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This commit is contained in:
hucan
2025-02-11 14:49:16 +08:00
parent 1c5df7ad90
commit 18cbf359b7
10 changed files with 1319 additions and 612 deletions
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223
services/binanceservice/binancerest.go
View File

@ -1,7 +1,6 @@
package binanceservice
import (
"context"
"errors"
"fmt"
DbModels "go-admin/app/admin/models"
@ -15,7 +14,6 @@ import (
"go-admin/pkg/httputils"
"go-admin/pkg/utility"
"strings"
"time"
"github.com/shopspring/decimal"
"gorm.io/gorm"
@ -405,227 +403,6 @@ func GetClient(apiUserInfo *DbModels.LineApiUser) *helper.BinanceClient {
return client
}
/*
判断是否触发
*/
func JudgeSpotPrice(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
preOrderVal, _ := helper.DefaultRedis.GetAllList(key)
db := GetDBConnection()
if len(preOrderVal) == 0 {
return
}
spotApi := SpotRestApi{}
for _, item := range preOrderVal {
preOrder := dto.PreOrderRedisList{}
if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil {
log.Error("反序列化失败")
continue
}
if preOrder.Symbol == trade.Coin+trade.Currency {
orderPrice, _ := decimal.NewFromString(preOrder.Price)
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//买入
if strings.ToUpper(preOrder.Site) == "BUY" && orderPrice.Cmp(tradePrice) >= 0 && orderPrice.Cmp(decimal.Zero) > 0 && tradePrice.Cmp(decimal.Zero) > 0 {
SpotOrderLock(db, &preOrder, item, spotApi)
}
}
}
}
// 分布式锁下单
// v 预下单信息
// item 预下单源文本
func SpotOrderLock(db *gorm.DB, v *dto.PreOrderRedisList, item string, spotApi SpotRestApi) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, v.ApiId, v.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
key := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
preOrder := DbModels.LinePreOrder{}
if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
log.Error("获取预下单失败", err)
if errors.Is(err, gorm.ErrRecordNotFound) {
log.Error("不存在待触发主单", item)
helper.DefaultRedis.LRem(key, item)
}
return
}
hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
if !hasrecord {
log.Error("不存在待触发主单", item)
return
}
price, _ := decimal.NewFromString(v.Price)
num, _ := decimal.NewFromString(preOrder.Num)
params := OrderPlacementService{
ApiId: v.ApiId,
Symbol: v.Symbol,
Side: v.Site,
Type: preOrder.MainOrderType,
TimeInForce: "GTC",
Price: price,
Quantity: num,
NewClientOrderId: v.OrderSn,
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := spotApi.OrderPlace(db, params); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
if err != nil {
log.Error("下单失败后修改订单失败")
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
return
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil {
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
}
return
} else {
log.Error("获取锁失败")
return
}
}
// 判断是否触发止损
func JudgeSpotStopLoss(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
stopLossVal, _ := helper.DefaultRedis.GetAllList(key)
if len(stopLossVal) == 0 {
return
}
db := GetDBConnection()
spotApi := SpotRestApi{}
setting, err := GetSystemSetting(db)
if err != nil {
log.Error("获取系统设置失败")
return
}
tradeSet, err := GetTradeSet(trade.Coin+trade.Currency, 0)
if err != nil {
log.Error("获取交易设置失败")
return
}
for _, item := range stopLossVal {
stopOrder := dto.StopLossRedisList{}
if err := sonic.Unmarshal([]byte(item), &stopOrder); err != nil {
log.Error("反序列化失败")
continue
}
if stopOrder.Symbol == trade.Coin+trade.Currency {
orderPrice := stopOrder.Price
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//买入
if strings.ToUpper(stopOrder.Site) == "SELL" &&
orderPrice.Cmp(tradePrice) >= 0 &&
orderPrice.Cmp(decimal.Zero) > 0 &&
tradePrice.Cmp(decimal.Zero) > 0 {
SpotStopLossTrigger(db, stopOrder, spotApi, setting, tradeSet, key, item)
}
}
}
}
// 触发现货止损
func SpotStopLossTrigger(db *gorm.DB, stopOrder dto.StopLossRedisList, spotApi SpotRestApi, setting DbModels.LineSystemSetting, tradeSet models.TradeSet, key string, item string) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, stopOrder.ApiId, stopOrder.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
takeOrder := DbModels.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type =1", stopOrder.PId).Find(&takeOrder).Error; err != nil {
log.Error("查询止盈单失败")
return
}
apiInfo, _ := GetApiInfo(takeOrder.ApiId)
if apiInfo.Id == 0 {
log.Error("现货止损 查询api用户不存在")
return
}
var err error
for x := 1; x <= 4; x++ {
err = spotApi.CancelOpenOrderByOrderSn(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err == nil {
break
}
}
if err != nil {
log.Error("现货止损撤单失败", err)
return
}
stopPreOrder, _ := GetOrderById(db, stopOrder.Id)
price := stopOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.StopLossPremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
