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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53
app/admin/apis/line_pre_order.go
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@ -306,34 +306,34 @@ func (e LinePreOrder) AddPreOrder(c *gin.Context) {
e.OK(nil, "操作成功") e.OK(nil, "操作成功")
} }
// 手动加仓 // // 手动加仓
func (e LinePreOrder) AddPosition(c *gin.Context) { // func (e LinePreOrder) AddPosition(c *gin.Context) {
s := service.LinePreOrder{} // s := service.LinePreOrder{}
req := dto.LinePreOrderAddPositionReq{} // req := dto.LinePreOrderAddPositionReq{}
err := e.MakeContext(c). // err := e.MakeContext(c).
MakeOrm(). // MakeOrm().
Bind(&req). // Bind(&req).
MakeService(&s.Service). // MakeService(&s.Service).
Errors // Errors
if err != nil { // if err != nil {
e.Logger.Error(err) // e.Logger.Error(err)
e.Error(500, err, err.Error()) // e.Error(500, err, err.Error())
return // return
} // }
if err := req.Valid(); err != nil { // if err := req.Valid(); err != nil {
e.Error(500, err, err.Error()) // e.Error(500, err, err.Error())
return // return
} // }
err = s.AddPosition(&req) // err = s.AddPosition(&req)
if err != nil { // if err != nil {
e.Error(500, nil, err.Error()) // e.Error(500, nil, err.Error())
return // return
} // }
e.OK(nil, "操作成功") // e.OK(nil, "操作成功")
} // }
// BatchAddOrder 批量添加 // BatchAddOrder 批量添加
func (e LinePreOrder) BatchAddOrder(c *gin.Context) { func (e LinePreOrder) BatchAddOrder(c *gin.Context) {
@ -654,8 +654,7 @@ func (e LinePreOrder) CalculateBreakEevenRatio(c *gin.Context) {
return return
} }
// data := dto.CalculateBreakEvenRatioResp{} err = s.GenerateOrder(&req)
_, err = s.GenerateOrder(&req)
if err != nil { if err != nil {
e.Error(500, err, err.Error()) e.Error(500, err, err.Error())
return return

28
app/admin/apis/line_symbol_black.go
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@ -192,3 +192,31 @@ func (e LineSymbolBlack) Delete(c *gin.Context) {
} }
e.OK(req.GetId(), "删除成功") e.OK(req.GetId(), "删除成功")
} }
// 重置交易对
func (e LineSymbolBlack) RelodSymbol(c *gin.Context) {
s := service.LineSymbolBlack{}
err := e.MakeContext(c).
MakeOrm().
MakeService(&s.Service).
Errors
if err != nil {
e.Logger.Error(err)
e.Error(500, err, err.Error())
return
}
err = s.ReloadSymbol("1")
if err != nil {
e.Error(500, err, fmt.Sprintf("重置现货交易对失败，\r\n失败信息 %s", err.Error()))
return
}
err = s.ReloadSymbol("2")
if err != nil {
e.Error(500, err, fmt.Sprintf("重置合约交易对失败，\r\n失败信息 %s", err.Error()))
return
}
e.OK(nil, "重置成功")
}

25
app/admin/models/line_pre_order_ext.go
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@ -11,20 +11,19 @@ type LinePreOrderExt struct {
MainOrderId int `json:"mainOrderId" gorm:"type:bigint;comment:主单id"` MainOrderId int `json:"mainOrderId" gorm:"type:bigint;comment:主单id"`
OrderId int `json:"orderId" gorm:"type:bigint;comment:订单id"` OrderId int `json:"orderId" gorm:"type:bigint;comment:订单id"`
TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" gorm:"type:decimal(10,2);comment:止盈百分比"` AddType int `json:"addType" gorm:"type:tinyint;comment:类型 1-加仓 2-减仓"`
ReTakeRatio decimal.Decimal `json:"reTakeRatio" gorm:"type:decimal(10,2);comment:亏损回本止盈百分比"` OrderType string `json:"orderType" gorm:"type:varchar(20);comment:订单类型 LIMIT-限价 MARKET-市价"`
ReduceOrderType string `json:"reduceOrderType" gorm:"type:varchar(20);comment:减仓类型 LIMIT-限价 MARKET-市价"` PriceRatio decimal.Decimal `json:"priceRatio" gorm:"type:decimal(10,2);comment: (加仓/减仓)触发价格百分比"`
ReducePriceRatio decimal.Decimal `json:"reducePriceRatio" gorm:"type:decimal(10,2);comment:减仓价格百分比"` AddPositionType int `json:"addPositionType" gorm:"type:int;comment:(加仓/减仓)类型 1-百分比 2-实际金额"`
ReduceNumRatio decimal.Decimal `json:"reduceNumRatio" gorm:"type:decimal(10,2);comment:减仓数量百分比"`
ReduceTakeProfitRatio decimal.Decimal `json:"reduceTakeProfitRatio" gorm:"type:decimal(10,2);comment:减仓后止盈百分比"`
ReduceStopLossRatio decimal.Decimal `json:"reduceStopLossRatio" gorm:"type:decimal(10,2);comment:减仓后止损百分比"`
AddPositionOrderType string `json:"addPositionOrderType" gorm:"type:varchar(20);comment:加仓类型 LIMIT-限价 MARKET-市价"`
AddPositionPriceRatio decimal.Decimal `json:"addPositionPriceRatio" gorm:"type:decimal(10,2);comment:加仓价格百分比"`
AddPositionType int `json:"addPositionType" gorm:"type:int;comment:加仓类型 1-百分比 2-实际金额"`
AddPositionVal decimal.Decimal `json:"addPositionVal" gorm:"type:decimal(10,2);comment:加仓值"` AddPositionVal decimal.Decimal `json:"addPositionVal" gorm:"type:decimal(10,2);comment:加仓值"`
ReduceReTakeRatio decimal.Decimal `json:"reduceReTakeRatio" gorm:"type:decimal(10,2);comment:减仓后亏损回本止盈百分比"` TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" gorm:"type:decimal(10,2);comment:止盈百分比"`
TotalAfterAdding decimal.Decimal `json:"totalAfterAdding" gorm:"-"` //加仓后总数 StopLossRatio decimal.Decimal `json:"stopLossRatio" gorm:"type:decimal(10,2);comment:止损百分比"`
TotalAfterReducing decimal.Decimal `json:"totalAfterReducing" gorm:"-"` //减仓后总数 TakeProfitNumRatio decimal.Decimal `json:"takeProfitNumRatio" gorm:"type:decimal(10,2);comment:止盈数量百分比"`
TpTpPriceRatio decimal.Decimal `json:"tpTpPriceRatio" gorm:"type:decimal(10,2);comment:止盈后止盈百分比"`
TpSlPriceRatio decimal.Decimal `json:"tpSlPriceRatio" gorm:"type:decimal(10,2);comment:止盈后止损百分比"`
ReTakeRatio decimal.Decimal `json:"reTakeRatio" gorm:"type:decimal(10,2);comment:亏损回本止盈百分比"`
TotalBefore decimal.Decimal `gorm:"-" comment:"初始总数"`
TotalAfter decimal.Decimal `gorm:"-" comment:"剩余总数"`
models.ModelTime models.ModelTime
models.ControlBy models.ControlBy
} }

2
app/admin/router/line_pre_order.go
View File

@ -26,7 +26,7 @@ func registerLinePreOrderRouter(v1 *gin.RouterGroup, authMiddleware *jwt.GinJWTM
r.DELETE("", api.Delete) r.DELETE("", api.Delete)
r.POST("addOrder", actions.PermissionAction(), api.AddPreOrder) //添加订单 r.POST("addOrder", actions.PermissionAction(), api.AddPreOrder) //添加订单
r.POST("position", actions.PermissionAction(), api.AddPosition) //手动加仓 // r.POST("position", actions.PermissionAction(), api.AddPosition) //手动加仓
r.POST("batchAddOrder", actions.PermissionAction(), api.BatchAddOrder) //批量添加订单 r.POST("batchAddOrder", actions.PermissionAction(), api.BatchAddOrder) //批量添加订单
r.POST("quickAddPreOrder", actions.PermissionAction(), api.QuickAddPreOrder) //快捷下单 r.POST("quickAddPreOrder", actions.PermissionAction(), api.QuickAddPreOrder) //快捷下单
r.POST("lever", actions.PermissionAction(), api.Lever) //设置杠杆 r.POST("lever", actions.PermissionAction(), api.Lever) //设置杠杆

4
app/admin/router/line_symbol_black.go
View File

@ -5,8 +5,8 @@ import (
jwt "github.com/go-admin-team/go-admin-core/sdk/pkg/jwtauth" jwt "github.com/go-admin-team/go-admin-core/sdk/pkg/jwtauth"
"go-admin/app/admin/apis" "go-admin/app/admin/apis"
"go-admin/common/middleware"
"go-admin/common/actions" "go-admin/common/actions"
"go-admin/common/middleware"
) )
func init() { func init() {
@ -23,5 +23,7 @@ func registerLineSymbolBlackRouter(v1 *gin.RouterGroup, authMiddleware *jwt.GinJ
r.POST("", api.Insert) r.POST("", api.Insert)
r.PUT("/:id", actions.PermissionAction(), api.Update) r.PUT("/:id", actions.PermissionAction(), api.Update)
r.DELETE("", api.Delete) r.DELETE("", api.Delete)
r.GET("reload-symbol", api.RelodSymbol)
} }
} }

