1
This commit is contained in:
@ -2,15 +2,18 @@ package binanceservice
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import (
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"context"
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"errors"
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"fmt"
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"go-admin/app/admin/models"
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DbModels "go-admin/app/admin/models"
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"go-admin/app/admin/service/dto"
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"go-admin/common/const/rediskey"
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"go-admin/common/global"
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"go-admin/common/helper"
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models2 "go-admin/models"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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"strconv"
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"strings"
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"time"
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@ -100,7 +103,6 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
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//减仓回调
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case preOrder.OrderType == 4 && orderStatus == 6:
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handleReduceFilled(db, preOrder)
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//止损成交
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case preOrder.OrderType == 2 && orderStatus == 6:
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handleStopLoss(db, preOrder)
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@ -161,33 +163,9 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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// 不是100%减仓 就需要挂止盈止损
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if rate < 100 {
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futApi := FutRestApi{}
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positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol)
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var num decimal.Decimal
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totalNum, err := getFuturesPositionNum(apiUserInfo, preOrder, tradeSet)
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if err != nil {
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logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
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return
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}
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for _, item := range positions {
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if item.Symbol == preOrder.Symbol {
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positionAmt := utility.StrToDecimal(item.PositionAmt)
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//多
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if positionAmt.Cmp(decimal.Zero) > 0 && preOrder.Site == "SELL" {
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num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
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break
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} else if positionAmt.Cmp(decimal.Zero) < 0 && preOrder.Site == "BUY" {
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//空
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num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
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break
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}
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}
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}
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if num.Cmp(decimal.Zero) <= 0 {
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logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
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return
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}
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@ -203,7 +181,7 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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takeProfitOrder.CreatedAt = time.Now()
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takeProfitOrder.BuyPrice = "0"
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takeProfitOrder.MainOrderType = "LIMIT"
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takeProfitOrder.Num = num.String()
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takeProfitOrder.Num = totalNum.String()
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orders = append(orders, takeProfitOrder)
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//有止损单
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@ -220,7 +198,7 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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stoploss.BuyPrice = "0"
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stoploss.Rate = "100"
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stoploss.MainOrderType = "LIMIT"
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stoploss.Num = num.String()
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stoploss.Num = totalNum.String()
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orders = append(orders, stoploss)
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}
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@ -230,23 +208,12 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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return
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}
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spotApi := SpotRestApi{}
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paramsMap := OrderPlacementService{
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ApiId: takeProfitOrder.ApiId,
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Symbol: takeProfitOrder.Symbol,
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Side: takeProfitOrder.Site,
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Type: "LIMIT",
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TimeInForce: "GTC",
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Price: utility.StrToDecimal(takeProfitOrder.Price),
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Quantity: num,
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NewClientOrderId: takeProfitOrder.OrderSn,
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StopPrice: utility.StrToDecimal(takeProfitOrder.Price),
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}
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if err := spotApi.OrderPlace(db, paramsMap); err != nil {
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logger.Errorf("减仓后重下止盈失败 减仓order_sn:%s err:%v", preOrder.OrderSn, err)