num := utility.StrToDecimal(takeOrder.Num).Truncate(int32(tradeSet.AmountDigit))
params := OrderPlacementService{
ApiId: takeOrder.ApiId,
Side: takeOrder.Site,
Type: "LIMIT",
TimeInForce: "GTC",
Symbol: takeOrder.Symbol,
Price: price,
Quantity: num,
NewClientOrderId: stopPreOrder.OrderSn,
}
if err := spotApi.OrderPlace(db, params); err != nil {
log.Errorf("现货止损挂单失败 id：%s err:%v", stopOrder.Id, err)
}
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
log.Errorf("现货止损 删除缓存失败 id:%v err:%v", stopOrder.Id, err)
}
} else {
log.Error("获取锁失败")
}
}
/*
获取api用户信息
*/

132
services/binanceservice/futuresbinancerest.go
View File

@ -1,7 +1,6 @@
package binanceservice
import (
"context"
"errors"
"fmt"
DbModels "go-admin/app/admin/models"
@ -723,129 +722,6 @@ func (e FutRestApi) ClosePosition(symbol string, orderSn string, quantity decima
return nil
}
/*
判断合约触发
*/
func JudgeFuturesPrice(tradeSet models.TradeSet) {
preOrderVal, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE))
db := GetDBConnection()
if len(preOrderVal) == 0 {
return
}
futApi := FutRestApi{}
for _, item := range preOrderVal {
preOrder := dto.PreOrderRedisList{}
if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil {
log.Error("反序列化失败")
continue
}
if preOrder.Symbol != tradeSet.Coin+tradeSet.Currency {
continue
}
orderPrice, _ := decimal.NewFromString(preOrder.Price)
tradePrice, _ := decimal.NewFromString(tradeSet.LastPrice)
if orderPrice.Cmp(decimal.Zero) == 0 || tradePrice.Cmp(decimal.Zero) == 0 {
continue
}
//多
if (strings.ToUpper(preOrder.Site) == "BUY" && orderPrice.Cmp(tradePrice) >= 0) ||
(strings.ToUpper(preOrder.Site) == "SELL" && orderPrice.Cmp(tradePrice) <= 0) {
futTriggerOrder(db, &preOrder, item, futApi)
}
}
}
// 分布式锁下单
func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi FutRestApi) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, v.ApiId, v.Symbol), 200, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Debug("获取锁失败", err)
return
} else if ok {
defer lock.Release()
key := fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE)
preOrder := DbModels.LinePreOrder{}
if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
log.Error("获取预下单失败", err)
if errors.Is(err, gorm.ErrRecordNotFound) {
log.Error("不存在待触发主单", item)
helper.DefaultRedis.LRem(key, item)
}
return
}
hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
if !hasrecord {
log.Debug("预下单缓存中不存在", item)
return
}
price, _ := decimal.NewFromString(v.Price)
num, _ := decimal.NewFromString(preOrder.Num)
if price.Cmp(decimal.Zero) == 0 {
log.Error("价格不能为0")
return
}
params := FutOrderPlace{
ApiId: v.ApiId,
Symbol: v.Symbol,
Side: v.Site,
OrderType: preOrder.MainOrderType,
SideType: preOrder.MainOrderType,
Price: price,
Quantity: num,
NewClientOrderId: v.OrderSn,
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := futApi.OrderPlace(db, params); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? and status='0'", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
if err != nil {
log.Error("更新预下单状态失败")
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
return
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil {
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
}
return
} else {
log.Error("获取锁失败")
return
}
}
// CancelFutOrder 通过单个订单号取消合约委托
// symbol 交易对
// newClientOrderId 系统自定义订单号
@ -865,7 +741,7 @@ func (e FutRestApi) CancelFutOrder(apiUserInfo DbModels.LineApiUser, symbol stri
if err != nil {
var dataMap map[string]interface{}
if err2 := sonic.Unmarshal([]byte(err.Error()), &dataMap); err2 != nil {
return errors.New(fmt.Sprintf("api_id:%d 交易对:%s 撤销合约委托出错:%s", apiUserInfo.Id, symbol, err.Error()))
return fmt.Errorf("api_id:%d 交易对:%s 撤销合约委托出错:%s", apiUserInfo.Id, symbol, err.Error())
}
code, ok := dataMap["code"]
if ok {
@ -875,7 +751,7 @@ func (e FutRestApi) CancelFutOrder(apiUserInfo DbModels.LineApiUser, symbol stri
errContent = err.Error()
}
return errors.New(fmt.Sprintf("api_id:%d 交易对:%s 撤销合约委托出错:%s", apiUserInfo.Id, symbol, errContent))
return fmt.Errorf("api_id:%d 交易对:%s 撤销合约委托出错:%s", apiUserInfo.Id, symbol, errContent)
}
}
return nil
@ -920,7 +796,7 @@ func (e FutRestApi) CancelAllFutOrder(apiUserInfo DbModels.LineApiUser, symbol s
// newClientOrderIdList 系统自定义的订单号, 最多支持10个订单
func (e FutRestApi) CancelBatchFutOrder(apiUserInfo DbModels.LineApiUser, symbol string, newClientOrderIdList []string) error {
if len(newClientOrderIdList) > 10 {
return errors.New(fmt.Sprintf("api_id:%d 交易对:%s 撤销批量合约委托出错:%s", apiUserInfo.Id, symbol, "最多支持10个订单"))
return fmt.Errorf("api_id:%d 交易对:%s 撤销批量合约委托出错:%s", apiUserInfo.Id, symbol, "最多支持10个订单")
}
endpoint := "/fapi/v1/batchOrders"