67
app/admin/service/dto/line_pre_order.go
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@ -2,6 +2,7 @@ package dto
import ( import (
"errors" "errors"
"fmt"
"strconv" "strconv"
"go-admin/app/admin/models" "go-admin/app/admin/models"
@ -191,7 +192,9 @@ type LineAddPreOrderReq struct {
PricePattern string `json:"price_pattern"` //价格模式 PricePattern string `json:"price_pattern"` //价格模式
Price string `json:"price" vd:"$>0"` //下单价百分比 Price string `json:"price" vd:"$>0"` //下单价百分比
Profit string `json:"profit" vd:"$>0"` //止盈价 Profit string `json:"profit" vd:"$>0"` //止盈价
// StopPrice string `json:"stop_price"` //止损价 ProfitNumRatio decimal.Decimal `json:"profit_num_ratio"` //止盈数量百分比
ProfitTpTpPriceRatio decimal.Decimal `json:"profit_tp_tp_price_ratio"` //止盈后止盈价百分比
ProfitTpSlPriceRatio decimal.Decimal `json:"profit_tp_sl_price_ratio"` //止盈后止损价百分比
PriceType string `json:"price_type"` //价格类型 PriceType string `json:"price_type"` //价格类型
SaveTemplate string `json:"save_template"` //是否保存模板 SaveTemplate string `json:"save_template"` //是否保存模板
TemplateName string `json:"template_name"` //模板名字 TemplateName string `json:"template_name"` //模板名字
@ -275,23 +278,33 @@ func (req LineAddPreOrderReq) Valid() error {
} }
for _, v := range req.Ext { for _, v := range req.Ext {
name := "加仓"
if v.AddType < 1 || v.AddType > 2 {
return errors.New("加、减仓单类型错误")
}
if v.AddType == 2 {
name = "减仓"
}
if v.AddPositionVal.IsZero() { if v.AddPositionVal.IsZero() {
return errors.New("加仓单数量不能为空") return fmt.Errorf("%s单数量不能为空", name)
} }
if v.AddPositionPriceRatio.IsZero() { if v.PriceRatio.Cmp(decimal.Zero) <= 0 || v.PriceRatio.Cmp(decimal.NewFromInt(100)) >= 0 {
return errors.New("加仓单下跌价格不能为空") return fmt.Errorf("%s单下跌价格不能为空", name)
} }
if v.ReduceNumRatio.IsZero() || v.ReduceNumRatio.Cmp(decimal.NewFromInt(100)) > 0 { if v.TakeProfitRatio.IsZero() || v.TakeProfitRatio.Cmp(decimal.NewFromInt(100)) > 0 {
return errors.New("减仓数量不正确") return errors.New("止盈价格不正确")
} }
if v.ReducePriceRatio.IsZero() || v.ReducePriceRatio.Cmp(decimal.NewFromInt(100)) > 0 { if v.TpTpPriceRatio.IsZero() || v.TpTpPriceRatio.Cmp(decimal.NewFromInt(100)) > 0 {
return errors.New("减仓下跌价格不正确") return errors.New("止盈后止盈价格不正确")
} }
if v.ReduceTakeProfitRatio.IsZero() || v.ReduceTakeProfitRatio.Cmp(decimal.NewFromInt(100)) > 0 { if v.TpSlPriceRatio.Cmp(decimal.Zero) <= 0 || v.TpSlPriceRatio.Cmp(decimal.NewFromInt(100)) > 0 {
return errors.New("减仓后止盈价格不正确") return errors.New("止盈后止损价格不正确")
} }
} }
@ -392,23 +405,33 @@ func (req LineBatchAddPreOrderReq) CheckParams() error {
} }
for _, v := range req.Ext { for _, v := range req.Ext {
name := "加仓"
if v.AddType < 1 || v.AddType > 2 {
return errors.New("加、减仓单类型错误")
}
if v.AddType == 2 {
name = "减仓"
}
if v.AddPositionVal.IsZero() { if v.AddPositionVal.IsZero() {
return errors.New("加仓单数量不能为空") return fmt.Errorf("%s单数量不能为空", name)
} }
if v.AddPositionPriceRatio.IsZero() { if v.PriceRatio.Cmp(decimal.Zero) <= 0 || v.PriceRatio.Cmp(decimal.NewFromInt(100)) >= 0 {
return errors.New("加仓单下跌价格不能为空") return fmt.Errorf("%s单下跌价格不能为空", name)
} }
if v.ReduceNumRatio.IsZero() || v.ReduceNumRatio.Cmp(decimal.NewFromInt(100)) > 0 { if v.TakeProfitRatio.IsZero() || v.TakeProfitRatio.Cmp(decimal.NewFromInt(100)) > 0 {
return errors.New("减仓数量不正确") return errors.New("止盈价格不正确")
} }
if v.ReducePriceRatio.IsZero() || v.ReducePriceRatio.Cmp(decimal.NewFromInt(100)) > 0 { if v.TpTpPriceRatio.IsZero() || v.TpTpPriceRatio.Cmp(decimal.NewFromInt(100)) > 0 {
return errors.New("减仓下跌价格不正确") return errors.New("止盈后止盈价格不正确")
} }
if v.ReduceTakeProfitRatio.IsZero() || v.ReduceTakeProfitRatio.Cmp(decimal.NewFromInt(100)) > 0 { if v.TpSlPriceRatio.Cmp(decimal.Zero) <= 0 || v.TpSlPriceRatio.Cmp(decimal.NewFromInt(100)) > 0 {
return errors.New("减仓后止盈价格不正确") return errors.New("止盈后止损价格不正确")
} }
} }
@ -579,12 +602,12 @@ type CalculateBreakEevenRatioReq struct {
Symbol string `form:"symbol"` //交易对 Symbol string `form:"symbol"` //交易对
ExchangeType string `form:"exchangeType"` //交易所类型 字典exchange_type ExchangeType string `form:"exchangeType"` //交易所类型 字典exchange_type
SymbolType int `form:"symbolType"` SymbolType int `form:"symbolType"`
AddType int `form:"addType" comment:"类型 1-加仓 2-减仓"`
BuyPrice decimal.Decimal `form:"buyPrice"` //主单购买总金额 BuyPrice decimal.Decimal `form:"buyPrice"` //主单购买总金额
LossBeginPercent decimal.Decimal `form:"lossBeginPercent"` //亏损开始百分比 LossBeginPercent decimal.Decimal `form:"lossBeginPercent"` //亏损开始百分比
LossEndPercent decimal.Decimal `form:"lossEndPercent"` //亏损截至百分比 LossEndPercent decimal.Decimal `form:"lossEndPercent"` //亏损截至百分比
AddPositionType int `form:"addPositionType"` //加仓类型 1-百分比 2-实际金额 AddPositionType int `form:"addPositionType"` //加仓/减仓 类型 1-百分比 2-实际金额
AddPositionVal decimal.Decimal `form:"addPositionVal"` //加仓金额 AddPositionVal decimal.Decimal `form:"addPositionVal"` //加仓/减仓 金额
ReducePercent decimal.Decimal `form:"reducePercent"` //减仓百分比
RemainingQuantity decimal.Decimal `form:"remainingQuantity"` //剩余数量 RemainingQuantity decimal.Decimal `form:"remainingQuantity"` //剩余数量
TotalLossAmountU decimal.Decimal `form:"totalLossAmountU"` //累计亏损金额 TotalLossAmountU decimal.Decimal `form:"totalLossAmountU"` //累计亏损金额
} }

60
app/admin/service/dto/line_pre_order_ext.go
View File

@ -37,29 +37,30 @@ func (m *LinePreOrderExtGetPageReq) GetNeedSearch() interface{} {
} }
type LineAddPreOrderExtReq struct { type LineAddPreOrderExtReq struct {
TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" comment:"止盈百分比" ` AddType int `json:"addType" comment:"类型 1-加仓 2-减仓"`
ReTakeProfitRatio decimal.Decimal `json:"reTakeProfitRatio" comment:"亏损回本止盈百分比"` OrderType string `json:"orderType" comment:"订单类型 LIMIT-限价 MARKET-市价"`
ReducePriceRatio decimal.Decimal `json:"reducePriceRatio" comment:"减仓价格百分比" ` PriceRatio decimal.Decimal `json:"priceRatio" comment:"价格百分比"`
ReduceNumRatio decimal.Decimal `json:"reduceNumRatio" comment:"减仓数量百分比" `
ReduceTakeProfitRatio decimal.Decimal `json:"reduceTakeProfitRatio" comment:"减仓后止盈百分比" `
ReduceStopLossRatio decimal.Decimal `json:"reduceStopLossRatio" comment:"减仓后止损百分比"`
ReduceReTakeProfitRatio decimal.Decimal `json:"reduceReTakeProfitRatio" comment:"减仓后回本止盈百分比"`
AddPositionPriceRatio decimal.Decimal `json:"addPositionPriceRatio" comment:"加仓价格百分比" `
AddPositionOrderType string `json:"addPositionOrderType" comment:"加仓订单类型 LIMIT-限价 MARKET-市价"`
AddPositionType int `json:"addPositionType" comment:"加仓类型 1-百分比 2-实际金额"` AddPositionType int `json:"addPositionType" comment:"加仓类型 1-百分比 2-实际金额"`
AddPositionVal decimal.Decimal `json:"addPositionVal" comment:"加仓值"` AddPositionVal decimal.Decimal `json:"addPositionVal" comment:"加仓值"`
TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" comment:"止盈百分比"`
StopLossRatio decimal.Decimal `json:"stopLossRatio" comment:"止损百分比"`
TakeProfitNumRatio decimal.Decimal `json:"takeProfitNumRatio" comment:"止盈数量百分比"`
TpTpPriceRatio decimal.Decimal `json:"tpTpPriceRatio" comment:"止盈后止盈价格百分比"`
TpSlPriceRatio decimal.Decimal `json:"tpSlPriceRatio" comment:"止盈后止损价格百分比"`
ReTakeProfitRatio decimal.Decimal `json:"reTakeProfitRatio" comment:"亏损回本止盈百分比"`
} }
type LinePreOrderExtInsertReq struct { type LinePreOrderExtInsertReq struct {
Id int `json:"-" comment:"主键id"` // 主键id Id int `json:"-" comment:"主键id"` // 主键id
MainOrderId int `json:"mainOrderId" comment:"主单id"` MainOrderId int `json:"mainOrderId" comment:"主单id"`
OrderId int `json:"orderId" comment:"订单id"` OrderId int `json:"orderId" comment:"订单id"`
AddType int `json:"addType" comment:"类型 1-加仓 2-减仓"`
OrderType string `json:"orderType" comment:"类型 LIMIT-限价 MARKET-市价"`
PriceRatio decimal.Decimal `json:"priceRatio" comment:"价格百分比"`
TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" comment:"止盈百分比"` TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" comment:"止盈百分比"`
ReducePriceRatio decimal.Decimal `json:"reducePriceRatio" comment:"减仓价格百分比"` TakeProfitNumRatio decimal.Decimal `json:"takeProfitNumRatio" comment:"止盈数量百分比"`
ReduceNumRatio decimal.Decimal `json:"reduceNumRatio" comment:"减仓数量百分比"` TpTpPriceRatio decimal.Decimal `json:"tpTpPriceRatio" comment:"止盈后止盈价格百分比"`
ReduceTakeProfitRatio decimal.Decimal `json:"reduceTakeProfitRatio" comment:"减仓后止盈百分比"` TpSlPriceRatio decimal.Decimal `json:"tpSlPriceRatio" comment:"止盈后止损价格百分比"`
ReduceStopLossRatio decimal.Decimal `json:"reduceStopLossRatio" comment:"减仓后止损百分比"`
AddPositionPriceRatio decimal.Decimal `json:"addPositionPriceRatio" comment:"加仓价格百分比"`
AddPositionType int `json:"addPositionType" comment:"加仓类型 1-百分比 2-实际金额"` AddPositionType int `json:"addPositionType" comment:"加仓类型 1-百分比 2-实际金额"`
AddPositionVal decimal.Decimal `json:"addPositionVal" comment:"加仓值"` AddPositionVal decimal.Decimal `json:"addPositionVal" comment:"加仓值"`
common.ControlBy common.ControlBy
@ -72,11 +73,11 @@ func (s *LinePreOrderExtInsertReq) Generate(model *models.LinePreOrderExt) {
model.MainOrderId = s.MainOrderId model.MainOrderId = s.MainOrderId
model.OrderId = s.OrderId model.OrderId = s.OrderId
model.TakeProfitRatio = s.TakeProfitRatio model.TakeProfitRatio = s.TakeProfitRatio
model.ReducePriceRatio = s.ReducePriceRatio model.AddType = s.AddType
model.ReduceNumRatio = s.ReduceNumRatio model.OrderType = s.OrderType
model.ReduceTakeProfitRatio = s.ReduceTakeProfitRatio model.PriceRatio = s.PriceRatio
model.ReduceStopLossRatio = s.ReduceStopLossRatio model.TpSlPriceRatio = s.TpSlPriceRatio
model.AddPositionPriceRatio = s.AddPositionPriceRatio model.TpSlPriceRatio = s.TpSlPriceRatio
model.AddPositionType = s.AddPositionType model.AddPositionType = s.AddPositionType
model.AddPositionVal = s.AddPositionVal model.AddPositionVal = s.AddPositionVal
model.CreateBy = s.CreateBy // 添加这而，需要记录是被谁创建的 model.CreateBy = s.CreateBy // 添加这而，需要记录是被谁创建的
@ -90,12 +91,13 @@ type LinePreOrderExtUpdateReq struct {
Id int `uri:"id" comment:"主键id"` // 主键id Id int `uri:"id" comment:"主键id"` // 主键id
MainOrderId int `json:"mainOrderId" comment:"主单id"` MainOrderId int `json:"mainOrderId" comment:"主单id"`
OrderId int `json:"orderId" comment:"订单id"` OrderId int `json:"orderId" comment:"订单id"`
AddType int `json:"addType" comment:"类型 1-加仓 2-减仓"`
OrderType string `json:"orderType" comment:"类型 LIMIT-限价 MARKET-市价"`
PriceRatio decimal.Decimal `json:"priceRatio" comment:"价格百分比"`
TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" comment:"止盈百分比"` TakeProfitRatio decimal.Decimal `json:"takeProfitRatio" comment:"止盈百分比"`
ReducePriceRatio decimal.Decimal `json:"reducePriceRatio" comment:"减仓价格百分比"` TakeProfitNumRatio decimal.Decimal `json:"takeProfitNumRatio" comment:"止盈数量百分比"`
ReduceNumRatio decimal.Decimal `json:"reduceNumRatio" comment:"减仓数量百分比"` TpTpPriceRatio decimal.Decimal `json:"tpTpPriceRatio" comment:"止盈后止盈价格百分比"`
ReduceTakeProfitRatio decimal.Decimal `json:"reduceTakeProfitRatio" comment:"减仓后止盈百分比"` TpSlPriceRatio decimal.Decimal `json:"tpSlPriceRatio" comment:"止盈后止损价格百分比"`
ReduceStopLossRatio decimal.Decimal `json:"reduceStopLossRatio" comment:"减仓后止损百分比"`
AddPositionPriceRatio decimal.Decimal `json:"addPositionPriceRatio" comment:"加仓价格百分比"`
AddPositionType int `json:"addPositionType" comment:"加仓类型 1-百分比 2-实际金额"` AddPositionType int `json:"addPositionType" comment:"加仓类型 1-百分比 2-实际金额"`
AddPositionVal decimal.Decimal `json:"addPositionVal" comment:"加仓值"` AddPositionVal decimal.Decimal `json:"addPositionVal" comment:"加仓值"`
common.ControlBy common.ControlBy
@ -108,11 +110,11 @@ func (s *LinePreOrderExtUpdateReq) Generate(model *models.LinePreOrderExt) {
model.MainOrderId = s.MainOrderId model.MainOrderId = s.MainOrderId
model.OrderId = s.OrderId model.OrderId = s.OrderId
model.TakeProfitRatio = s.TakeProfitRatio model.TakeProfitRatio = s.TakeProfitRatio
model.ReducePriceRatio = s.ReducePriceRatio model.AddType = s.AddType
model.ReduceNumRatio = s.ReduceNumRatio model.OrderType = s.OrderType
model.ReduceTakeProfitRatio = s.ReduceTakeProfitRatio model.PriceRatio = s.PriceRatio
model.ReduceStopLossRatio = s.ReduceStopLossRatio model.TpSlPriceRatio = s.TpSlPriceRatio
model.AddPositionPriceRatio = s.AddPositionPriceRatio model.TpSlPriceRatio = s.TpSlPriceRatio
model.AddPositionType = s.AddPositionType model.AddPositionType = s.AddPositionType
model.AddPositionVal = s.AddPositionVal model.AddPositionVal = s.AddPositionVal
model.UpdateBy = s.UpdateBy // 添加这而，需要记录是被谁更新的 model.UpdateBy = s.UpdateBy // 添加这而，需要记录是被谁更新的

