1、交易对黑名单 交易所下架的交易对直接删除
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@ -404,40 +404,41 @@ func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder)
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// 止盈成交
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func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
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childCount, _ := GetChildTpOrder(db, preOrder.Id)
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spotApi := SpotRestApi{}
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if childCount > 0 {
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extOrderId := preOrder.Pid //ext主单id
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positionData := savePosition(db, preOrder)
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processTakeProfitAndStopLossOrders(db, preOrder, &positionData, extOrderId, false)
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} else {
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removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
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if apiUserInfo.Id > 0 {
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req := CancelOpenOrdersReq{
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Symbol: preOrder.Symbol,
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ApiId: preOrder.ApiId,
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}
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if err := spotApi.CancelOpenOrders(db, req); err != nil {
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logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
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spotApi := SpotRestApi{}
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if apiUserInfo.Id > 0 {
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req := CancelOpenOrdersReq{
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Symbol: preOrder.Symbol,
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ApiId: preOrder.ApiId,
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}
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if err := spotApi.CancelOpenOrders(db, req); err != nil {
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logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
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}
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}
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removePosition(db, preOrder)
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db.Transaction(func(tx *gorm.DB) error {
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ids := []int{preOrder.Pid, preOrder.MainId}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6 AND order_type=0", ids).Update("status", 9).Error; err != nil {
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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)
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return err
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}
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return nil
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})
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}
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removePosition(db, preOrder)
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db.Transaction(func(tx *gorm.DB) error {
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ids := []int{preOrder.Pid, preOrder.MainId}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6 AND order_type=0", ids).Update("status", 9).Error; err != nil {
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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)
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return err
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}
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// if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0",).Update("status", 4).Error; err != nil {
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// 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)
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// return err
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// }
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return nil
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})
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}
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// 移除仓位信息
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@ -550,7 +551,7 @@ func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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}
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}
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processTakeProfitAndStopLossOrders(db, preOrder, &positionData)
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processTakeProfitAndStopLossOrders(db, preOrder, &positionData, preOrder.Id, true)
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}
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// 解析订单状态
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@ -618,7 +619,8 @@ func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, r
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// 主单成交 处理止盈止损订单
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// preOrder 主单
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// positionData 持仓缓存信息
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func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder, positionData *positiondto.PositionDto) {
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// fist 首次止盈止损
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func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder, positionData *positiondto.PositionDto, extOrderId int, fist bool) {
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orders := []models.LinePreOrder{}
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tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
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@ -651,18 +653,14 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
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price := utility.StrToDecimal(preOrder.Price)
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spotApi := SpotRestApi{}
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orderExt := models.LinePreOrderExt{}
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db.Model(&orderExt).Where("order_id =?", preOrder.Id).First(&orderExt)
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db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
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for _, order := range orders {
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order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String()
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if order.OrderType == 4 {
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ext := DbModels.LinePreOrderExt{}
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db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext)
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if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
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order.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
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}
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if fist && order.OrderCategory == 1 && orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
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//主单第一次且止盈数量不是100% 止盈数量
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order.Num = num.Mul(orderExt.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
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}
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if err := db.Model(&order).Update("num", order.Num).Error; err != nil {
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@ -672,16 +670,29 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
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switch order.OrderType {
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case 1: // 止盈
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//亏损大于0 重新计算比例
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if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
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if fist && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
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percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
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percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
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if fist {
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percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
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}
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order.Rate = percentag.String()
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percentag = percentag.Div(decimal.NewFromInt(100))
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order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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} else if orderExt.Id > 0 {
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percentag := orderExt.TpTpPriceRatio
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order.Rate = percentag.String()
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order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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processTakeProfitOrder(db, spotApi, order)
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case 2: // 止损
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if !fist {
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order.Rate = orderExt.TpSlPriceRatio.Truncate(2).String()
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order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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processStopLossOrder(order)
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case 4: //减仓
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processSpotReduceOrder(order)
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@ -761,16 +772,16 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
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if err != nil {
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logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
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Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
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Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity, "rate": order.Rate, "price": order.Price}).Error; err != nil {
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logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
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}
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} else {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id).
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Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate}).Error; err != nil {
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Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate, "price": order.Price, "num": order.Num}).Error; err != nil {
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logger.Error("更新现货止盈单触发事件 ordersn:", order.OrderSn)
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}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).
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Updates(map[string]interface{}{"status": "1", "num": order.Num, "price": order.Price}).Error; err != nil {
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Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
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logger.Error("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
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}
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}
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