marshal, _ := sonic.Marshal(newClientOrderIdList)
@ -942,7 +818,7 @@ func (e FutRestApi) CancelBatchFutOrder(apiUserInfo DbModels.LineApiUser, symbol
var dataMap map[string]interface{}
if err.Error() != "" {
if err2 := sonic.Unmarshal([]byte(err.Error()), &dataMap); err2 != nil {
return errors.New(fmt.Sprintf("api_id:%d 交易对:%s 撤销批量合约委托出错:%s", apiUserInfo.Id, symbol, err.Error()))
return fmt.Errorf("api_id:%d 交易对:%s 撤销批量合约委托出错:%s", apiUserInfo.Id, symbol, err.Error())
}
}
code, ok := dataMap["code"]

376
services/binanceservice/futuresjudgeservice.go Normal file
View File

@ -0,0 +1,376 @@
package binanceservice
import (
"context"
"errors"
"fmt"
DbModels "go-admin/app/admin/models"
"go-admin/app/admin/service/dto"
"go-admin/common/const/rediskey"
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/models"
"go-admin/pkg/utility"
"strings"
"time"
"github.com/bytedance/sonic"
log "github.com/go-admin-team/go-admin-core/logger"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
/*
判断合约触发
*/
func JudgeFuturesPrice(tradeSet models.TradeSet) {
preOrderVal, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE))
db := GetDBConnection()
if len(preOrderVal) == 0 {
return
}
futApi := FutRestApi{}
for _, item := range preOrderVal {
preOrder := dto.PreOrderRedisList{}
if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil {
log.Error("反序列化失败")
continue
}
if preOrder.Symbol != tradeSet.Coin+tradeSet.Currency {
continue
}
orderPrice, _ := decimal.NewFromString(preOrder.Price)
tradePrice, _ := decimal.NewFromString(tradeSet.LastPrice)
if orderPrice.Cmp(decimal.Zero) == 0 || tradePrice.Cmp(decimal.Zero) == 0 {
continue
}
//多
if (strings.ToUpper(preOrder.Site) == "BUY" && orderPrice.Cmp(tradePrice) >= 0) ||
(strings.ToUpper(preOrder.Site) == "SELL" && orderPrice.Cmp(tradePrice) <= 0) {
futTriggerOrder(db, &preOrder, item, futApi)
}
}
}
// 分布式锁下单
func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi FutRestApi) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, v.ApiId, v.Symbol), 200, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Debug("获取锁失败", err)
return
} else if ok {
defer lock.Release()
key := fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE)
preOrder := DbModels.LinePreOrder{}
if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
log.Error("获取预下单失败", err)
if errors.Is(err, gorm.ErrRecordNotFound) {
log.Error("不存在待触发主单", item)
helper.DefaultRedis.LRem(key, item)
}
return
}
hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
if !hasrecord {
log.Debug("预下单缓存中不存在", item)
return
}
price, _ := decimal.NewFromString(v.Price)
num, _ := decimal.NewFromString(preOrder.Num)
if price.Cmp(decimal.Zero) == 0 {
log.Error("价格不能为0")
return
}
params := FutOrderPlace{
ApiId: v.ApiId,
Symbol: v.Symbol,
Side: v.Site,
OrderType: preOrder.MainOrderType,
SideType: preOrder.MainOrderType,
Price: price,
Quantity: num,
NewClientOrderId: v.OrderSn,
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := futApi.OrderPlace(db, params); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? and status='0'", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
if err != nil {
log.Error("更新预下单状态失败")
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
return
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil {
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
}
return
} else {
log.Error("获取锁失败")
return
}
}
// 判断是否触发合约减仓
func JudgeFuturesReduce(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
reduceVal, _ := helper.DefaultRedis.GetAllList(key)
if len(reduceVal) == 0 {
return
}
db := GetDBConnection()
spotApi := SpotRestApi{}
setting, err := GetSystemSetting(db)
if err != nil {
log.Error("获取系统设置失败")
return
}
tradeSet, err := GetTradeSet(trade.Coin+trade.Currency, 0)
if err != nil {
log.Error("获取交易设置失败")
return
}
for _, item := range reduceVal {
reduceOrder := ReduceListItem{}
if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil {
log.Error("反序列化失败")
continue
}
if reduceOrder.Symbol == trade.Coin+trade.Currency {
orderPrice := reduceOrder.Price
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//买入
if orderPrice.Cmp(decimal.Zero) > 0 &&
tradePrice.Cmp(decimal.Zero) > 0 &&
((strings.ToUpper(reduceOrder.Side) == "SELL" && orderPrice.Cmp(tradePrice) >= 0) ||
(strings.ToUpper(reduceOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) <= 0)) {
SpotReduceTrigger(db, reduceOrder, spotApi, setting, tradeSet, key, item)
}
}
}
}
// 触发合约减仓
func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRestApi, setting DbModels.LineSystemSetting, tradeSet models.TradeSet, key, item string) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutTrigger, reduceOrder.ApiId, reduceOrder.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