628
app/admin/service/line_pre_order.go
View File

@ -11,6 +11,7 @@ import (
"go-admin/pkg/utility" "go-admin/pkg/utility"
"go-admin/pkg/utility/snowflakehelper" "go-admin/pkg/utility/snowflakehelper"
"go-admin/services/binanceservice" "go-admin/services/binanceservice"
"sort"
"strconv" "strconv"
"strings" "strings"
"time" "time"
@ -338,6 +339,12 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
if req.SaveTemplate == "2" { if req.SaveTemplate == "2" {
return nil return nil
} }
//重新排序下跌比例(顺序)
sort.Slice(req.Ext, func(i, j int) bool {
return req.Ext[i].PriceRatio.Cmp(req.Ext[j].PriceRatio) < 0
})
var key string var key string
if req.SymbolType == global.SYMBOL_SPOT { if req.SymbolType == global.SYMBOL_SPOT {
key = fmt.Sprintf(global.TICKER_SPOT, req.ExchangeType, req.Symbol) key = fmt.Sprintf(global.TICKER_SPOT, req.ExchangeType, req.Symbol)
@ -356,11 +363,6 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
//获取交易对 //获取交易对
tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, key) tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, key)
// orderCount := e.CheckRepeatOrder(req.SymbolType, id, req.Site, tradeSet.Coin)
// if orderCount > 0 {
// *errs = append(*errs, fmt.Errorf("api_id:%s 获取交易对:%s 该交易对已存在,请勿重复下单", id, req.Symbol))
// continue
// }
tickerPrice := utility.StrToDecimal(tradeSet.LastPrice) tickerPrice := utility.StrToDecimal(tradeSet.LastPrice)
if tickerPrice.Equal(decimal.Zero) { //redis 没有这个值 if tickerPrice.Equal(decimal.Zero) { //redis 没有这个值
*errs = append(*errs, fmt.Errorf("api_id:%s 获取交易对:%s 交易行情出错", id, req.Symbol)) *errs = append(*errs, fmt.Errorf("api_id:%s 获取交易对:%s 交易行情出错", id, req.Symbol))
@ -454,15 +456,31 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
//订单配置信息 //订单配置信息
preOrderExts := make([]models.LinePreOrderExt, 0) preOrderExts := make([]models.LinePreOrderExt, 0)
defultExt := models.LinePreOrderExt{ defultExt := models.LinePreOrderExt{
AddType: 1, //主单等同于加仓0
AddPositionType: 1,
AddPositionVal: decimal.Zero,
OrderType: req.PriceType,
TakeProfitRatio: utility.StringToDecimal(req.Profit), TakeProfitRatio: utility.StringToDecimal(req.Profit),
ReducePriceRatio: req.ReducePriceRatio, TakeProfitNumRatio: req.ProfitNumRatio,
ReduceNumRatio: req.ReduceNumRatio, TpTpPriceRatio: req.ProfitTpTpPriceRatio,
ReduceTakeProfitRatio: req.ReduceTakeProfitRatio, TpSlPriceRatio: req.ProfitTpSlPriceRatio,
ReduceStopLossRatio: req.ReduceStopLossRatio, }
//减仓单
defultExt2 := models.LinePreOrderExt{
AddType: 2,
OrderType: "LIMIT",
PriceRatio: req.ReducePriceRatio,
AddPositionType: 1,
AddPositionVal: req.ReduceNumRatio,
TakeProfitRatio: req.ReduceTakeProfitRatio,
TakeProfitNumRatio: decimal.NewFromInt(100), //减仓止盈默认100%
StopLossRatio: req.ReduceStopLossRatio,
} }
mainPrice := utility.StringToDecimal(AddOrder.Price) mainPrice := utility.StringToDecimal(AddOrder.Price)
mainAmount := buyPrice.Div(mainPrice) mainAmount := buyPrice.Div(mainPrice)
defultExt.TotalAfterReducing = mainAmount.Mul(decimal.NewFromInt(100).Sub(req.ReduceNumRatio)).Div(decimal.NewFromInt(100)).Truncate(int32(tradeSet.AmountDigit)) defultExt.TotalAfter = utility.StrToDecimal(AddOrder.Num).Truncate(int32(tradeSet.AmountDigit))
defultExt2.TotalBefore = defultExt.TotalAfter
defultExt2.TotalAfter = mainAmount.Mul(decimal.NewFromInt(100).Sub(req.ReduceNumRatio)).Div(decimal.NewFromInt(100)).Truncate(int32(tradeSet.AmountDigit))
preOrderExts = append(preOrderExts, defultExt) preOrderExts = append(preOrderExts, defultExt)
calculateResp := dto.CalculateBreakEvenRatioResp{} calculateResp := dto.CalculateBreakEvenRatioResp{}
@ -476,56 +494,42 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
LossEndPercent: req.ReducePriceRatio, LossEndPercent: req.ReducePriceRatio,
AddPositionType: 2, AddPositionType: 2,
AddPositionVal: decimal.Zero, AddPositionVal: decimal.Zero,
ReducePercent: req.ReduceNumRatio,
} }
//计算减仓后 //计算减仓后
mainParam.LossEndPercent = req.ReducePriceRatio mainParam.LossEndPercent = req.ReducePriceRatio
mainParam.RemainingQuantity = mainAmount mainParam.RemainingQuantity = mainAmount
e.CalculateBreakEvenRatio(&mainParam, &calculateResp) e.CalculateBreakEvenRatio(&mainParam, &calculateResp, tradeSet)
mainParam.RemainingQuantity = calculateResp.RemainingQuantity //mainAmount.Mul(decimal.NewFromInt(100).Sub(req.ReduceNumRatio).Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)) mainParam.RemainingQuantity = calculateResp.RemainingQuantity //mainAmount.Mul(decimal.NewFromInt(100).Sub(req.ReduceNumRatio).Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU //buyPrice.Mul(req.ReducePriceRatio.Div(decimal.NewFromInt(100)).Truncate(4)).Truncate(int32(tradeSet.PriceDigit)) mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU //buyPrice.Mul(req.ReducePriceRatio.Div(decimal.NewFromInt(100)).Truncate(4)).Truncate(int32(tradeSet.PriceDigit))
req.ReduceReTakeProfitRatio = calculateResp.Ratio req.ReduceReTakeProfitRatio = calculateResp.Ratio
mainParam.LossBeginPercent = req.ReducePriceRatio mainParam.LossBeginPercent = req.ReducePriceRatio
defultExt.ReduceReTakeRatio = calculateResp.Ratio defultExt.ReTakeRatio = calculateResp.Ratio
for index, addPosition := range req.Ext { for index, addPosition := range req.Ext {
ext := models.LinePreOrderExt{ ext := models.LinePreOrderExt{
AddType: addPosition.AddType,
OrderType: addPosition.OrderType,
TakeProfitRatio: addPosition.TakeProfitRatio, TakeProfitRatio: addPosition.TakeProfitRatio,
ReducePriceRatio: addPosition.ReducePriceRatio, TakeProfitNumRatio: addPosition.TakeProfitNumRatio,
ReduceNumRatio: addPosition.ReduceNumRatio, TpTpPriceRatio: addPosition.TpTpPriceRatio,
ReduceTakeProfitRatio: addPosition.ReduceTakeProfitRatio, TpSlPriceRatio: addPosition.TpSlPriceRatio,
ReduceStopLossRatio: addPosition.ReduceStopLossRatio,
AddPositionPriceRatio: addPosition.AddPositionPriceRatio,
AddPositionOrderType: addPosition.AddPositionOrderType,
AddPositionType: addPosition.AddPositionType, AddPositionType: addPosition.AddPositionType,
AddPositionVal: addPosition.AddPositionVal, AddPositionVal: addPosition.AddPositionVal,
} }
mainParam.LossEndPercent = req.Ext[index].AddPositionPriceRatio mainParam.LossEndPercent = req.Ext[index].PriceRatio
mainParam.AddPositionType = req.Ext[index].AddPositionType mainParam.AddPositionType = req.Ext[index].AddPositionType
mainParam.AddPositionVal = req.Ext[index].AddPositionVal mainParam.AddPositionVal = req.Ext[index].AddPositionVal
mainParam.ReducePercent = decimal.Zero
e.CalculateBreakEvenRatio(&mainParam, &calculateResp)
ext.TotalAfterAdding = calculateResp.RemainingQuantity e.CalculateBreakEvenRatio(&mainParam, &calculateResp, tradeSet)
req.Ext[index].ReTakeProfitRatio = calculateResp.Ratio
mainParam.LossBeginPercent = req.Ext[index].AddPositionPriceRatio ext.TotalBefore = mainParam.RemainingQuantity //初始数量
ext.TotalAfter = calculateResp.RemainingQuantity //计算后数量
ext.ReTakeRatio = calculateResp.Ratio
mainParam.LossBeginPercent = addPosition.PriceRatio
mainParam.RemainingQuantity = calculateResp.RemainingQuantity mainParam.RemainingQuantity = calculateResp.RemainingQuantity
mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU
mainParam.LossEndPercent = req.Ext[index].ReducePriceRatio
mainParam.AddPositionVal = decimal.Zero
mainParam.ReducePercent = req.Ext[index].ReduceNumRatio
e.CalculateBreakEvenRatio(&mainParam, &calculateResp)
req.Ext[index].ReduceReTakeProfitRatio = calculateResp.Ratio
mainParam.LossBeginPercent = req.Ext[index].ReducePriceRatio
mainParam.RemainingQuantity = calculateResp.RemainingQuantity
mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU
ext.TotalAfterReducing = calculateResp.RemainingQuantity
ext.ReTakeRatio = req.Ext[index].ReTakeProfitRatio
ext.ReduceReTakeRatio = req.Ext[index].ReduceReTakeProfitRatio
preOrderExts = append(preOrderExts, ext) preOrderExts = append(preOrderExts, ext)
} }
@ -576,7 +580,26 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
profitOrder.Rate = req.Profit profitOrder.Rate = req.Profit
profitOrder.MainId = AddOrder.Id profitOrder.MainId = AddOrder.Id
if req.ProfitNumRatio.Cmp(decimal.Zero) > 0 {
numPercent := req.ProfitNumRatio.Div(decimal.NewFromInt(100))
profitOrder.Num = utility.StrToDecimal(profitOrder.Num).Mul(numPercent).Truncate(int32(tradeSet.AmountDigit)).String()
}
tx.Model(&models.LinePreOrder{}).Omit("id", "save_template", "template_name").Create(&profitOrder) tx.Model(&models.LinePreOrder{}).Omit("id", "save_template", "template_name").Create(&profitOrder)
//不全部止盈的时候
if req.ProfitNumRatio.Cmp(decimal.Zero) > 0 && req.ProfitNumRatio.Cmp(decimal.NewFromInt(100)) < 0 {
reminQuantity := utility.StrToDecimal(AddOrder.Num).Sub(utility.StrToDecimal(profitOrder.Num))
childrens, err := makeTpOrder(&profitOrder, reminQuantity, req.ProfitTpTpPriceRatio, req.ProfitTpSlPriceRatio, &tradeSet)
if err != nil {
logger.Error("生成止盈后子订单失败")
return err
}
tx.Create(&childrens)
}
} }
if req.ReducePriceRatio.Cmp(decimal.Zero) > 0 { if req.ReducePriceRatio.Cmp(decimal.Zero) > 0 {
@ -619,39 +642,44 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
preOrderExts[index].OrderId = AddOrder.Id preOrderExts[index].OrderId = AddOrder.Id
continue continue
} }
var AddOrder models.LinePreOrder
