admin/exchange_go
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1、交易对黑名单 交易所下架的交易对直接删除

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This commit is contained in:
hucan
2025-03-06 18:16:35 +08:00
parent 981d2c0108
commit 126193df36
14 changed files with 731 additions and 543 deletions
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2
services/binanceservice/commonservice.go
View File

@ -461,7 +461,7 @@ func getOpenPositionMainOrderId(db *gorm.DB, newId, apiId, symbolType int, excha
mainOrders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&DbModels.LinePreOrder{}).
Where("api_id =? AND status>4 AND status<7 AND symbol=? AND symbol_type =? AND site= ? AND exchange_type=? AND id!=?",
Where("api_id =? AND status>4 AND order_type =0 AND status<7 AND symbol=? AND symbol_type =? AND site= ? AND exchange_type=? AND id!=?",
apiId, symbol, symbolType, side, exchangeType, newId).
Select("id", "main_id", "order_sn").Find(&mainOrders).Error; err != nil {
return nil, err

89
services/binanceservice/futuresrest.go
View File

@ -93,7 +93,7 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
switch {
//主单成交
case preOrder.OrderType == 0 && orderStatus == 6:
handleFutMainOrderFilled(db, preOrder)
handleFutMainOrderFilled(db, preOrder, preOrder.Id, true)
//止盈成交
case preOrder.OrderType == 1 && orderStatus == 6:
handleTakeProfit(db, preOrder)
@ -327,22 +327,30 @@ func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 止盈单成交
func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
childCount, _ := GetChildTpOrder(db, preOrder.Id)
futApi := FutRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if childCount > 0 {
extOrderId := preOrder.Pid //ext主单id
if apiUserInfo.Id > 0 {
if err := futApi.CancelAllFutOrder(apiUserInfo, preOrder.Symbol); err != nil {
logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
handleFutMainOrderFilled(db, preOrder, extOrderId, false)
} else {
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
futApi := FutRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if apiUserInfo.Id > 0 {
if err := futApi.CancelAllFutOrder(apiUserInfo, preOrder.Symbol); err != nil {
logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
}
}
}
ids := []int{preOrder.Pid, preOrder.MainId}
//主单止盈成交
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND order_type=0", ids).Update("status", 9).Error; err != nil {
logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err)
ids := []int{preOrder.Pid, preOrder.MainId}
//主单止盈成交
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND order_type=0", ids).Update("status", 9).Error; err != nil {
logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err)
}
}
}
@ -396,7 +404,7 @@ func removeFutLossAndAddPosition(mainId int, orderSn string) {
}
// 处理主单成交，处理止盈、止损、减仓订单
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrderId int, first bool) {
// 获取交易对配置和API信息
tradeSet, err := GetTradeSet(preOrder.Symbol, 1)
if err != nil || tradeSet.Coin == "" {
@ -434,7 +442,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
// 获取和保存持仓数据
positionData := savePosition(db, preOrder)
orderExt := models.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", preOrder.Id).First(&orderExt)
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet).Truncate(int32(tradeSet.AmountDigit))
// 更新订单数量并处理止盈、止损、减仓
@ -443,13 +451,13 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
order.Price = price.String()
// 更新止盈止损订单数量
num = updateOrderQuantity(db, order, preOrder, num, tradeSet)
num = updateOrderQuantity(db, order, preOrder, &orderExt, num, first, tradeSet)
// 根据订单类型处理
switch order.OrderType {
case 1: // 止盈
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
if first && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
order.Rate = percentag.String()
@ -460,10 +468,30 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
} else {
order.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
} else if !first && orderExt.TpTpPriceRatio.Cmp(decimal.Zero) > 0 {
//止盈后止盈
order.Rate = orderExt.TpTpPriceRatio.String()
if positionData.PositionSide == "LONG" {
order.Price = price.Mul(decimal.NewFromInt(1).Add(orderExt.TpTpPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpTpPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
processFutTakeProfitOrder(db, FutRestApi{}, order, num)
case 2: // 止损
if !first && orderExt.TpSlPriceRatio.Cmp(decimal.Zero) > 0 {
//止盈后止损
order.Rate = orderExt.TpSlPriceRatio.String()
if positionData.PositionSide == "LONG" {
order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
order.Price = price.Mul(decimal.NewFromInt(1).Add(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
processFutStopLossOrder(db, order, price, num)
case 4: // 减仓
processFutReduceOrder(order, price, num)
@ -541,19 +569,18 @@ func getStopOrders(db *gorm.DB, preOrder *models.LinePreOrder) ([]models.LinePre
}
// 更新订单数量
func updateOrderQuantity(db *gorm.DB, order models.LinePreOrder, preOrder *models.LinePreOrder, num decimal.Decimal, tradeSet models2.TradeSet) decimal.Decimal {
func updateOrderQuantity(db *gorm.DB, order models.LinePreOrder, preOrder *models.LinePreOrder, ext *models.LinePreOrderExt, num decimal.Decimal, first bool, tradeSet models2.TradeSet) decimal.Decimal {
// 处理减仓比例
if order.OrderType == 4 {
ext := DbModels.LinePreOrderExt{}
if err := db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext).Error; err != nil {
logger.Errorf("查询减仓比例失败, 订单号:%s, 错误信息: %v", order.OrderSn, err)
}
// if order.OrderType == 4 && ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
// // 计算减仓数量
// num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
// order.Num = num.String()
// } else
// 计算减仓数量
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
order.Num = num.String()
}
if first && order.OrderCategory == 1 && ext.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && ext.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
// 计算止盈数量
num = num.Mul(ext.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
order.Num = num.String()
}
// 更新订单数量
@ -613,17 +640,17 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
if err != nil {
logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity, "rate": order.Rate, "price": order.Price}).Error; err != nil {
logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
}
} else {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id).
Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate}).Error; err != nil {
Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate, "num": num.String(), "price": order.Price}).Error; err != nil {
logger.Error("更新合约止盈单触发事件 ordersn:", order.OrderSn)
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status =0", order.Id).
Updates(map[string]interface{}{"status": "1", "num": num.String(), "price": order.Price}).Error; err != nil {
Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
logger.Error("合约止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
}
}