takeOrder := DbModels.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type =1", reduceOrder.Pid).Find(&takeOrder).Error; err != nil {
log.Error("查询止盈单失败")
return
}
apiInfo, _ := GetApiInfo(takeOrder.ApiId)
if apiInfo.Id == 0 {
log.Error("现货减仓 查询api用户不存在")
return
}
var err error
for x := 1; x <= 4; x++ {
err = futApi.CancelFutOrder(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err == nil {
break
}
}
if err != nil {
log.Error("合约止盈撤单失败", err)
return
}
price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
num := utility.StrToDecimal(takeOrder.Num).Truncate(int32(tradeSet.AmountDigit))
params := FutOrderPlace{
ApiId: reduceOrder.ApiId,
Side: reduceOrder.Side,
OrderType: "LIMIT",
Symbol: reduceOrder.Symbol,
Price: price,
Quantity: num,
NewClientOrderId: reduceOrder.OrderSn,
}
if err := futApi.OrderPlace(db, params); err != nil {
log.Errorf("合约减仓挂单失败 id：%s err:%v", reduceOrder.Id, err)
}
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
log.Errorf("合约减仓 删除缓存失败 id:%v err:%v", reduceOrder.Id, err)
}
} else {
log.Error("获取锁失败")
}
}
// 判断现货加仓
func JudgeFutAddPosition(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
preOrderVal, _ := helper.DefaultRedis.GetAllList(key)
db := GetDBConnection()
if len(preOrderVal) == 0 {
return
}
futApi := FutRestApi{}
for _, item := range preOrderVal {
preOrder := AddPositionList{}
if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil {
log.Error("反序列化失败")
continue
}
if preOrder.Symbol == trade.Coin+trade.Currency {
orderPrice := preOrder.Price
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
if orderPrice.Cmp(decimal.Zero) == 0 || tradePrice.Cmp(decimal.Zero) == 0 {
continue
}
//多
if (strings.ToUpper(preOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) >= 0) ||
(strings.ToUpper(preOrder.Side) == "SELL" && orderPrice.Cmp(tradePrice) <= 0) {
FutAddPositionTrigger(db, &preOrder, item, futApi)
}
}
}
}
// 合约加仓触发
func FutAddPositionTrigger(db *gorm.DB, v *AddPositionList, item string, futApi FutRestApi) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutTrigger, v.ApiId, v.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
setting, _ := GetSystemSetting(db)
tradeSet, _ := GetTradeSet(v.Symbol, 0)
if tradeSet.LastPrice == "" {
log.Errorf("合约加仓触发 查询交易对失败 交易对：%s ordersn:%s", v.Symbol, v.OrderSn)
return
}
key := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
preOrder := DbModels.LinePreOrder{}
if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
log.Error("获取预下单失败", err)
if errors.Is(err, gorm.ErrRecordNotFound) {
log.Error("不存在待触发加仓主单", item)
helper.DefaultRedis.LRem(key, item)
}
return
}
hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
if !hasrecord {
log.Error("不存在待触发加仓主单", item)
return
}
price := v.Price
num, _ := decimal.NewFromString(preOrder.Num)
if setting.AddPositionPremium.Cmp(decimal.Zero) > 0 {
price = price.Mul(decimal.NewFromInt(1).Sub(setting.AddPositionPremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
}
params := FutOrderPlace{
ApiId: v.ApiId,
Symbol: v.Symbol,
Side: v.Side,
OrderType: "LIMIT",
Price: price,
Quantity: num,
NewClientOrderId: v.OrderSn,
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := futApi.OrderPlace(db, params); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
if err != nil {
log.Error("下单失败后修改订单失败")
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
return
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil {
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
}
return
} else {
log.Error("获取锁失败")
return
}
}

561
services/binanceservice/futuresrest.go
View File

@ -2,15 +2,18 @@ package binanceservice
import (
"context"
"errors"
"fmt"
"go-admin/app/admin/models"
DbModels "go-admin/app/admin/models"
"go-admin/app/admin/service/dto"
"go-admin/common/const/rediskey"
"go-admin/common/global"
"go-admin/common/helper"
models2 "go-admin/models"
"go-admin/pkg/utility"
"go-admin/pkg/utility/snowflakehelper"
"strconv"
"strings"
"time"
@ -100,7 +103,6 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
//减仓回调
case preOrder.OrderType == 4 && orderStatus == 6:
handleReduceFilled(db, preOrder)
//止损成交
case preOrder.OrderType == 2 && orderStatus == 6:
handleStopLoss(db, preOrder)
@ -161,13 +163,102 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 不是100%减仓 就需要挂止盈止损
if rate < 100 {
totalNum, err := getFuturesPositionNum(apiUserInfo, preOrder, tradeSet)
if err != nil {
return
}
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
takeProfitOrder.Status = 0
takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
takeProfitOrder.OrderType = 1
takeProfitOrder.Rate = "100"