addPosition := createPreAddPosition(&AddOrder, v, tradeSet) if v.AddType == 1 {
AddOrder = createPreAddPosition(&AddOrder, v, tradeSet)
} else if v.AddType == 2 {
AddOrder = createPreReduceOrder(&AddOrder, v, tradeSet)
}
if addPosition.OrderSn == "" { if AddOrder.OrderSn == "" {
continue continue
} }
if err := e.Orm.Create(&addPosition).Error; err != nil { if err := e.Orm.Create(&AddOrder).Error; err != nil {
logger.Error("保存加仓单失败") logger.Error("保存加仓单失败")
return err return err
} }
preOrderExts[index].OrderId = addPosition.Id preOrderExts[index].OrderId = AddOrder.Id
//止盈、减仓 //止盈、减仓
orders, err := makeFuturesTakeAndReduce(&addPosition, v, tradeSet) orders, err := makeFuturesTakeAndReduce(&AddOrder, v, tradeSet)
if err != nil { if err != nil {
logger.Error("构造加仓单止盈、减仓失败") logger.Error("构造止盈、止损失败")
return err return err
} }
if err := e.Orm.Create(&orders).Error; err != nil { if err := e.Orm.Create(&orders).Error; err != nil {
logger.Error("保存加仓单止盈、减仓失败") logger.Error("保存止盈、止损失败")
return err return err
} }
for index := range orders { for index := range orders {
//减仓单且 减仓比例大于0 小于100 就冲下止盈止损 //减仓单且 减仓比例大于0 小于100 就冲下止盈止损
if orders[index].OrderType == 4 && v.ReduceNumRatio.Cmp(decimal.Zero) > 0 && v.ReduceNumRatio.Cmp(decimal.NewFromInt(100)) < 0 { if orders[index].OrderType == 1 && v.TakeProfitRatio.Cmp(decimal.Zero) > 0 && v.TakeProfitRatio.Cmp(decimal.NewFromInt(100)) < 0 {
reduceChildOrders, err := makeReduceTakeAndStoploss(&(orders[index]), v, tradeSet) reduceChildOrders, err := makeReduceTakeAndStoploss(&(orders[index]), v, tradeSet)
if err != nil { if err != nil {
logger.Error("生产加仓单止盈、减仓失败") logger.Error("生产止盈后止盈、减仓失败")
return err return err
} }
@ -660,7 +688,7 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
} }
if err := e.Orm.Create(&reduceChildOrders).Error; err != nil { if err := e.Orm.Create(&reduceChildOrders).Error; err != nil {
logger.Error("报错减仓后止盈止损失败") logger.Error("报错止盈后止盈止损失败")
return err return err
} }
} }
@ -695,16 +723,16 @@ func createPreAddPosition(preOrder *models.LinePreOrder, v models.LinePreOrderEx
data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId()) data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
data.MainId = preOrder.Id data.MainId = preOrder.Id
data.CreatedAt = time.Now() data.CreatedAt = time.Now()
data.MainOrderType = v.AddPositionOrderType data.MainOrderType = v.OrderType
data.Status = 0 data.Status = 0
data.OrderCategory = 3 data.OrderCategory = 3
data.Rate = v.AddPositionPriceRatio.String() data.Rate = v.PriceRatio.String()
var percentage decimal.Decimal var percentage decimal.Decimal
if data.Site == "BUY" { if data.Site == "BUY" {
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100))) percentage = decimal.NewFromInt(1).Sub(v.PriceRatio.Div(decimal.NewFromInt(100)))
} else { } else {
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100))) percentage = decimal.NewFromInt(1).Add(v.PriceRatio.Div(decimal.NewFromInt(100)))
} }
dataPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)) dataPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit))
@ -722,10 +750,48 @@ func createPreAddPosition(preOrder *models.LinePreOrder, v models.LinePreOrderEx
return data return data
} }
// 构建合约止盈、减仓单 // 生成减仓单
func createPreReduceOrder(preOrder *models.LinePreOrder, ext models.LinePreOrderExt, tradeSet models2.TradeSet) models.LinePreOrder {
var stopOrder models.LinePreOrder
//减仓单
if ext.PriceRatio.Cmp(decimal.Zero) > 0 {
copier.Copy(&stopOrder, preOrder)
stopOrder.Id = 0
stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
stopOrder.Pid = preOrder.Id
stopOrder.MainId = preOrder.MainId
stopOrder.OrderType = 4
stopOrder.Status = 0
stopOrder.Rate = ext.PriceRatio.String()
stopOrder.Num = ext.TotalAfter.Sub(ext.TotalBefore).Abs().Truncate(int32(tradeSet.AmountDigit)).String()
stopOrder.BuyPrice = "0"
if strings.ToUpper(preOrder.Site) == "BUY" {
stopOrder.Site = "SELL"
} else {
stopOrder.Site = "BUY"
}
binanceservice.SetPrice(&stopOrder, preOrder, tradeSet)
}
return stopOrder
}
// 构建止盈、止盈止损
func makeFuturesTakeAndReduce(preOrder *models.LinePreOrder, ext models.LinePreOrderExt, tradeSet models2.TradeSet) ([]models.LinePreOrder, error) { func makeFuturesTakeAndReduce(preOrder *models.LinePreOrder, ext models.LinePreOrderExt, tradeSet models2.TradeSet) ([]models.LinePreOrder, error) {
num := ext.TotalAfterAdding.Truncate(int32(tradeSet.AmountDigit))
orders := make([]models.LinePreOrder, 0) orders := make([]models.LinePreOrder, 0)
var side string
if strings.ToUpper(preOrder.Site) == "BUY" {
side = "SELL"
} else {
side = "BUY"
}
if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
// 止盈单 // 止盈单
profitOrder := models.LinePreOrder{} profitOrder := models.LinePreOrder{}
copier.Copy(&profitOrder, preOrder) copier.Copy(&profitOrder, preOrder)
@ -736,57 +802,91 @@ func makeFuturesTakeAndReduce(preOrder *models.LinePreOrder, ext models.LinePreO
profitOrder.OrderType = 1 profitOrder.OrderType = 1
profitOrder.Status = 0 profitOrder.Status = 0
profitOrder.MainId = preOrder.MainId profitOrder.MainId = preOrder.MainId
profitOrder.Num = num.String()
profitOrder.BuyPrice = "0" profitOrder.BuyPrice = "0"
// profitOrder.Rate = ext.TakeProfitRatio.String() profitOrder.Site = side
if ext.TakeProfitNumRatio.Cmp(decimal.Zero) <= 0 || ext.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) >= 0 {
profitOrder.Num = ext.TotalAfter.Truncate(int32(tradeSet.AmountDigit)).String()
} else {
profitOrder.Num = ext.TotalAfter.Mul(ext.TakeProfitNumRatio).Div(decimal.NewFromInt(100)).Truncate(int32(tradeSet.AmountDigit)).String()
}
// 止盈需要累加之前的亏损 // 止盈需要累加之前的亏损
profitOrder.Rate = ext.TakeProfitRatio.Add(ext.ReTakeRatio).Truncate(2).String() profitOrder.Rate = ext.TakeProfitRatio.Add(ext.ReTakeRatio).Truncate(2).String()
if strings.ToUpper(preOrder.Site) == "BUY" {
profitOrder.Site = "SELL"
} else {
profitOrder.Site = "BUY"
}
binanceservice.SetPrice(&profitOrder, preOrder, tradeSet) binanceservice.SetPrice(&profitOrder, preOrder, tradeSet)
orders = append(orders, profitOrder) 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 = preOrder.MainId
stopOrder.OrderType = 4
stopOrder.Status = 0
stopOrder.Rate = ext.ReducePriceRatio.String()
stopOrder.Num = num.String()
stopOrder.BuyPrice = "0"
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
stopNum := num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100)))
stopOrder.Num = stopNum.Truncate(int32(tradeSet.AmountDigit)).String()
}
if strings.ToUpper(preOrder.Site) == "BUY" {
stopOrder.Site = "SELL"
} else {
stopOrder.Site = "BUY"
} }
binanceservice.SetPrice(&stopOrder, preOrder, tradeSet) if ext.StopLossRatio.Cmp(decimal.Zero) > 0 {
orders = append(orders, stopOrder) lossOrder := models.LinePreOrder{}
copier.Copy(&lossOrder, preOrder)
lossOrder.Id = 0
lossOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
lossOrder.Pid = preOrder.Id
lossOrder.OrderType = 2
lossOrder.Status = 0
lossOrder.MainId = preOrder.MainId
lossOrder.BuyPrice = "0"
lossOrder.Num = ext.TotalAfter.Truncate(int32(tradeSet.AmountDigit)).String()
lossOrder.Rate = ext.StopLossRatio.Truncate(2).String()
lossOrder.Site = side
binanceservice.SetPrice(&lossOrder, preOrder, tradeSet)
orders = append(orders, lossOrder)
} }
return orders, nil return orders, nil
} }
// 构建止盈后止盈止损
// parentOrder 父订单
// remainQuantity 剩余数量
// tpPriceRatio 止盈价格比例
// slPriceRatio 止损价格比例
func makeTpOrder(parentOrder *models.LinePreOrder, reminQuantity decimal.Decimal, tpPriceRatio, slPriceRatio decimal.Decimal, tradeSet *models2.TradeSet) ([]models.LinePreOrder, error) {
result := make([]models.LinePreOrder, 0)
tp := models.LinePreOrder{}
sl := models.LinePreOrder{}
copier.Copy(&tp, parentOrder)
tp.Id = 0
tp.Pid = parentOrder.Id
tp.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
tp.OrderType = 1
tp.Status = 0
tp.Rate = tpPriceRatio.String()
tp.Num = reminQuantity.String()
binanceservice.SetPrice(&tp, parentOrder, *tradeSet)
result = append(result, tp)
if (slPriceRatio).Cmp(decimal.Zero) > 0 {
copier.Copy(&sl, parentOrder)
sl.Pid = parentOrder.Id
sl.Id = 0
sl.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
sl.OrderType = 2
sl.Num = reminQuantity.Truncate(int32(tradeSet.AmountDigit)).String()
sl.Rate = slPriceRatio.String()
binanceservice.SetPrice(&sl, parentOrder, *tradeSet)
result = append(result, sl)
}
return result, nil
}
// 构建减仓后止盈止损 // 构建减仓后止盈止损
func makeReduceTakeAndStoploss(parentOrder *models.LinePreOrder, ext models.LinePreOrderExt, tradeSet models2.TradeSet) ([]models.LinePreOrder, error) { func makeReduceTakeAndStoploss(parentOrder *models.LinePreOrder, ext models.LinePreOrderExt, tradeSet models2.TradeSet) ([]models.LinePreOrder, error) {
orders := make([]models.LinePreOrder, 0) orders := make([]models.LinePreOrder, 0)
var num decimal.Decimal
if ext.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && ext.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) < 0 {
percent := decimal.NewFromInt(1).Sub(ext.TakeProfitNumRatio.Div(decimal.NewFromInt(100)))
num = ext.TotalAfter.Mul(percent).Truncate(int32(tradeSet.AmountDigit))
}
if ext.TpTpPriceRatio.Cmp(decimal.Zero) > 0 && num.Cmp(decimal.Zero) > 0 {
takeProfitOrder := models.LinePreOrder{} takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, parentOrder) copier.Copy(&takeProfitOrder, parentOrder)