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if err2 := db.Model(&takeProfitOrder).Updates(map[string]interface{}{"status": 2, "": err.Error()}).Error; err2 != nil {
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logger.Errorf("handleMainReduceFilled 更新止盈单失败:%v", err2)
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futApi := FutRestApi{}
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for _, v := range orders {
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if v.OrderType == 1 {
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processFutTakeProfitOrder(db, futApi, v, totalNum)
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} else if v.OrderType == 2 {
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processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
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}
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}
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}
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@ -259,7 +226,7 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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return
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}
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keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
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keyFutAddpositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
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addPositionData := AddPositionList{
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MainId: addPositionOrder.MainId,
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@ -278,199 +245,121 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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return
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}
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if err := helper.DefaultRedis.RPushList(keySpotAddPosition, addVal); err != nil {
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if err := helper.DefaultRedis.RPushList(keyFutAddpositionKey, addVal); err != nil {
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logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
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}
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}
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// 获取币安合约持仓
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func getFuturesPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) {
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futApi := FutRestApi{}
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positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol)
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var num decimal.Decimal
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if err != nil {
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logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
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return num, err
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}
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for _, item := range positions {
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if item.Symbol == preOrder.Symbol {
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positionAmt := utility.StrToDecimal(item.PositionAmt)
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//多
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if positionAmt.Cmp(decimal.Zero) > 0 && preOrder.Site == "SELL" {
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num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
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break
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} else if positionAmt.Cmp(decimal.Zero) < 0 && preOrder.Site == "BUY" {
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//空
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num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
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break
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}
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}
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}
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if num.Cmp(decimal.Zero) <= 0 {
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logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
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return num, errors.New("获取持仓数量为0")
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}
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return num, nil
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}
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// 平仓单成交
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func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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panic("unimplemented")
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removeFutLossAndAddPosition(preOrder)
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ids := []int{preOrder.Pid, preOrder.MainId}
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//主单止盈成交
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
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logger.Errorf("平仓单成功 修改主单状态失败 订单号:%s:", err)
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}
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}
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// 止损单成交
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func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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// 获取主订单
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order, err := GetOrderById(db, preOrder.Pid)
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if err != nil {
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logger.Errorf("止损单成交 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err)
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return
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removeFutLossAndAddPosition(preOrder)
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ids := []int{preOrder.Pid, preOrder.MainId}
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//主单止损成交
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
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logger.Errorf("止损单成功 修改主单状态失败 订单号:%s:", err)
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}
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// 检查订单类型
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if order.OrderCategory != 1 {
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if err := db.Model(&order).Where("pid =? AND order_status <9 AND order_type =0", preOrder.Pid).Error; err != nil {
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logger.Errorf("对冲止损单成交 修改对冲主单状态失败 订单号:%s err:%v", order.OrderSn, err)