takeProfitOrder.SignPrice = preOrder.Price
takeProfitOrder.CreatedAt = time.Now()
takeProfitOrder.BuyPrice = "0"
takeProfitOrder.MainOrderType = "LIMIT"
takeProfitOrder.Num = totalNum.String()
orders = append(orders, takeProfitOrder)
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
copier.Copy(&stoploss, &preOrder)
stoploss.Id = 0
stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
stoploss.Status = 0
stoploss.CreatedAt = time.Now()
stoploss.OrderType = 2
stoploss.SignPrice = preOrder.Price
stoploss.BuyPrice = "0"
stoploss.Rate = "100"
stoploss.MainOrderType = "LIMIT"
stoploss.Num = totalNum.String()
orders = append(orders, stoploss)
}
if err := db.Create(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
return
}
futApi := FutRestApi{}
for _, v := range orders {
if v.OrderType == 1 {
processFutTakeProfitOrder(db, futApi, v, totalNum)
} else if v.OrderType == 2 {
processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
}
}
}
//加仓待触发
addPositionOrder := DbModels.LinePreOrder{}
if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
keyFutAddpositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
addPositionData := AddPositionList{
MainId: addPositionOrder.MainId,
Pid: addPositionOrder.Pid,
Price: utility.StrToDecimal(addPositionOrder.Price),
ApiId: addPositionOrder.ApiId,
Symbol: addPositionOrder.Symbol,
Side: addPositionOrder.Site,
SymbolType: addPositionOrder.SymbolType,
}
addVal, err := sonic.MarshalString(addPositionData)
if err != nil {
logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
if err := helper.DefaultRedis.RPushList(keyFutAddpositionKey, addVal); err != nil {
logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
}
}
// 获取币安合约持仓
func getFuturesPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) {
futApi := FutRestApi{}
positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol)
var num decimal.Decimal
if err != nil {
logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
return num, err
}
for _, item := range positions {
@ -188,289 +279,87 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if num.Cmp(decimal.Zero) <= 0 {
logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
}
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
takeProfitOrder.Status = 0
takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
takeProfitOrder.OrderType = 1
takeProfitOrder.Rate = "100"
takeProfitOrder.SignPrice = preOrder.Price
takeProfitOrder.CreatedAt = time.Now()
takeProfitOrder.BuyPrice = "0"
takeProfitOrder.MainOrderType = "LIMIT"
takeProfitOrder.Num = num.String()
orders = append(orders, takeProfitOrder)
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
copier.Copy(&stoploss, &preOrder)
stoploss.Id = 0
stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
stoploss.Status = 0
stoploss.CreatedAt = time.Now()
stoploss.OrderType = 2
stoploss.SignPrice = preOrder.Price
stoploss.BuyPrice = "0"
stoploss.Rate = "100"
stoploss.MainOrderType = "LIMIT"
stoploss.Num = num.String()
orders = append(orders, stoploss)
}
if err := db.Create(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
return
}
spotApi := SpotRestApi{}
paramsMap := OrderPlacementService{
ApiId: takeProfitOrder.ApiId,
Symbol: takeProfitOrder.Symbol,
Side: takeProfitOrder.Site,
Type: "LIMIT",
TimeInForce: "GTC",
Price: utility.StrToDecimal(takeProfitOrder.Price),
Quantity: num,
NewClientOrderId: takeProfitOrder.OrderSn,
StopPrice: utility.StrToDecimal(takeProfitOrder.Price),
}
if err := spotApi.OrderPlace(db, paramsMap); err != nil {
logger.Errorf("减仓后重下止盈失败 减仓order_sn:%s err:%v", preOrder.OrderSn, err)
if err2 := db.Model(&takeProfitOrder).Updates(map[string]interface{}{"status": 2, "": err.Error()}).Error; err2 != nil {
logger.Errorf("handleMainReduceFilled 更新止盈单失败:%v", err2)
}
}
}
//加仓待触发
addPositionOrder := DbModels.LinePreOrder{}
if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
addPositionData := AddPositionList{
MainId: addPositionOrder.MainId,
Pid: addPositionOrder.Pid,
Price: utility.StrToDecimal(addPositionOrder.Price),
ApiId: addPositionOrder.ApiId,
Symbol: addPositionOrder.Symbol,
Side: addPositionOrder.Site,
SymbolType: addPositionOrder.SymbolType,
}
addVal, err := sonic.MarshalString(addPositionData)
if err != nil {
logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
if err := helper.DefaultRedis.RPushList(keySpotAddPosition, addVal); err != nil {
logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return num, errors.New("获取持仓数量为0")
}
return num, nil
}
// 平仓单成交
func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
panic("unimplemented")
removeFutLossAndAddPosition(preOrder)
ids := []int{preOrder.Pid, preOrder.MainId}
//主单止盈成交