takeProfitOrder.Id = 0 takeProfitOrder.Id = 0
@ -794,22 +894,21 @@ func makeReduceTakeAndStoploss(parentOrder *models.LinePreOrder, ext models.Line
takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId()) takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
takeProfitOrder.Status = 0 takeProfitOrder.Status = 0
takeProfitOrder.OrderType = 1 takeProfitOrder.OrderType = 1
takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String() takeProfitOrder.Rate = ext.TpTpPriceRatio.String()
takeProfitOrder.SignPrice = parentOrder.Price takeProfitOrder.SignPrice = parentOrder.Price
takeProfitOrder.CreatedAt = time.Now() takeProfitOrder.CreatedAt = time.Now()
takeProfitOrder.BuyPrice = "0" takeProfitOrder.BuyPrice = "0"
takeProfitOrder.MainOrderType = "LIMIT" takeProfitOrder.MainOrderType = "LIMIT"
takeProfitOrder.Num = ext.TotalAfterReducing.Truncate(int32(tradeSet.AmountDigit)).String() takeProfitOrder.Num = num.String()
// takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String()
//止盈需要累加之前的亏损 //止盈需要累加之前的亏损
takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.Add(ext.ReduceReTakeRatio).String() takeProfitOrder.Rate = ext.TpTpPriceRatio.Truncate(2).String()
takeProfitOrder.BuyPrice = "0" takeProfitOrder.BuyPrice = "0"
binanceservice.SetPrice(&takeProfitOrder, parentOrder, tradeSet) binanceservice.SetPrice(&takeProfitOrder, parentOrder, tradeSet)
orders = append(orders, takeProfitOrder) orders = append(orders, takeProfitOrder)
}
//有止损单 //有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 { if ext.TpSlPriceRatio.Cmp(decimal.Zero) > 0 && num.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder var stoploss models.LinePreOrder
copier.Copy(&stoploss, parentOrder) copier.Copy(&stoploss, parentOrder)
@ -821,9 +920,9 @@ func makeReduceTakeAndStoploss(parentOrder *models.LinePreOrder, ext models.Line
stoploss.OrderType = 2 stoploss.OrderType = 2
stoploss.SignPrice = parentOrder.Price stoploss.SignPrice = parentOrder.Price
stoploss.BuyPrice = "0" stoploss.BuyPrice = "0"
stoploss.Rate = ext.ReduceStopLossRatio.String() stoploss.Rate = ext.TpSlPriceRatio.String()
stoploss.MainOrderType = "LIMIT" stoploss.MainOrderType = "LIMIT"
stoploss.Num = ext.TotalAfterReducing.Truncate(int32(tradeSet.AmountDigit)).String() stoploss.Num = num.String()
stoploss.BuyPrice = "0" stoploss.BuyPrice = "0"
binanceservice.SetPrice(&stoploss, parentOrder, tradeSet) binanceservice.SetPrice(&stoploss, parentOrder, tradeSet)
@ -1633,7 +1732,7 @@ func (e *LinePreOrder) QueryAiCoinPrice(req *dto.QueryAiCoinPriceReq) (models.Li
} }
// 根据请求参数重新生成亏损回本止盈百分比 // 根据请求参数重新生成亏损回本止盈百分比
func (e *LinePreOrder) GenerateOrder(req *dto.LineAddPreOrderReq) ([]models.LineDirection, error) { func (e *LinePreOrder) GenerateOrder(req *dto.LineAddPreOrderReq) error {
var tradeSet models2.TradeSet var tradeSet models2.TradeSet
var tickerPrice decimal.Decimal var tickerPrice decimal.Decimal
@ -1644,7 +1743,7 @@ func (e *LinePreOrder) GenerateOrder(req *dto.LineAddPreOrderReq) ([]models.Line
} }
if tradeSet.LastPrice == "" { if tradeSet.LastPrice == "" {
return nil, errors.New("获取不到交易对信息") return errors.New("获取不到交易对信息")
} }
var price decimal.Decimal var price decimal.Decimal
@ -1666,77 +1765,58 @@ func (e *LinePreOrder) GenerateOrder(req *dto.LineAddPreOrderReq) ([]models.Line
buyPrice := utility.StrToDecimal(req.BuyPrice) buyPrice := utility.StrToDecimal(req.BuyPrice)
mainAmount := buyPrice.Div(price).Truncate(int32(tradeSet.AmountDigit)) mainAmount := buyPrice.Div(price).Truncate(int32(tradeSet.AmountDigit))
calculateResp := dto.CalculateBreakEvenRatioResp{} calculateResp := dto.CalculateBreakEvenRatioResp{}
lossBeginPercent := decimal.Zero
mainParam := dto.CalculateBreakEevenRatioReq{ mainParam := dto.CalculateBreakEevenRatioReq{
Price: price, Price: price,
ExchangeType: req.ExchangeType, ExchangeType: req.ExchangeType,
Symbol: req.Symbol, Symbol: req.Symbol,
SymbolType: req.SymbolType, SymbolType: req.SymbolType,
BuyPrice: buyPrice, BuyPrice: buyPrice,
LossBeginPercent: decimal.Zero, LossBeginPercent: lossBeginPercent,
LossEndPercent: req.ReducePriceRatio, LossEndPercent: req.ReducePriceRatio,
AddPositionType: 2, AddPositionType: 2,
AddPositionVal: decimal.Zero, AddPositionVal: decimal.Zero,
ReducePercent: req.ReduceNumRatio,
} }
//计算减仓后 //计算减仓后
mainParam.LossEndPercent = req.ReducePriceRatio mainParam.LossEndPercent = req.ReducePriceRatio
mainParam.RemainingQuantity = mainAmount mainParam.RemainingQuantity = mainAmount
e.CalculateBreakEvenRatio(&mainParam, &calculateResp) mainParam.AddType = 2
e.CalculateBreakEvenRatio(&mainParam, &calculateResp, tradeSet)
mainParam.RemainingQuantity = calculateResp.RemainingQuantity mainParam.RemainingQuantity = calculateResp.RemainingQuantity
mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU
req.ReduceReTakeProfitRatio = calculateResp.Ratio req.ReduceReTakeProfitRatio = calculateResp.Ratio
mainParam.LossBeginPercent = req.ReducePriceRatio lossBeginPercent = req.ReducePriceRatio
//顺序排序
sort.Slice(req.Ext, func(i, j int) bool {
return req.Ext[i].PriceRatio.Cmp(req.Ext[j].PriceRatio) < 0
})
for index := range req.Ext { for index := range req.Ext {
mainParam.LossEndPercent = req.Ext[index].AddPositionPriceRatio mainParam.LossBeginPercent = lossBeginPercent
mainParam.LossEndPercent = req.Ext[index].PriceRatio
mainParam.AddPositionType = req.Ext[index].AddPositionType mainParam.AddPositionType = req.Ext[index].AddPositionType
mainParam.AddPositionVal = req.Ext[index].AddPositionVal mainParam.AddPositionVal = req.Ext[index].AddPositionVal
mainParam.ReducePercent = decimal.Zero
e.CalculateBreakEvenRatio(&mainParam, &calculateResp) e.CalculateBreakEvenRatio(&mainParam, &calculateResp, tradeSet)
req.Ext[index].ReTakeProfitRatio = calculateResp.Ratio req.Ext[index].ReTakeProfitRatio = calculateResp.Ratio
mainParam.LossBeginPercent = req.Ext[index].AddPositionPriceRatio lossBeginPercent = req.Ext[index].PriceRatio
mainParam.RemainingQuantity = calculateResp.RemainingQuantity
mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU
mainParam.LossEndPercent = req.Ext[index].ReducePriceRatio
mainParam.AddPositionVal = decimal.Zero
mainParam.ReducePercent = req.Ext[index].ReduceNumRatio
e.CalculateBreakEvenRatio(&mainParam, &calculateResp)
req.Ext[index].ReduceReTakeProfitRatio = calculateResp.Ratio
mainParam.LossBeginPercent = req.Ext[index].ReducePriceRatio
mainParam.RemainingQuantity = calculateResp.RemainingQuantity mainParam.RemainingQuantity = calculateResp.RemainingQuantity
mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU
} }
return nil, nil return nil
} }
// 计算亏损百分比 // 计算亏损百分比
func (e *LinePreOrder) CalculateBreakEvenRatio(req *dto.CalculateBreakEevenRatioReq, data *dto.CalculateBreakEvenRatioResp) error { func (e *LinePreOrder) CalculateBreakEvenRatio(req *dto.CalculateBreakEevenRatioReq, data *dto.CalculateBreakEvenRatioResp, tradeSet models2.TradeSet) error {
var tradeSet models2.TradeSet
if req.LossEndPercent.Cmp(req.LossBeginPercent) < 0 { if req.LossEndPercent.Cmp(req.LossBeginPercent) < 0 {
return errors.New("截至亏损百分比必须大于开始亏损百分比") return errors.New("截至亏损百分比必须大于开始亏损百分比")
} }
if req.SymbolType == 1 {
val, _ := helper.DefaultRedis.GetString(fmt.Sprintf(global.TICKER_SPOT, req.ExchangeType, req.Symbol))
sonic.Unmarshal([]byte(val), &tradeSet)
} else if req.SymbolType == 2 {
val, _ := helper.DefaultRedis.GetString(fmt.Sprintf(global.TICKER_FUTURES, req.ExchangeType, req.Symbol))
sonic.Unmarshal([]byte(val), &tradeSet)
} else {
return errors.New("symbolType error")
}
if tradeSet.LastPrice == "" {
return errors.New("没有找到交易对行情")
}
var addPositionBuyPrice decimal.Decimal var addPositionBuyPrice decimal.Decimal
if req.AddPositionType == 1 { if req.AddPositionType == 1 {
@ -1759,8 +1839,8 @@ func (e *LinePreOrder) CalculateBreakEvenRatio(req *dto.CalculateBreakEevenRatio
lossAmountU := req.Price.Mul(percentDiff.Div(decimal.NewFromInt(100).Truncate(4))).Mul(req.RemainingQuantity).Truncate(int32(tradeSet.PriceDigit)) lossAmountU := req.Price.Mul(percentDiff.Div(decimal.NewFromInt(100).Truncate(4))).Mul(req.RemainingQuantity).Truncate(int32(tradeSet.PriceDigit))
//计算减仓数量 //计算减仓数量
if req.ReducePercent.Cmp(decimal.NewFromInt(0)) > 0 { if req.AddPositionType == 2 && req.AddPositionVal.Cmp(decimal.NewFromInt(0)) > 0 {
reduceAmount = totalAmount.Mul(req.ReducePercent.Div(decimal.NewFromInt(100).Truncate(4))).Truncate(int32(tradeSet.AmountDigit)) reduceAmount = totalAmount.Mul(req.AddPositionVal.Div(decimal.NewFromInt(100).Truncate(4))).Truncate(int32(tradeSet.AmountDigit))
} }
data.RemainingQuantity = totalAmount.Sub(reduceAmount) data.RemainingQuantity = totalAmount.Sub(reduceAmount)
@ -1776,163 +1856,163 @@ func (e *LinePreOrder) CalculateBreakEvenRatio(req *dto.CalculateBreakEevenRatio
return nil return nil
} }
// 手动加仓 // // 手动加仓
func (e *LinePreOrder) AddPosition(req *dto.LinePreOrderAddPositionReq) error { // func (e *LinePreOrder) AddPosition(req *dto.LinePreOrderAddPositionReq) error {
lastPositionOrder := models.LinePreOrder{} // lastPositionOrder := models.LinePreOrder{}
var tradeSet models2.TradeSet // var tradeSet models2.TradeSet
if req.OrderType == 1 { // if req.OrderType == 1 {
