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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89
services/binanceservice/futuresrest.go
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@ -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)
}
}