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
logger.Errorf("平仓单成功 修改主单状态失败 订单号：%s:", err)
}
}
// 止损单成交
func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 获取主订单
order, err := GetOrderById(db, preOrder.Pid)
if err != nil {
logger.Errorf("止损单成交 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err)
return
removeFutLossAndAddPosition(preOrder)
ids := []int{preOrder.Pid, preOrder.MainId}
//主单止损成交
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
logger.Errorf("止损单成功 修改主单状态失败 订单号：%s:", err)
}
// 检查订单类型
if order.OrderCategory != 1 {
if err := db.Model(&order).Where("pid =? AND order_status <9 AND order_type =0", preOrder.Pid).Error; err != nil {
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)
}
return
}
// 修改主单状态
if err := db.Model(&order).Where("id =? AND order_status < 9", preOrder.Pid).Error; err != nil {
logger.Errorf("止损单成交 修改主单状态失败 订单号:%s err:%v", order.OrderSn, err)
return
}
// 检查是否有对冲
if order.CoverType <= 0 {
return
}
triggerHedgeOrder(order, db, preOrder)
}
// 下合约对冲单
func triggerHedgeOrder(order DbModels.LinePreOrder, db *gorm.DB, preOrder *DbModels.LinePreOrder) bool {
symbolName := utility.ReplaceSuffix(order.Symbol, order.QuoteSymbol, "USDT")
// 获取交易对配置
tradeSet, err := GetTradeSet(symbolName, 1)
if tradeSet.Coin == "" || err != nil {
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)
return true
}
// 检查对冲单购买金额
// if order.HedgeBuyTotal.Cmp(decimal.Zero) <= 0 {
// logger.Errorf("止损单成交 对冲单购买金额为0 订单号:%s", order.OrderSn)
// return true
// }
// 获取系统设置
setting, err := GetSystemSetting(db)
if err != nil {
logger.Errorf("止损单成交 获取系统设置失败 订单号:%s err:%v", order.OrderSn, err)
return true
}
// 获取API信息
apiInfo, err := GetChildApiInfo(order.ApiId)
if err != nil {
logger.Errorf("止损单成交 获取api信息失败 订单号:%s err:%v", order.OrderSn, err)
return true
}
// 计算价格
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
if order.CoverType == 1 {
price = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
}
if price.Cmp(decimal.Zero) <= 0 {
logger.Errorf("单价异常 price:%v 止损单编号:%s 行情:%v", price, order.OrderSn, tradeSet)
return true
}
// 创建对冲订单
hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder := createHedgeOrders(order, price, &tradeSet, &apiInfo, &setting)
orders := []DbModels.LinePreOrder{hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder}
// 批量插入订单
if err := db.Model(&DbModels.LinePreOrder{}).CreateInBatches(orders, 1).Error; err != nil {
logger.Errorf("主单止损 重下对冲失败，止损单id：%s err:%v", order.OrderSn, err)
return true
}
// 调用API下单
if err := placeFutOrder(db, hedgeOrder, price, &apiInfo); err != nil {
logger.Errorf("主单止损 重下对冲失败，止损单号：%s err:%v", order.OrderSn, err)
}
return false
}
// 创建对冲订单
func createHedgeOrders(order DbModels.LinePreOrder, price decimal.Decimal, tradeSet *models2.TradeSet, apiInfo *DbModels.LineApiUser, setting *DbModels.LineSystemSetting) (DbModels.LinePreOrder, DbModels.LinePreOrder, DbModels.LinePreOrder) {
// buyPrice := order.HedgeBuyTotal.String()
// if order.HedgeBuyType == 1 {
// mainTotal := utility.StrToDecimal(order.BuyPrice)
// buyPrice = mainTotal.Mul(order.HedgeBuyTotal).Truncate(int32(tradeSet.PriceDigit)).String()
// }
hedgeOrder := DbModels.LinePreOrder{
ApiId: apiInfo.Id,
ExchangeType: order.ExchangeType,
Pid: order.Pid,
Symbol: order.Symbol,
SymbolType: global.SYMBOL_FUTURES,
SignPrice: order.Price,
SignPriceType: "new",
Rate: "0",
// BuyPrice: buyPrice,
OrderCategory: 2,
OrderSn: utility.Int64ToString(snowflakehelper.GetOrderId()),
OrderType: 0,
CoverType: 0,
// MainOrderType: order.HedgeOrderType,
}
hedgeStoplossOrder := order
hedgeTakeProfitOrder := order
if order.Site == "BUY" {
hedgeOrder.Site = "SELL"
hedgeStoplossOrder.Site = "BUY"
hedgeTakeProfitOrder.Site = "BUY"
} else {
hedgeOrder.Site = "BUY"
hedgeStoplossOrder.Site = "SELL"
hedgeTakeProfitOrder.Site = "SELL"
}
// 计算止盈止损价格
// if hedgeOrder.Site == "BUY" {
// hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
// hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
// } else {
// hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
// hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
// }
if hedgeOrder.MainOrderType == "LIMIT" {
coverRate := utility.StrToDecimal(setting.CoverOrderTypeBRate)
price = price.Mul(decimal.NewFromInt(1).Add(coverRate)).Truncate(int32(tradeSet.PriceDigit))
}
// num := order.HedgeBuyTotal.Div(price).Truncate(int32(tradeSet.AmountDigit))
hedgeOrder.Price = price.String()
// hedgeOrder.Num = num.String()
hedgeStoplossOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
// hedgeStoplossOrder.Rate = order.HedgeStopLoss.String()
// hedgeStoplossOrder.Num = num.String()
hedgeTakeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