tradeSet, _ = binanceservice.GetTradeSet(req.Symbol, 0) // tradeSet, _ = binanceservice.GetTradeSet(req.Symbol, 0)
} else if req.OrderType == 2 { // } else if req.OrderType == 2 {
tradeSet, _ = binanceservice.GetTradeSet(req.Symbol, 1) // tradeSet, _ = binanceservice.GetTradeSet(req.Symbol, 1)
} else { // } else {
return fmt.Errorf("交易对：%s 订单类型错误", req.Symbol) // return fmt.Errorf("交易对：%s 订单类型错误", req.Symbol)
} // }
if tradeSet.LastPrice == "" { // if tradeSet.LastPrice == "" {
return fmt.Errorf("交易对：%s 交易对配置错误", req.Symbol) // return fmt.Errorf("交易对：%s 交易对配置错误", req.Symbol)
} // }
if err := e.Orm.Model(&lastPositionOrder).Where("symbol =? AND status = 6 AND site =? AND api_id =? AND symbol_type =? AND exchange_type=?", // if err := e.Orm.Model(&lastPositionOrder).Where("symbol =? AND status = 6 AND site =? AND api_id =? AND symbol_type =? AND exchange_type=?",
req.Symbol, req.Site, req.ApiUserId, req.OrderType, req.ExchangeType).Error; err != nil { // req.Symbol, req.Site, req.ApiUserId, req.OrderType, req.ExchangeType).Error; err != nil {
logger.Errorf("交易对：%s查询已开仓订单失败", req.Symbol) // logger.Errorf("交易对：%s查询已开仓订单失败", req.Symbol)
return fmt.Errorf("交易对：%s 没有已开仓的订单", req.Symbol) // return fmt.Errorf("交易对：%s 没有已开仓的订单", req.Symbol)
} // }
ext := models.LinePreOrderExt{ // ext := models.LinePreOrderExt{
MainOrderId: lastPositionOrder.Id, // MainOrderId: lastPositionOrder.Id,
TakeProfitRatio: req.Profit, // TakeProfitRatio: req.Profit,
ReducePriceRatio: req.ReducePriceRatio, // ReducePriceRatio: req.ReducePriceRatio,
ReduceNumRatio: req.ReduceNumRatio, // ReduceNumRatio: req.ReduceNumRatio,
ReduceTakeProfitRatio: req.ReduceTakeProfitRatio, // ReduceTakeProfitRatio: req.ReduceTakeProfitRatio,
ReduceStopLossRatio: req.ReduceStopLossRatio, // ReduceStopLossRatio: req.ReduceStopLossRatio,
AddPositionOrderType: req.AddPositionOrderType, // AddPositionOrderType: req.AddPositionOrderType,
AddPositionType: 2, // AddPositionType: 2,
AddPositionVal: req.BuyPrice, // AddPositionVal: req.BuyPrice,
} // }
addPosition := models.LinePreOrder{ // addPosition := models.LinePreOrder{
SignPrice: tradeSet.LastPrice, // SignPrice: tradeSet.LastPrice,
Pid: lastPositionOrder.Id, // Pid: lastPositionOrder.Id,
MainId: lastPositionOrder.Id, // MainId: lastPositionOrder.Id,
Symbol: req.Symbol, // Symbol: req.Symbol,
QuoteSymbol: tradeSet.Currency, // QuoteSymbol: tradeSet.Currency,
SignPriceU: utility.StrToDecimal(tradeSet.LastPrice), // SignPriceU: utility.StrToDecimal(tradeSet.LastPrice),
ApiId: req.ApiUserId, // ApiId: req.ApiUserId,
Site: req.Site, // Site: req.Site,
ExchangeType: req.ExchangeType, // ExchangeType: req.ExchangeType,
OrderType: 0, // OrderType: 0,
OrderCategory: 3, // OrderCategory: 3,
BuyPrice: req.BuyPrice.String(), // BuyPrice: req.BuyPrice.String(),
Status: 0, // Status: 0,
SymbolType: req.OrderType, // SymbolType: req.OrderType,
MainOrderType: req.AddPositionOrderType, // MainOrderType: req.AddPositionOrderType,
ExpireTime: time.Now().Add(4), // ExpireTime: time.Now().Add(4),
OrderSn: utility.Int64ToString(snowflakehelper.GetOrderId()), // OrderSn: utility.Int64ToString(snowflakehelper.GetOrderId()),
} // }
tickerPrice := utility.StrToDecimal(tradeSet.LastPrice) // tickerPrice := utility.StrToDecimal(tradeSet.LastPrice)
if req.PricePattern == "percentage" { // if req.PricePattern == "percentage" {
addPosition.Rate = req.Price.String() // addPosition.Rate = req.Price.String()
priceRate := req.Price.Div(decimal.NewFromInt(100)) //下单价除100 =0.1 // priceRate := req.Price.Div(decimal.NewFromInt(100)) //下单价除100 =0.1
if strings.ToUpper(req.Site) == "BUY" { //购买方向 // if strings.ToUpper(req.Site) == "BUY" { //购买方向
//实际下单价格 // //实际下单价格
truncate := tickerPrice.Mul(decimal.NewFromInt(1).Sub(priceRate)).Truncate(int32(tradeSet.PriceDigit)) // truncate := tickerPrice.Mul(decimal.NewFromInt(1).Sub(priceRate)).Truncate(int32(tradeSet.PriceDigit))
addPosition.Price = truncate.String() // addPosition.Price = truncate.String()
} else { // } else {
truncate := tickerPrice.Mul(decimal.NewFromInt(1).Add(priceRate)).Truncate(int32(tradeSet.PriceDigit)) // truncate := tickerPrice.Mul(decimal.NewFromInt(1).Add(priceRate)).Truncate(int32(tradeSet.PriceDigit))
addPosition.Price = truncate.String() // addPosition.Price = truncate.String()
} // }
} else { //实际价格下单 // } else { //实际价格下单
addPosition.Price = req.Price.Truncate(int32(tradeSet.PriceDigit)).String() // addPosition.Price = req.Price.Truncate(int32(tradeSet.PriceDigit)).String()
addPosition.SignPriceType = req.PricePattern // addPosition.SignPriceType = req.PricePattern
addPosition.Rate = "0" // addPosition.Rate = "0"
} // }
if tradeSet.Currency != "USDT" { //不是U本位 // if tradeSet.Currency != "USDT" { //不是U本位
//获取币本位兑换u的价格 // //获取币本位兑换u的价格
ticker2 := models2.TradeSet{} // ticker2 := models2.TradeSet{}
tickerVal, _ := helper.DefaultRedis.GetString(fmt.Sprintf(global.TICKER_SPOT, req.ExchangeType, strings.ToUpper(tradeSet.Coin+"USDT"))) // tickerVal, _ := helper.DefaultRedis.GetString(fmt.Sprintf(global.TICKER_SPOT, req.ExchangeType, strings.ToUpper(tradeSet.Coin+"USDT")))
if tickerVal == "" { // if tickerVal == "" {
logger.Error("查询行情失败") // logger.Error("查询行情失败")
return fmt.Errorf("交易对：%s 获取u本位行情失败", req.Symbol) // return fmt.Errorf("交易对：%s 获取u本位行情失败", req.Symbol)
} // }
err := sonic.Unmarshal([]byte(tickerVal), &ticker2) // err := sonic.Unmarshal([]byte(tickerVal), &ticker2)
if ticker2.LastPrice == "" { // if ticker2.LastPrice == "" {
logger.Errorf("查询行情失败 %s err:%v", strings.ToUpper(tradeSet.Coin+"USDT"), err) // logger.Errorf("查询行情失败 %s err:%v", strings.ToUpper(tradeSet.Coin+"USDT"), err)
return fmt.Errorf("交易对：%s 获取u本位行情 反序列化失败", req.Symbol) // return fmt.Errorf("交易对：%s 获取u本位行情 反序列化失败", req.Symbol)
} // }
//LTCBTC --> LTCUSDT // //LTCBTC --> LTCUSDT
uTickerPrice := utility.StrToDecimal(ticker2.LastPrice) //94069 // uTickerPrice := utility.StrToDecimal(ticker2.LastPrice) //94069
//换算成U // //换算成U
//div := decimal.NewFromInt(1).Div(uTickerPrice) //0.0000106365 // //div := decimal.NewFromInt(1).Div(uTickerPrice) //0.0000106365
//在换算成对应交易对对应的价值 // //在换算成对应交易对对应的价值
//LTCBTC --> LTCUSDT == LTCUSDT -- 100.502 // //LTCBTC --> LTCUSDT == LTCUSDT -- 100.502
div := tickerPrice.Div(decimal.NewFromInt(1).Div(uTickerPrice)) // div := tickerPrice.Div(decimal.NewFromInt(1).Div(uTickerPrice))
//计算下单数量 // //计算下单数量
addPosition.Num = req.BuyPrice.Div(div).Truncate(int32(tradeSet.AmountDigit)).String() // addPosition.Num = req.BuyPrice.Div(div).Truncate(int32(tradeSet.AmountDigit)).String()
} else { // } else {
fromString, _ := decimal.NewFromString(addPosition.Price) // fromString, _ := decimal.NewFromString(addPosition.Price)
addPosition.Num = req.BuyPrice.Div(fromString).Truncate(int32(tradeSet.AmountDigit)).String() // addPosition.Num = req.BuyPrice.Div(fromString).Truncate(int32(tradeSet.AmountDigit)).String()
} // }
//事务保存 // //事务保存
err := e.Orm.Transaction(func(tx *gorm.DB) error { // err := e.Orm.Transaction(func(tx *gorm.DB) error {
//添加加仓单 // //添加加仓单
if err := tx.Create(&addPosition).Error; err != nil { // if err := tx.Create(&addPosition).Error; err != nil {
return err // return err
} // }
//止盈、减仓 // //止盈、减仓
orders, err := makeFuturesTakeAndReduce(&addPosition, ext, tradeSet) // orders, err := makeFuturesTakeAndReduce(&addPosition, ext, tradeSet)
if err != nil { // if err != nil {
logger.Error("构造加仓单止盈、减仓失败") // logger.Error("构造加仓单止盈、减仓失败")
return err // return err
} // }
if err := e.Orm.Create(&orders).Error; err != nil { // if err := e.Orm.Create(&orders).Error; err != nil {
logger.Error("保存加仓单止盈、减仓失败") // logger.Error("保存加仓单止盈、减仓失败")
return err // return err
} // }
//处理减仓单 // //处理减仓单
for index := range orders { // for index := range orders {
//减仓单且 减仓比例大于0 小于100 就冲下止盈止损 // //减仓单且 减仓比例大于0 小于100 就冲下止盈止损
if orders[index].OrderType == 4 && ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 && ext.ReduceNumRatio.Cmp(decimal.NewFromInt(100)) < 0 { // if orders[index].OrderType == 4 && ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 && ext.ReduceNumRatio.Cmp(decimal.NewFromInt(100)) < 0 {
reduceChildOrders, err := makeReduceTakeAndStoploss(&(orders[index]), ext, tradeSet) // reduceChildOrders, err := makeReduceTakeAndStoploss(&(orders[index]), ext, tradeSet)
if err != nil { // if err != nil {
logger.Error("生产加仓单止盈、减仓失败") // logger.Error("生产加仓单止盈、减仓失败")
return err // return err
} // }
if len(reduceChildOrders) == 0 { // if len(reduceChildOrders) == 0 {
continue // continue
} // }
if err := e.Orm.Create(&reduceChildOrders).Error; err != nil { // if err := e.Orm.Create(&reduceChildOrders).Error; err != nil {
logger.Error("报错减仓后止盈止损失败") // logger.Error("报错减仓后止盈止损失败")
return err // return err
} // }
} // }
} // }
ext.OrderId = addPosition.Id // ext.OrderId = addPosition.Id
if err := tx.Create(&ext).Error; err != nil { // if err := tx.Create(&ext).Error; err != nil {
return err // return err
} // }
return nil // return nil
}) // })
if err != nil { // if err != nil {
logger.Errorf("交易对：%s 添加加仓订单失败", req.Symbol) // logger.Errorf("交易对：%s 添加加仓订单失败", req.Symbol)
return fmt.Errorf("交易对：%s 添加加仓订单失败", req.Symbol) // return fmt.Errorf("交易对：%s 添加加仓订单失败", req.Symbol)
} // }
return nil // return nil
} // }