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}
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return
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}
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// 修改主单状态
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if err := db.Model(&order).Where("id =? AND order_status < 9", preOrder.Pid).Error; err != nil {
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logger.Errorf("止损单成交 修改主单状态失败 订单号:%s err:%v", order.OrderSn, err)
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return
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}
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// 检查是否有对冲
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if order.CoverType <= 0 {
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return
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}
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triggerHedgeOrder(order, db, preOrder)
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}
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// 下合约对冲单
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func triggerHedgeOrder(order DbModels.LinePreOrder, db *gorm.DB, preOrder *DbModels.LinePreOrder) bool {
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symbolName := utility.ReplaceSuffix(order.Symbol, order.QuoteSymbol, "USDT")
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// 获取交易对配置
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tradeSet, err := GetTradeSet(symbolName, 1)
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if tradeSet.Coin == "" || err != nil {
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logger.Errorf("止损单成交 获取交易对配置失败 交易对:%s 订单号:%s err:%v", symbolName, order.OrderSn, err)
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return true
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}
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// 检查对冲单购买金额
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// if order.HedgeBuyTotal.Cmp(decimal.Zero) <= 0 {
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// logger.Errorf("止损单成交 对冲单购买金额为0 订单号:%s", order.OrderSn)
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// return true
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// }
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// 获取系统设置
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setting, err := GetSystemSetting(db)
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if err != nil {
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logger.Errorf("止损单成交 获取系统设置失败 订单号:%s err:%v", order.OrderSn, err)
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return true
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}
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// 获取API信息
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apiInfo, err := GetChildApiInfo(order.ApiId)
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if err != nil {
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logger.Errorf("止损单成交 获取api信息失败 订单号:%s err:%v", order.OrderSn, err)
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return true
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}
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// 计算价格
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price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
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if order.CoverType == 1 {
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price = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
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}
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if price.Cmp(decimal.Zero) <= 0 {
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logger.Errorf("单价异常 price:%v 止损单编号:%s 行情:%v", price, order.OrderSn, tradeSet)
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return true
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}
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// 创建对冲订单
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hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder := createHedgeOrders(order, price, &tradeSet, &apiInfo, &setting)
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orders := []DbModels.LinePreOrder{hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder}
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// 批量插入订单
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if err := db.Model(&DbModels.LinePreOrder{}).CreateInBatches(orders, 1).Error; err != nil {
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logger.Errorf("主单止损 重下对冲失败,止损单id:%s err:%v", order.OrderSn, err)
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return true
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}
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// 调用API下单
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if err := placeFutOrder(db, hedgeOrder, price, &apiInfo); err != nil {
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logger.Errorf("主单止损 重下对冲失败,止损单号:%s err:%v", order.OrderSn, err)
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}
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return false
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}
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// 创建对冲订单
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func createHedgeOrders(order DbModels.LinePreOrder, price decimal.Decimal, tradeSet *models2.TradeSet, apiInfo *DbModels.LineApiUser, setting *DbModels.LineSystemSetting) (DbModels.LinePreOrder, DbModels.LinePreOrder, DbModels.LinePreOrder) {
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// buyPrice := order.HedgeBuyTotal.String()
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// if order.HedgeBuyType == 1 {
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// mainTotal := utility.StrToDecimal(order.BuyPrice)
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// buyPrice = mainTotal.Mul(order.HedgeBuyTotal).Truncate(int32(tradeSet.PriceDigit)).String()
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// }
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hedgeOrder := DbModels.LinePreOrder{
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ApiId: apiInfo.Id,
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ExchangeType: order.ExchangeType,
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Pid: order.Pid,
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Symbol: order.Symbol,
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SymbolType: global.SYMBOL_FUTURES,
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SignPrice: order.Price,
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SignPriceType: "new",
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Rate: "0",
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// BuyPrice: buyPrice,
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OrderCategory: 2,
