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This commit is contained in:
@ -12,14 +12,11 @@ import (
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"go-admin/common/helper"
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models2 "go-admin/models"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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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/jinzhu/copier"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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@ -115,12 +112,6 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
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// 减仓回调
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func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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mainId := preOrder.Id
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if preOrder.MainId > 0 {
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mainId = preOrder.MainId
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}
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if apiUserInfo.Id == 0 {
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logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
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return
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@ -161,74 +152,12 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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}
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orders := make([]models.LinePreOrder, 0)
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rate := utility.StringAsFloat(preOrder.Rate)
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ext := models.LinePreOrderExt{}
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//获取订单配置
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db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext)
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// 不是100%减仓 就需要挂止盈止损
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if rate >= 100 {
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removeFutLossAndAddPosition(preOrder)
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ids := []int{preOrder.MainId, preOrder.Pid}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
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logger.Info("100%减仓完毕，终结流程")
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}
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if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status = 0", preOrder.Id).Find(&orders).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 获取待触发订单失败,订单号:%s", preOrder.OrderSn)
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return
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}
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totalLossAmountU, _ := GetTotalLossAmount(db, mainId)
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totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
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takeProfitOrder := models.LinePreOrder{}
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copier.Copy(&takeProfitOrder, &preOrder)
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takeProfitOrder.Id = 0
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takeProfitOrder.Pid = preOrder.Id
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takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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takeProfitOrder.Status = 0
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takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
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takeProfitOrder.OrderType = 1
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takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String()
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takeProfitOrder.SignPrice = preOrder.Price
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takeProfitOrder.CreatedAt = time.Now()
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takeProfitOrder.BuyPrice = "0"
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takeProfitOrder.MainOrderType = "LIMIT"
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takeProfitOrder.Num = totalNum.String()
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takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String()
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//止盈需要累加之前的亏损
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if totalLossAmountU.Cmp(decimal.Zero) > 0 {
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percent := totalLossAmountU.Div(totalNum).Div(price).Abs()
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takeProfitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.ReduceTakeProfitRatio).Truncate(2).String()
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}
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setPrice(&takeProfitOrder, preOrder, tradeSet)
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orders = append(orders, takeProfitOrder)
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//有止损单
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if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
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var stoploss models.LinePreOrder
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copier.Copy(&stoploss, &preOrder)
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stoploss.Id = 0
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stoploss.Pid = preOrder.Id
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stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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stoploss.Status = 0
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stoploss.CreatedAt = time.Now()
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stoploss.OrderType = 2
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stoploss.SignPrice = preOrder.Price
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stoploss.BuyPrice = "0"
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stoploss.Rate = ext.ReduceStopLossRatio.String()
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stoploss.MainOrderType = "LIMIT"
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stoploss.Num = totalNum.String()
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setPrice(&stoploss, preOrder, tradeSet)
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orders = append(orders, stoploss)
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}
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if err := db.Create(&orders).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
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return
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}
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futApi := FutRestApi{}
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for _, v := range orders {
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if v.OrderType == 1 {
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@ -435,37 +364,27 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
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return
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}
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//预生成加仓单
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shouldReturn := createFutPreAddPosition(preOrder, db, tradeSet)
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if shouldReturn {
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return
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}
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if preOrder.OrderCategory == 3 {
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if err := cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType); err != nil {
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logger.Errorf("取消止盈止损订单失败 orderSn:%s err:%v", preOrder.OrderSn, err)
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}
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}
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apiInfo, err := GetApiInfo(preOrder.ApiId)
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if apiInfo.Id == 0 {
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logger.Error("订单回调查询apiuserinfo失败 err:", err)
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return
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}
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if err := db.Model(&DbModels.LinePreOrder{}).
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Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).