55
app/admin/service/line_symbol.go
View File

@ -294,17 +294,14 @@ func (e *LineSymbol) ResetSpotSymbol() error {
logger.Error("获取币安现货交易对失败") logger.Error("获取币安现货交易对失败")
return err return err
} }
symbols := make([]models.LineSymbol, 0) insertSymbols := make([]models.LineSymbol, 0)
sysConfig := SysConfig{Service: service.Service{Orm: e.Orm}} sysConfig := SysConfig{Service: service.Service{Orm: e.Orm}}
var req = new(dto.SysConfigByKeyReq) var req = new(dto.SysConfigByKeyReq)
var resp = new(dto.GetSysConfigByKEYForServiceResp) var resp = new(dto.GetSysConfigByKEYForServiceResp)
req.ConfigKey = "quote_volume_24hr" req.ConfigKey = "quote_volume_24hr"
sysConfig.GetWithKey(req, resp) sysConfig.GetWithKey(req, resp)
symbolBlack := make([]models.LineSymbolBlack, 0) symbolBlackMap := getSymbolBlackMap(e, "1")
e.Orm.Model(&models.LineSymbolBlack{}).Where("type = '1'").Find(&symbolBlack)
type Ticker struct { type Ticker struct {
Symbol string `json:"symbol"` Symbol string `json:"symbol"`
Price string `json:"price"` Price string `json:"price"`
@ -317,18 +314,17 @@ func (e *LineSymbol) ResetSpotSymbol() error {
return err return err
} }
//判断是否在黑名单、是否需要修改
for symbol, tradeSet := range tradeSets { for symbol, tradeSet := range tradeSets {
key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, symbol) key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, symbol)
//判断是否在黑名单里面 //判断是否在黑名单里面
for _, black := range symbolBlack { if _, ok := symbolBlackMap[symbol]; ok {
if black.Symbol == symbol {
helper.DefaultRedis.DeleteString(key) helper.DefaultRedis.DeleteString(key)
deleteSymbols = append(deleteSymbols, symbol) deleteSymbols = append(deleteSymbols, symbol)
continue continue
} }
}
val := helper.DefaultRedis.Get(key).Val() val := helper.DefaultRedis.Get(key).Val()
var spotTicker24h commonModels.TradeSet var spotTicker24h commonModels.TradeSet
@ -369,7 +365,14 @@ func (e *LineSymbol) ResetSpotSymbol() error {
if lineSymbol.Symbol == "" { if lineSymbol.Symbol == "" {
continue continue
} }
symbols = append(symbols, lineSymbol) insertSymbols = append(insertSymbols, lineSymbol)
}
}
//判断已经移除的交易对
for _, v := range oldMapSymbols {
if _, ok := tradeSets[v.Symbol]; !ok && !utility.ContainsStr(deleteSymbols, v.Symbol) {
deleteSymbols = append(deleteSymbols, v.Symbol)
} }
} }
@ -393,8 +396,8 @@ func (e *LineSymbol) ResetSpotSymbol() error {
batchDeleteBySymbols(deleteSymbols, "1", e) batchDeleteBySymbols(deleteSymbols, "1", e)
} }
if len(symbols) > 0 { if len(insertSymbols) > 0 {
err := e.Orm.Model(&models.LineSymbol{}).Omit("api_id").Create(&symbols).Error err := e.Orm.Model(&models.LineSymbol{}).Omit("api_id").Create(&insertSymbols).Error
if err != nil { if err != nil {
return err return err
} }
@ -403,6 +406,18 @@ func (e *LineSymbol) ResetSpotSymbol() error {
return nil return nil
} }
func getSymbolBlackMap(e *LineSymbol, symbolType string) map[string]models.LineSymbolBlack {
symbolBlack := make([]models.LineSymbolBlack, 0)
symbolBlackMap := make(map[string]models.LineSymbolBlack)
e.Orm.Model(&models.LineSymbolBlack{}).Where("type = ?", symbolType).Find(&symbolBlack)
for _, v := range symbolBlack {
symbolBlackMap[v.Symbol] = v
}
return symbolBlackMap
}
// 批量删除 根据交易对名 // 批量删除 根据交易对名
// symbolType 1-现货 2-合约 // symbolType 1-现货 2-合约
func batchDeleteBySymbols(deleteSymbols []string, symbolType string, e *LineSymbol) { func batchDeleteBySymbols(deleteSymbols []string, symbolType string, e *LineSymbol) {
@ -459,8 +474,7 @@ func (e *LineSymbol) ResetFuturesSymbol() error {
req.ConfigKey = "quote_volume_24hr" req.ConfigKey = "quote_volume_24hr"
sysConfig.GetWithKey(req, resp) sysConfig.GetWithKey(req, resp)
symbols := make([]models.LineSymbol, 0) symbols := make([]models.LineSymbol, 0)
symbolBlack := make([]models.LineSymbolBlack, 0) symbolBlackMap := getSymbolBlackMap(e, "2")
type Ticker struct { type Ticker struct {
Symbol string `json:"symbol"` Symbol string `json:"symbol"`
Price string `json:"price"` Price string `json:"price"`
@ -473,19 +487,17 @@ func (e *LineSymbol) ResetFuturesSymbol() error {
return err return err
} }
e.Orm.Model(&models.LineSymbolBlack{}).Where("type = 2").Find(&symbolBlack) //判断是否在黑名单、是否需要新增
for symbol, tradeSet := range tradeSets { for symbol, tradeSet := range tradeSets {
key := fmt.Sprintf(global.TICKER_FUTURES, global.EXCHANGE_BINANCE, symbol) key := fmt.Sprintf(global.TICKER_FUTURES, global.EXCHANGE_BINANCE, symbol)
//判断是否在黑名单里面 //判断是否在黑名单里面
for _, black := range symbolBlack { if _, ok := symbolBlackMap[symbol]; ok {
if black.Symbol == symbol {
helper.DefaultRedis.DeleteString(key) helper.DefaultRedis.DeleteString(key)
deleteSymbols = append(deleteSymbols, symbol) deleteSymbols = append(deleteSymbols, symbol)
continue continue
} }
}
val := helper.DefaultRedis.Get(key).Val() val := helper.DefaultRedis.Get(key).Val()
var spotTicker24h commonModels.TradeSet var spotTicker24h commonModels.TradeSet
sonic.Unmarshal([]byte(val), &spotTicker24h) sonic.Unmarshal([]byte(val), &spotTicker24h)
@ -528,6 +540,13 @@ func (e *LineSymbol) ResetFuturesSymbol() error {
} }
} }
//交易所已经没有的交易对直接去除
for _, v := range oldMapSymbols {
if _, ok := tradeSets[v.Symbol]; !ok && !utility.ContainsStr(deleteSymbols, v.Symbol) {
deleteSymbols = append(deleteSymbols, v.Symbol)
}
}
groups, err := getSymbolGroups(e, "2") groups, err := getSymbolGroups(e, "2")
if err != nil { if err != nil {
return err return err