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OrderSn: utility.Int64ToString(snowflakehelper.GetOrderId()),
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OrderType: 0,
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CoverType: 0,
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// MainOrderType: order.HedgeOrderType,
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}
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hedgeStoplossOrder := order
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hedgeTakeProfitOrder := order
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if order.Site == "BUY" {
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hedgeOrder.Site = "SELL"
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hedgeStoplossOrder.Site = "BUY"
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hedgeTakeProfitOrder.Site = "BUY"
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} else {
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hedgeOrder.Site = "BUY"
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hedgeStoplossOrder.Site = "SELL"
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hedgeTakeProfitOrder.Site = "SELL"
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}
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// 计算止盈止损价格
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// if hedgeOrder.Site == "BUY" {
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// hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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// hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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// } else {
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// hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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// hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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// }
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if hedgeOrder.MainOrderType == "LIMIT" {
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coverRate := utility.StrToDecimal(setting.CoverOrderTypeBRate)
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price = price.Mul(decimal.NewFromInt(1).Add(coverRate)).Truncate(int32(tradeSet.PriceDigit))
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}
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// num := order.HedgeBuyTotal.Div(price).Truncate(int32(tradeSet.AmountDigit))
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hedgeOrder.Price = price.String()
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// hedgeOrder.Num = num.String()
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hedgeStoplossOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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// hedgeStoplossOrder.Rate = order.HedgeStopLoss.String()
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// hedgeStoplossOrder.Num = num.String()
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hedgeTakeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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// hedgeTakeProfitOrder.Rate = order.HedgeTakeProfit.String()
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// hedgeTakeProfitOrder.Num = num.String()
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return hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder
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}
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// 调用合约API下单
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func placeFutOrder(db *gorm.DB, hedgeOrder DbModels.LinePreOrder, price decimal.Decimal, apiInfo *DbModels.LineApiUser) error {
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futApi := FutRestApi{}
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params := FutOrderPlace{
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ApiId: apiInfo.Id,
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Symbol: hedgeOrder.Symbol,
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Side: hedgeOrder.Site,
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Quantity: utility.StrToDecimal(hedgeOrder.Num),
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Price: price,
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NewClientOrderId: hedgeOrder.OrderSn,
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SideType: hedgeOrder.MainOrderType,
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OrderType: hedgeOrder.MainOrderType,
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}
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return futApi.OrderPlace(db, params)
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}
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// 止盈单成交
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func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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if preOrder.OrderCategory == 1 {
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//主单止盈成交
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", preOrder.Pid).Update("order_type", 3).Error; err != nil {
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logger.Errorf("主单止盈成功修改主单状态失败 订单号:%s:", err)
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removeFutLossAndAddPosition(preOrder)
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ids := []int{preOrder.Pid, preOrder.MainId}
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//主单止盈成交
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
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logger.Errorf("主单止盈成功修改主单状态失败 订单号:%s:", err)
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}
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}
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// 清除合约缓存
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func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
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stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
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stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
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addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
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addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
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reduceKey := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
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reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey)
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stoploss := dto.StopLossRedisList{}
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addPosition := AddPositionList{}
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reduce := ReduceListItem{}
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//止损缓存
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for _, v := range stoplossVal {