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Find(&orders).Error; err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
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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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} else if len(orders) == 0 && preOrder.OrderCategory == 3 {
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orders, err = makeFuturesTakeAndReduce(preOrder, db, tradeSet, orders)
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if err != nil {
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return
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}
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}
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futApi := FutRestApi{}
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num, _ := decimal.NewFromString(preOrder.Num)
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num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
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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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for _, order := range orders {
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price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
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num = num.Truncate(int32(tradeSet.AmountDigit))
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order.Price = price.String()
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@ -495,184 +414,6 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
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}
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}
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// 生成加仓单
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func createFutPreAddPosition(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet) bool {
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//主单类型
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if preOrder.OrderCategory == 1 {
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orderExts, err := GetOrderExts(db, preOrder.Id)
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if err != nil {
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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)
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return true
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}
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price := utility.StrToDecimal(preOrder.Price)
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for _, v := range orderExts {
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if v.OrderId == 0 {
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var data DbModels.LinePreOrder
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copier.Copy(&data, &preOrder)
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data.Id = 0
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data.Pid = preOrder.Id
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data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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data.MainId = preOrder.Id
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data.CreatedAt = time.Now()
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data.MainOrderType = v.AddPositionOrderType
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data.Status = 0
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data.OrderCategory = 3
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data.Rate = v.AddPositionPriceRatio.String()
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var percentage decimal.Decimal
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if data.Site == "BUY" {
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percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
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} else {
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percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
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}
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dataPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit))
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data.Price = dataPrice.String()
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if v.AddPositionType == 1 {
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data.Num = utility.StrToDecimal(preOrder.Num).Truncate(int32(tradeSet.AmountDigit)).String()
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data.BuyPrice = "0"
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} else {
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data.BuyPrice = v.AddPositionVal.String()
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data.Num = v.AddPositionVal.Div(dataPrice).Truncate(int32(tradeSet.AmountDigit)).String()
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}
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err := db.Transaction(func(tx *gorm.DB) error {
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if err2 := tx.Create(&data).Error; err2 != nil {
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return err2
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}
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v.OrderId = data.Id
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if err2 := tx.Model(&v).Update("order_id", data.Id).Error; err2 != nil {
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return err2
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}
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return nil
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})
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if err != nil {
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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)
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return true
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}
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}
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}
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}
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return false
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}
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// 构建合约止盈、减仓单
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func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) {
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ext := models.LinePreOrderExt{}
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apiInfo, err := GetApiInfo(preOrder.ApiId)
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price := utility.StrToDecimal(preOrder.Price)
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if apiInfo.Id == 0 {
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logger.Error("订单回调查询apiuserinfo失败 err:", err)
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return nil, errors.New("订单回调查询apiuserinfo失败")
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}
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if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil {
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logger.Error("订单回调查询止盈止损单扩展表失败:", err)
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return nil, errors.New("订单回调查询止盈止损单扩展表失败")
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}
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totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
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num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
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//止盈单
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if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
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profitOrder := models.LinePreOrder{}
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copier.Copy(&profitOrder, preOrder)
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profitOrder.Id = 0
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profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
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profitOrder.Pid = preOrder.Id
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profitOrder.OrderType = 1
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profitOrder.Status = 0
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profitOrder.MainId = ext.MainOrderId
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profitOrder.Num = num.String()
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profitOrder.Rate = ext.TakeProfitRatio.String()
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//止盈需要累加之前的亏损
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if totalLossAmountU.Cmp(decimal.Zero) > 0 {
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percent := totalLossAmountU.Div(num).Div(price).Abs()
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profitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.TakeProfitRatio).Truncate(2).String()
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}
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if strings.ToUpper(preOrder.Site) == "BUY" {
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profitOrder.Site = "SELL"
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} else {
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profitOrder.Site = "BUY"
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}
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setPrice(&profitOrder, preOrder, tradeSet)
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orders = append(orders, profitOrder)
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}
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//减仓单
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if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 {
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stopOrder := models.LinePreOrder{}
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copier.Copy(&stopOrder, preOrder)
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stopOrder.Id = 0
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stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
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stopOrder.Pid = preOrder.Id
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stopOrder.MainId = ext.MainOrderId
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stopOrder.OrderType = 4
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stopOrder.Status = 0
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stopOrder.Rate = ext.ReducePriceRatio.String()
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stopOrder.Num = num.String()
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if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
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stopOrder.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
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} else {
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stopOrder.Num = num.String()
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}
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if strings.ToUpper(preOrder.Site) == "BUY" {
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stopOrder.Site = "SELL"
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} else {
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stopOrder.Site = "BUY"
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}
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setPrice(&stopOrder, preOrder, tradeSet)
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orders = append(orders, stopOrder)
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}
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for index := range orders {
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orderRate := utility.StrToDecimal(orders[index].Rate)
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orderType := orders[index].OrderType
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if strings.ToUpper(preOrder.Site) == "BUY" {
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orders[index].Site = "SELL"
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} else {
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orders[index].Site = "BUY"
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}
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switch {
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//做多止盈、做空止损或减仓
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case (orderType == 1 && preOrder.Site == "BUY"), ((orderType == 2 || orderType == 4) && preOrder.Site == "SELL"):
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orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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//做多止损或减仓、做空止盈
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case ((orderType == 2 || orderType == 4) && preOrder.Site == "BUY"), (orderType == 1 && preOrder.Site == "SELL"):
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orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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}
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if len(orders) > 0 {
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if err := db.Create(&orders).Error; err != nil {
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logger.Error("主单回调，创建止盈、减仓单失败")
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return orders, errors.New("主单回调，创建止盈、减仓单失败")
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}
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}
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return orders, nil
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}
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// 减仓单
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func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) {
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key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
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Reference in New Issue
Block a user