19
app/admin/service/line_symbol_black.go
View File

@ -79,15 +79,11 @@ func (e *LineSymbolBlack) Insert(c *dto.LineSymbolBlackInsertReq) error {
} }
err = e.Orm.Create(&data).Error err = e.Orm.Create(&data).Error
if err != nil {
e.Log.Errorf("LineSymbolBlackService Insert error:%s \r\n", err)
return err return err
} }
return e.reloadSymbol(c.Type) func (e *LineSymbolBlack) ReloadSymbol(symbolType string) error {
}
func (e *LineSymbolBlack) reloadSymbol(symbolType string) error {
symbolService := LineSymbol{Service: e.Service} symbolService := LineSymbol{Service: e.Service}
if symbolType == "1" { if symbolType == "1" {
@ -133,21 +129,12 @@ func (e *LineSymbolBlack) Update(c *dto.LineSymbolBlackUpdateReq, p *actions.Dat
if db.RowsAffected == 0 { if db.RowsAffected == 0 {
return errors.New("无权更新该数据") return errors.New("无权更新该数据")
} }
return e.reloadSymbol(c.Type) return nil
} }
// Remove 删除LineSymbolBlack // Remove 删除LineSymbolBlack
func (e *LineSymbolBlack) Remove(d *dto.LineSymbolBlackDeleteReq, p *actions.DataPermission) error { func (e *LineSymbolBlack) Remove(d *dto.LineSymbolBlackDeleteReq, p *actions.DataPermission) error {
var data models.LineSymbolBlack var data models.LineSymbolBlack
types := make([]string, 0)
e.Orm.Model(&data).Where("id in ?", d.GetId()).Select("type").Distinct().Find(&types)
for _, v := range types {
if v != "" {
e.reloadSymbol(v)
}
}
db := e.Orm.Model(&data). db := e.Orm.Model(&data).
Scopes( Scopes(

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) mainOrders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&DbModels.LinePreOrder{}). 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). apiId, symbol, symbolType, side, exchangeType, newId).
Select("id", "main_id", "order_sn").Find(&mainOrders).Error; err != nil { Select("id", "main_id", "order_sn").Find(&mainOrders).Error; err != nil {
return nil, err return nil, err

63
services/binanceservice/futuresrest.go
View File

@ -93,7 +93,7 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
switch { switch {
//主单成交 //主单成交
case preOrder.OrderType == 0 && orderStatus == 6: case preOrder.OrderType == 0 && orderStatus == 6:
handleFutMainOrderFilled(db, preOrder) handleFutMainOrderFilled(db, preOrder, preOrder.Id, true)
//止盈成交 //止盈成交
case preOrder.OrderType == 1 && orderStatus == 6: case preOrder.OrderType == 1 && orderStatus == 6:
handleTakeProfit(db, preOrder) handleTakeProfit(db, preOrder)
@ -327,6 +327,13 @@ func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 止盈单成交 // 止盈单成交
func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) { func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
childCount, _ := GetChildTpOrder(db, preOrder.Id)
if childCount > 0 {
extOrderId := preOrder.Pid //ext主单id
handleFutMainOrderFilled(db, preOrder, extOrderId, false)
} else {
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn) removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder) removePosition(db, preOrder)
@ -345,6 +352,7 @@ func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err) logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err)
} }
} }
}
// 清除合约缓存 // 清除合约缓存
func removeFutLossAndAddPosition(mainId int, orderSn string) { func removeFutLossAndAddPosition(mainId int, orderSn string) {
@ -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 // 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 // 获取交易对配置和API信息
tradeSet, err := GetTradeSet(preOrder.Symbol, 1) tradeSet, err := GetTradeSet(preOrder.Symbol, 1)
if err != nil || tradeSet.Coin == "" { 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 // 获取和保存持仓数据
positionData := savePosition(db, preOrder) positionData := savePosition(db, preOrder)
orderExt := models.LinePreOrderExt{} 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)) 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 // 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() order.Price = price.String()
// 更新止盈止损订单数量 // 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 // 根据订单类型处理
switch order.OrderType { switch order.OrderType {
case 1: // 止盈 case 1: // 止盈
//亏损大于0 重新计算比例 //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 := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2) percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
order.Rate = percentag.String() order.Rate = percentag.String()
@ -460,10 +468,30 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
} else { } else {
order.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() 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) processFutTakeProfitOrder(db, FutRestApi{}, order, num)
case 2: // 止损 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) processFutStopLossOrder(db, order, price, num)
case 4: // 减仓 case 4: // 减仓
processFutReduceOrder(order, price, num) processFutReduceOrder(order, price, num)
@ -541,20 +569,19 @@ func getStopOrders(db *gorm.DB, preOrder *models.LinePreOrder) ([]models.LinePre
} }
// 更新订单数量 // 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 // 处理减仓比例
if order.OrderType == 4 { // if order.OrderType == 4 && ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
ext := DbModels.LinePreOrderExt{} // // 计算减仓数量
if err := db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext).Error; err != nil { // num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
logger.Errorf("查询减仓比例失败, 订单号:%s, 错误信息: %v", order.OrderSn, err) // order.Num = num.String()
} // } else
// 计算减仓数量 if first && order.OrderCategory == 1 && ext.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && ext.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 { // 计算止盈数量
num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)) num = num.Mul(ext.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
order.Num = num.String() order.Num = num.String()
} }
}
// 更新订单数量 // 更新订单数量
if err := db.Model(&order).Update("num", num).Error; err != nil { if err := db.Model(&order).Update("num", num).Error; err != nil {
@ -613,17 +640,17 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
if err != nil { if err != nil {
logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err) logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id). 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) logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
} }
} else { } else {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id). 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) 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). 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) 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) { // 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
}

53
services/binanceservice/spotreset.go
View File

@ -404,6 +404,13 @@ func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder)
// 止盈成交 // 止盈成交
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
childCount, _ := GetChildTpOrder(db, preOrder.Id)
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) removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
spotApi := SpotRestApi{} spotApi := SpotRestApi{}
@ -429,15 +436,9 @@ func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return 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 return nil
}) })
}
} }
// 移除仓位信息 // 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 // 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 // 主单成交 处理止盈止损订单
// preOrder 主单 // preOrder 主单
// positionData 持仓缓存信息 // 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{} orders := []models.LinePreOrder{}
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0) tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
@ -651,18 +653,14 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
price := utility.StrToDecimal(preOrder.Price) price := utility.StrToDecimal(preOrder.Price)
spotApi := SpotRestApi{} spotApi := SpotRestApi{}
orderExt := models.LinePreOrderExt{} 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 { for _, order := range orders {
order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String() order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String()
if order.OrderType == 4 { if fist && order.OrderCategory == 1 && orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
ext := DbModels.LinePreOrderExt{} //主单第一次且止盈数量不是100% 止盈数量
db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext) order.Num = num.Mul(orderExt.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
order.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
}
} }
if err := db.Model(&order).Update("num", order.Num).Error; err != nil { 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 { switch order.OrderType {
case 1: // 止盈 case 1: // 止盈
//亏损大于0 重新计算比例 //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 := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
if fist {
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2) percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
}
order.Rate = percentag.String() order.Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100)) percentag = percentag.Div(decimal.NewFromInt(100))
order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() 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) processTakeProfitOrder(db, spotApi, order)
case 2: // 止损 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) processStopLossOrder(order)
case 4: //减仓 case 4: //减仓
processSpotReduceOrder(order) processSpotReduceOrder(order)
@ -761,16 +772,16 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
if err != nil { if err != nil {
logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err) logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id). 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) logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
} }
} else { } else {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id). 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) 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). 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) logger.Error("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
} }
} }