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sonic.Unmarshal([]byte(v), &stoploss)
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if stoploss.MainId == preOrder.MainId {
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_, err := helper.DefaultRedis.LRem(stoplossKey, v)
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if err != nil {
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logger.Errorf("订单回调失败, 回调订单号:%s 删除止损缓存失败:%v", preOrder.OrderSn, err)
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}
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}
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} else {
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//对冲单止盈成交
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 2 AND order_type =0 AND status < 9", preOrder.Pid).Update("status", 9).Error; err != nil {
|
||||
logger.Errorf("对冲止盈成功修改主单状态失败 订单号:%s:", err)
|
||||
}
|
||||
|
||||
//加仓缓存
|
||||
for _, v := range addPositionVal {
|
||||
sonic.Unmarshal([]byte(v), &addPosition)
|
||||
if addPosition.MainId == preOrder.MainId {
|
||||
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
|
||||
|
||||
if err != nil {
|
||||
logger.Errorf("订单回调失败, 回调订单号:%s 删除加仓缓存失败:%v", preOrder.OrderSn, err)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//减仓缓存
|
||||
for _, v := range reduceVal {
|
||||
sonic.Unmarshal([]byte(v), &reduce)
|
||||
if reduce.MainId == preOrder.MainId {
|
||||
_, err := helper.DefaultRedis.LRem(reduceKey, v)
|
||||
|
||||
if err != nil {
|
||||
logger.Errorf("订单回调失败, 回调订单号:%s 删除减仓缓存失败:%v", preOrder.OrderSn, err)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@ -479,13 +368,6 @@ func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||
// preOrder 主单
|
||||
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
|
||||
orders := []models.LinePreOrder{}
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
|
||||
logger.Error("订单回调查询止盈止损单失败:", err)
|
||||
return
|
||||
}
|
||||
|
||||
futApi := FutRestApi{}
|
||||
num, _ := decimal.NewFromString(preOrder.Num)
|
||||
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
|
||||
|
||||
if tradeSet.Coin == "" {
|
||||
@ -493,6 +375,21 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
|
||||
return
|
||||
}
|
||||
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).
|
||||
Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).
|
||||
Find(&orders).Error; err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
|
||||
logger.Error("订单回调查询止盈止损单失败:", err)
|
||||
return
|
||||
} else if len(orders) == 0 && preOrder.OrderCategory == 3 {
|
||||
orders, err = makeFuturesTakeAndReduce(preOrder, db, tradeSet, orders)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
futApi := FutRestApi{}
|
||||
num, _ := decimal.NewFromString(preOrder.Num)
|
||||
|
||||
for i, order := range orders {
|
||||
if i >= 2 { // 最多处理 2 个订单
|
||||
break
|
||||
@ -511,14 +408,122 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
|
||||
case 2: // 止损
|
||||
processFutStopLossOrder(db, order, price, num)
|
||||
case 4: //减仓
|
||||
processFutReduceOrder(db, order, price, num)
|
||||
processFutReduceOrder(order, price, num)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 构建合约止盈、减仓单
|
||||
func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) {
|
||||
ext := models.LinePreOrderExt{}
|
||||
apiInfo, err := GetApiInfo(preOrder.ApiId)
|
||||
price := utility.StrToDecimal(preOrder.Price)
|
||||
|
||||
if apiInfo.Id == 0 {
|
||||
logger.Error("订单回调查询apiuserinfo失败 err:", err)
|
||||
return nil, errors.New("订单回调查询apiuserinfo失败")
|
||||
}
|
||||
|
||||
if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil {
|
||||
logger.Error("订单回调查询止盈止损单扩展表失败:", err)
|
||||
return nil, errors.New("订单回调查询止盈止损单扩展表失败")
|
||||
}
|
||||
|
||||
totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
|
||||
num, err := getFuturesPositionNum(apiInfo, preOrder, tradeSet)
|
||||
|
||||
if err != nil {
|
||||
logger.Error("订单回调查询持仓数量失败:", err)
|
||||
return nil, errors.New("订单回调查询持仓数量失败")
|
||||
}
|
||||
|
||||
//止盈单
|
||||
if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
|
||||
profitOrder := models.LinePreOrder{}
|
||||
copier.Copy(&profitOrder, preOrder)
|
||||
var rate decimal.Decimal
|
||||
|
||||
profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
|
||||
profitOrder.Pid = preOrder.Id
|
||||
profitOrder.OrderType = 1
|
||||
profitOrder.Status = 0
|
||||
profitOrder.MainId = ext.MainOrderId
|
||||
profitOrder.Num = num.String()
|
||||
|
||||
//止盈需要累加之前的亏损
|
||||
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
|
||||
rate = totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs().Add(ext.TakeProfitRatio).Truncate(2)
|
||||
} else {
|
||||
rate = ext.TakeProfitRatio
|
||||
}
|
||||
|
||||
profitOrder.Rate = rate.String()
|
||||
|
||||
orders = append(orders, profitOrder)
|
||||
}
|
||||
|
||||
//减仓单
|
||||
if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 {
|
||||
stopOrder := models.LinePreOrder{}
|
||||
copier.Copy(&stopOrder, preOrder)
|
||||
|
||||
stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
|
||||
stopOrder.Pid = preOrder.Id
|
||||
stopOrder.MainId = ext.MainOrderId
|
||||
stopOrder.OrderType = 4
|
||||
stopOrder.Status = 0
|
||||
stopOrder.Rate = ext.ReducePriceRatio.String()
|
||||
stopOrder.Num = num.String()
|
||||
|
||||
orders = append(orders, stopOrder)
|
||||
}
|
||||
|
||||
for index := range orders {
|
||||
orderRate := utility.StrToDecimal(orders[index].Rate)
|
||||
if strings.ToUpper(preOrder.Site) == "BUY" {
|
||||
orders[index].Site = "SELL"
|
||||
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
||||
} else {
|
||||
orders[index].Site = "BUY"
|
||||
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
||||
}
|
||||
}
|
||||
|
||||
if len(orders) > 0 {
|
||||
if err := db.Create(&orders).Error; err != nil {
|
||||
logger.Error("主单回调,创建止盈、减仓单失败")
|
||||
return orders, errors.New("主单回调,创建止盈、减仓单失败")
|
||||
}
|
||||
}
|
||||
return orders, nil
|
||||
}
|
||||
|
||||
// 减仓单
|
||||
func processFutReduceOrder(db *gorm.DB, order DbModels.LinePreOrder, price, num decimal.Decimal) {
|
||||
// key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
|
||||
func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) {
|
||||
key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
|
||||
item := ReduceListItem{
|
||||
Id: order.Id,
|
||||
ApiId: order.ApiId,
|
||||
Pid: order.Pid,
|
||||
MainId: order.MainId,
|
||||
Price: price,
|
||||
Num: num,
|
||||
Side: order.Site,
|
||||
Symbol: order.Symbol,
|
||||
OrderSn: order.OrderSn,
|
||||
}
|
||||
|
||||
itemVal, err := sonic.MarshalString(&item)
|
||||
|
||||
if err != nil {
|
||||
logger.Errorf("序列化失败 err:%v", err)
|
||||
return
|
||||
}
|
||||
|
||||
if err := helper.DefaultRedis.RPushList(key, itemVal); err != nil {
|
||||
logger.Errorf("减仓单写入缓存失败 err:%v", err)
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
// 处理止盈订单
|
||||
|
||||
Reference in New Issue
Block a user