Pid = preOrder.Id
stopOrder.MainId = ext.MainOrderId
stopOrder.OrderType = 4
stopOrder.Status = 0
stopOrder.Rate = ext.ReducePriceRatio.String()
stopOrder.Num = num.String()
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
stopOrder.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
} else {
stopOrder.Num = num.String()
}
if strings.ToUpper(preOrder.Site) == "BUY" {
stopOrder.Site = "SELL"
} else {
stopOrder.Site = "BUY"
}
setPrice(&stopOrder, preOrder, tradeSet)
orders = append(orders, stopOrder)
}
for index := range orders {
orderRate := utility.StrToDecimal(orders[index].Rate)
orderType := orders[index].OrderType
if strings.ToUpper(preOrder.Site) == "BUY" {
orders[index].Site = "SELL"
} else {
orders[index].Site = "BUY"
}
switch {
//做多止盈、做空止损或减仓
case (orderType == 1 && preOrder.Site == "BUY"), ((orderType == 2 || orderType == 4) && preOrder.Site == "SELL"):
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
//做多止损或减仓、做空止盈
case ((orderType == 2 || orderType == 4) && preOrder.Site == "BUY"), (orderType == 1 && preOrder.Site == "SELL"):
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
if len(orders) > 0 {
if err := db.Create(&orders).Error; err != nil {
logger.Error("主单回调，创建止盈、减仓单失败")
return orders, errors.New("主单回调，创建止盈、减仓单失败")
}
}
return orders, nil
}
// 减仓单
func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) {
key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)

265
services/binanceservice/spotreset.go
View File

@ -12,14 +12,12 @@ import (
"go-admin/common/helper"
models2 "go-admin/models"
"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"
)
@ -144,11 +142,6 @@ func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus
// 主单减仓完毕
func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
mainId := preOrder.Id
if preOrder.MainId > 0 {
mainId = preOrder.MainId
}
if apiUserInfo.Id == 0 {
logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
@ -162,13 +155,8 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return
}
price := utility.StrToDecimal(preOrder.Price)
parentOrder, _ := GetOrderById(db, preOrder.Pid)
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)
// 100%减仓 终止流程
if rate >= 100 {
@ -179,95 +167,36 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
return
}
totalLossAmountU, _ := GetTotalLossAmount(db, mainId)
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.Pid = preOrder.Id
takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
takeProfitOrder.Status = 0
// takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio.Div(decimal.NewFromInt(100)))).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 = totalNum.String()
takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String()
//止盈需要累加之前的亏损
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
percent := totalLossAmountU.Div(totalNum).Div(price).Abs()
takeProfitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.ReduceTakeProfitRatio).Truncate(2).String()
}
setPrice(&takeProfitOrder, preOrder, tradeSet)
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.Pid = preOrder.Id
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 = ext.ReduceStopLossRatio.String()
stoploss.MainOrderType = "LIMIT"
stoploss.Num = totalNum.String()
// stoploss.Price = price.Mul(decimal.NewFromInt(1).Sub(ext.ReduceStopLossRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
setPrice(&stoploss, preOrder, tradeSet)
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)
if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status=0", preOrder.Id).Find(&orders).Error; err != nil {
logger.Errorf("获取减仓单止盈止损失败 err:%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: totalNum,
NewClientOrderId: takeProfitOrder.OrderSn,
StopPrice: utility.StrToDecimal(takeProfitOrder.Price),
}
if err := spotApi.OrderPlaceLoop(db, paramsMap, 3); 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)
}
}
for index := range orders {
orders[index].Num = totalNum.Truncate(int32(tradeSet.AmountDigit)).String()
for _, item := range orders {
if item.OrderType == 2 {
processStopLossOrder(item)
if orders[index].OrderType == 1 {
processTakeProfitOrder(db, spotApi, orders[index])
} else if orders[index].OrderType == 2 {
processStopLossOrder(orders[index])
}
}
//计算实际亏损
if parentOrder.Price != "" {
parentPrice := utility.StrToDecimal(parentOrder.Price)
reduceNum := utility.StrToDecimal(preOrder.Num)