11
services/binanceservice/orderservice.go
View File

@ -159,3 +159,14 @@ func GetSymbolTriggerCount(db *gorm.DB, symbol string, apiId, symbolType int) (i
// func GetOpenedOrders(db *gorm.DB, apiId int, exchange, symbol, symbolType, side string) ([]models.LinePreOrder, error) {
// }
// 获取子订单止盈止损数量
func GetChildTpOrder(db *gorm.DB, pid int) (int, error) {
var count int64
if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type>0 and order_type <3 and status =0", pid).Count(&count).Error; err != nil {
return 0, err
}
return int(count), nil
}

101
services/binanceservice/spotreset.go
View File

@ -404,40 +404,41 @@ func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder)
// 止盈成交
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
childCount, _ := GetChildTpOrder(db, preOrder.Id)
spotApi := SpotRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if childCount > 0 {
extOrderId := preOrder.Pid //ext主单id
positionData := savePosition(db, preOrder)
processTakeProfitAndStopLossOrders(db, preOrder, &positionData, extOrderId, false)
} else {
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
if apiUserInfo.Id > 0 {
req := CancelOpenOrdersReq{
Symbol: preOrder.Symbol,
ApiId: preOrder.ApiId,
}
if err := spotApi.CancelOpenOrders(db, req); err != nil {
logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
spotApi := SpotRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if apiUserInfo.Id > 0 {
req := CancelOpenOrdersReq{
Symbol: preOrder.Symbol,
ApiId: preOrder.ApiId,
}
if err := spotApi.CancelOpenOrders(db, req); err != nil {
logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
}
}
removePosition(db, 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 AND order_type=0", 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
}
return nil
})
}
removePosition(db, 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 AND order_type=0", 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
})
}
// 移除仓位信息
@ -550,7 +551,7 @@ func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
}
processTakeProfitAndStopLossOrders(db, preOrder, &positionData)
processTakeProfitAndStopLossOrders(db, preOrder, &positionData, preOrder.Id, true)
}
// 解析订单状态
@ -618,7 +619,8 @@ func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, r
// 主单成交 处理止盈止损订单
// preOrder 主单
// positionData 持仓缓存信息
func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder, positionData *positiondto.PositionDto) {
// fist 首次止盈止损
func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder, positionData *positiondto.PositionDto, extOrderId int, fist bool) {
orders := []models.LinePreOrder{}
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
@ -651,18 +653,14 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
price := utility.StrToDecimal(preOrder.Price)
spotApi := SpotRestApi{}
orderExt := models.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", preOrder.Id).First(&orderExt)
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
for _, order := range orders {
order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String()
if order.OrderType == 4 {
ext := DbModels.LinePreOrderExt{}
db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext)
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
order.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
}
if fist && order.OrderCategory == 1 && orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
//主单第一次且止盈数量不是100% 止盈数量
order.Num = num.Mul(orderExt.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
}
if err := db.Model(&order).Update("num", order.Num).Error; err != nil {
@ -672,16 +670,29 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
switch order.OrderType {
case 1: // 止盈
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
if fist && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
if fist {
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
}
order.Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100))
order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
} else if orderExt.Id > 0 {
percentag := orderExt.TpTpPriceRatio
order.Rate = percentag.String()
order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
}
processTakeProfitOrder(db, spotApi, order)
case 2: // 止损
if !fist {
order.Rate = orderExt.TpSlPriceRatio.Truncate(2).String()
order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
}
processStopLossOrder(order)
case 4: //减仓
processSpotReduceOrder(order)
@ -761,16 +772,16 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
if err != nil {
logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity, "rate": order.Rate, "price": order.Price}).Error; err != nil {
logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
}
} else {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id).
Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate}).Error; err != nil {
Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate, "price": order.Price, "num": order.Num}).Error; err != nil {
logger.Error("更新现货止盈单触发事件 ordersn:", order.OrderSn)
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).
Updates(map[string]interface{}{"status": "1", "num": order.Num, "price": order.Price}).Error; err != nil {
Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
logger.Error("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
}
}