lossAmountU := price.Sub(parentPrice).Abs().Mul(reduceNum) //.Truncate(int32(tradeSet.PriceDigit))
// if parentOrder.Price != "" {
// parentPrice := utility.StrToDecimal(parentOrder.Price)
// reduceNum := utility.StrToDecimal(preOrder.Num)
// lossAmountU := price.Sub(parentPrice).Abs().Mul(reduceNum) //.Truncate(int32(tradeSet.PriceDigit))
if err := db.Model(&parentOrder).Update("loss_amount", lossAmountU).Error; err != nil {
logger.Errorf("修改主单实际亏损失败 订单号:%s err:%v", parentOrder.OrderSn, err)
}
}
// if err := db.Model(&parentOrder).Update("loss_amount", lossAmountU).Error; err != nil {
// logger.Errorf("修改主单实际亏损失败 订单号:%s err:%v", parentOrder.OrderSn, err)
// }
// }
//加仓待触发
addPositionOrder := DbModels.LinePreOrder{}
@ -508,78 +437,6 @@ func removeSpotLossAndAddPosition(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, &preOrder)
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
data.Rate = v.AddPositionPriceRatio.String()
var percentage decimal.Decimal
if data.Site == "BUY" {
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
} else {
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
}
dataPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit))
data.Price = dataPrice.String()
if v.AddPositionType == 1 {
data.Num = preOrder.Num
data.BuyPrice = "0"
} else {
data.BuyPrice = v.AddPositionVal.String()
data.Num = v.AddPositionVal.Div(dataPrice).Truncate(int32(tradeSet.AmountDigit)).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
@ -674,12 +531,6 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
Find(&orders).Error; err != nil && errors.Is(err, gorm.ErrRecordNotFound) {
logger.Error("订单回调查询止盈止损单失败:", err)
return
} else if len(orders) == 0 && preOrder.OrderCategory == 3 {
orders, err = makeSpotTakeAndReduce(preOrder, db, tradeSet, num)
if err != nil {
return
}
}
spotApi := SpotRestApi{}
@ -711,88 +562,8 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
}
}
// 构建现货止盈、减仓单
func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, num decimal.Decimal) ([]DbModels.LinePreOrder, error) {
ext := models.LinePreOrderExt{}
price := utility.StrToDecimal(preOrder.Price)
orders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil {
logger.Error("订单回调查询止盈止损单扩展表失败:", err)
return nil, errors.New("订单回调查询止盈止损单扩展表失败")
}
totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
//止盈单
if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
profitOrder := models.LinePreOrder{}
copier.Copy(&profitOrder, preOrder)
profitOrder.Id = 0
profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
profitOrder.Pid = preOrder.Id
profitOrder.OrderType = 1
profitOrder.Status = 0
profitOrder.Rate = ext.TakeProfitRatio.String()
profitOrder.MainId = ext.MainOrderId
profitOrder.Num = num.String()
//止盈需要累加之前的亏损
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
percent := totalLossAmountU.Div(num).Div(price).Abs()
profitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.TakeProfitRatio).Truncate(2).String()
}
if strings.ToUpper(preOrder.Site) == "BUY" {
profitOrder.Site = "SELL"
} else {
profitOrder.Site = "BUY"
}
setPrice(&profitOrder, preOrder, tradeSet)
orders = append(orders, profitOrder)
}
//减仓单
if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 {
stopOrder := models.LinePreOrder{}
copier.Copy(&stopOrder, preOrder)
stopOrder.Id = 0
stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
stopOrder.Pid = preOrder.Id
stopOrder.MainId = ext.MainOrderId
stopOrder.OrderType = 4
stopOrder.Status = 0
stopOrder.Rate = ext.ReducePriceRatio.String()
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
stopOrder.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
} else {
stopOrder.Num = num.String()
}
if strings.ToUpper(preOrder.Site) == "BUY" {
stopOrder.Site = "SELL"
} else {
stopOrder.Site = "BUY"
}
setPrice(&stopOrder, preOrder, tradeSet)
orders = append(orders, stopOrder)
}
if len(orders) > 0 {
if err := db.Create(&orders).Error; err != nil {
logger.Error("主单回调，创建止盈、减仓单失败")
return orders, errors.New("主单回调，创建止盈、减仓单失败")
}
}
return orders, nil
}
// 根据下单百分比计算价格
func setPrice(order *models.LinePreOrder, preOrder *models.LinePreOrder, tradeSet models2.TradeSet) {
func SetPrice(order *models.LinePreOrder, preOrder *models.LinePreOrder, tradeSet models2.TradeSet) {
orderType := order.OrderType
itemSide := order.Site
rate := utility.StrToDecimal(order.Rate)