// hedgeTakeProfitOrder.Rate = order.HedgeTakeProfit.String()
// hedgeTakeProfitOrder.Num = num.String()
return hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder
}
// 调用合约API下单
func placeFutOrder(db *gorm.DB, hedgeOrder DbModels.LinePreOrder, price decimal.Decimal, apiInfo *DbModels.LineApiUser) error {
futApi := FutRestApi{}
params := FutOrderPlace{
ApiId: apiInfo.Id,
Symbol: hedgeOrder.Symbol,
Side: hedgeOrder.Site,
Quantity: utility.StrToDecimal(hedgeOrder.Num),
Price: price,
NewClientOrderId: hedgeOrder.OrderSn,
SideType: hedgeOrder.MainOrderType,
OrderType: hedgeOrder.MainOrderType,
}
return futApi.OrderPlace(db, params)
}
// 止盈单成交
func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if preOrder.OrderCategory == 1 {
removeFutLossAndAddPosition(preOrder)
ids := []int{preOrder.Pid, preOrder.MainId}
//主单止盈成交
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", preOrder.Pid).Update("order_type", 3).Error; err != nil {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err)
}
} else {
//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)
}
// 清除合约缓存
func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
reduceKey := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey)
stoploss := dto.StopLossRedisList{}
addPosition := AddPositionList{}
reduce := ReduceListItem{}
//止损缓存
for _, v := range stoplossVal {
sonic.Unmarshal([]byte(v), &stoploss)
if stoploss.MainId == preOrder.MainId {
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
if err != nil {
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)
}
}
}
//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

14
services/binanceservice/models.go
View File

@ -188,6 +188,7 @@ type OpenOrders struct {
// 待触发加仓单
type AddPositionList struct {
Id int `json:"id"` //订单id
Pid int `json:"pid"` //父级id
MainId int `json:"mainId"` //主单Id
ApiId int `json:"apiId"` //触发账户id
@ -195,6 +196,7 @@ type AddPositionList struct {
Price decimal.Decimal `json:"price"` //触发价
Side string `json:"side"` //买卖方向
SymbolType int `json:"type" comment:"交易对类别 1-现货 2-合约"`
OrderSn string `json:"prderSn"`
}
// SpotAccountInfo 现货账户信息
@ -225,3 +227,15 @@ type SpotAccountInfo struct {
Permissions []string `json:"permissions"`
Uid int `json:"uid"`
}
type ReduceListItem struct {
Id int `json:"id"`
ApiId int `json:"apiId"`
MainId int `json:"mainId"`
Pid int `json:"pid"`
Symbol string `json:"symbol"`
Price decimal.Decimal `json:"price"`
Side string `json:"side"`
Num decimal.Decimal `json:"num"`
OrderSn string `json:"orderSn"`
}

16
services/binanceservice/orderservice.go
View File

@ -4,6 +4,7 @@ import (
"go-admin/app/admin/models"
DbModels "go-admin/app/admin/models"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
@ -112,3 +113,18 @@ func GetOrderExts(db *gorm.DB, mainId int) ([]models.LinePreOrderExt, error) {
return result, nil
}
// 获取主单累计亏损
func GetTotalLossAmount(db *gorm.DB, mainId int) (decimal.Decimal, error) {
var totalLossAmountU decimal.Decimal
if err := db.Model(&DbModels.LinePreOrder{}).
Where("main_id =? AND order_type =0", mainId).
Select("sum(loss_amount)").
Find(&totalLossAmountU).Error; err != nil {
logger.Error("查询主订单的实际亏损总金额失败:", err)
return totalLossAmountU, err
}
return totalLossAmountU, nil
}

469
services/binanceservice/spotjudgeservice.go Normal file
View File

@ -0,0 +1,469 @@
package binanceservice
import (
"context"
"errors"
"fmt"
DbModels "go-admin/app/admin/models"
"go-admin/app/admin/service/dto"
"go-admin/common/const/rediskey"
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/models"
"go-admin/pkg/utility"
"strings"
"time"
"github.com/bytedance/sonic"
log "github.com/go-admin-team/go-admin-core/logger"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
/*
判断是否触发
*/
func JudgeSpotPrice(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
preOrderVal, _ := helper.DefaultRedis.GetAllList(key)
db := GetDBConnection()
if len(preOrderVal) == 0 {
return
}
spotApi := SpotRestApi{}
for _, item := range preOrderVal {
preOrder := dto.PreOrderRedisList{}
if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil {
log.Error("反序列化失败")
continue
}
if preOrder.Symbol == trade.Coin+trade.Currency {
orderPrice, _ := decimal.NewFromString(preOrder.Price)
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//买入
if strings.ToUpper(preOrder.Site) == "BUY" && orderPrice.Cmp(tradePrice) >= 0 && orderPrice.Cmp(decimal.Zero) > 0 && tradePrice.Cmp(decimal.Zero) > 0 {
SpotOrderLock(db, &preOrder, item, spotApi)
}
}
}
}
// 分布式锁下单
// v 预下单信息
// item 预下单源文本
func SpotOrderLock(db *gorm.DB, v *dto.PreOrderRedisList, item string, spotApi SpotRestApi) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, v.ApiId, v.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
key := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
preOrder := DbModels.LinePreOrder{}
if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
log.Error("获取预下单失败", err)
if errors.Is(err, gorm.ErrRecordNotFound) {
log.Error("不存在待触发主单", item)
helper.DefaultRedis.LRem(key, item)
}
return
}
hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
if !hasrecord {
log.Error("不存在待触发主单", item)
return
}
price, _ := decimal.NewFromString(v.Price)
num, _ := decimal.NewFromString(preOrder.Num)
params := OrderPlacementService{
ApiId: v.ApiId,
Symbol: v.Symbol,
Side: v.Site,
Type: preOrder.MainOrderType,
TimeInForce: "GTC",
Price: price,
Quantity: num,
NewClientOrderId: v.OrderSn,
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := spotApi.OrderPlace(db, params); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
if err != nil {
log.Error("下单失败后修改订单失败")
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
return
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil {
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
}
return
} else {
log.Error("获取锁失败")
return
}
}
// 判断是否触发止损
func JudgeSpotStopLoss(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
stopLossVal, _ := helper.DefaultRedis.GetAllList(key)
if len(stopLossVal) == 0 {
return
}
db := GetDBConnection()
spotApi := SpotRestApi{}
setting, err := GetSystemSetting(db)
if err != nil {
log.Error("获取系统设置失败")
return
}
tradeSet, err := GetTradeSet(trade.Coin+trade.Currency, 0)
if err != nil {
log.Error("获取交易设置失败")
return
}
for _, item := range stopLossVal {
stopOrder := dto.StopLossRedisList{}
if err := sonic.Unmarshal([]byte(item), &stopOrder); err != nil {
log.Error("反序列化失败")
continue
}
if stopOrder.Symbol == trade.Coin+trade.Currency {
orderPrice := stopOrder.Price
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//买入
if strings.ToUpper(stopOrder.Site) == "SELL" &&
orderPrice.Cmp(tradePrice) >= 0 &&
orderPrice.Cmp(decimal.Zero) > 0 &&
tradePrice.Cmp(decimal.Zero) > 0 {
SpotStopLossTrigger(db, stopOrder, spotApi, setting, tradeSet, key, item)
}
}
}
}
// 触发现货止损
func SpotStopLossTrigger(db *gorm.DB, stopOrder dto.StopLossRedisList, spotApi SpotRestApi, setting DbModels.LineSystemSetting, tradeSet models.TradeSet, key string, item string) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, stopOrder.ApiId, stopOrder.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
takeOrder := DbModels.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type =1", stopOrder.PId).Find(&takeOrder).Error; err != nil {
log.Error("查询止盈单失败")
return
}
apiInfo, _ := GetApiInfo(takeOrder.ApiId)
if apiInfo.Id == 0 {
log.Error("现货止损 查询api用户不存在")
return
}
var err error
for x := 1; x <= 4; x++ {
err = spotApi.CancelOpenOrderByOrderSn(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err == nil {
break
}
}
if err != nil {
log.Error("现货止损撤单失败", err)
return
}
stopPreOrder, _ := GetOrderById(db, stopOrder.Id)
price := stopOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.StopLossPremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
num := utility.StrToDecimal(takeOrder.Num).Truncate(int32(tradeSet.AmountDigit))
params := OrderPlacementService{
ApiId: takeOrder.ApiId,
Side: takeOrder.Site,
Type: "LIMIT",
TimeInForce: "GTC",
Symbol: takeOrder.Symbol,
Price: price,
Quantity: num,
NewClientOrderId: stopPreOrder.OrderSn,
}
if err := spotApi.OrderPlace(db, params); err != nil {
log.Errorf("现货止损挂单失败 id：%s err:%v", stopOrder.Id, err)
}
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
log.Errorf("现货止损 删除缓存失败 id:%v err:%v", stopOrder.Id, err)
}
} else {
log.Error("获取锁失败")
}
}
// 判断是否触发现货减仓
func JudgeSpotReduce(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
reduceVal, _ := helper.DefaultRedis.GetAllList(key)
if len(reduceVal) == 0 {
return
}
db := GetDBConnection()
spotApi := SpotRestApi{}
setting, err := GetSystemSetting(db)
if err != nil {
log.Error("获取系统设置失败")
return
}
tradeSet, err := GetTradeSet(trade.Coin+trade.Currency, 0)
if err != nil {
log.Error("获取交易设置失败")
return
}
for _, item := range reduceVal {
reduceOrder := ReduceListItem{}
if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil {
log.Error("反序列化失败")
continue
}
if reduceOrder.Symbol == trade.Coin+trade.Currency {
orderPrice := reduceOrder.Price
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//买入
if strings.ToUpper(reduceOrder.Side) == "SELL" &&
orderPrice.Cmp(tradePrice) >= 0 &&
orderPrice.Cmp(decimal.Zero) > 0 &&
tradePrice.Cmp(decimal.Zero) > 0 {
SpotReduceTrigger(db, reduceOrder, spotApi, setting, tradeSet, key, item)
}
}
}
}
// 触发现货减仓
func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRestApi, setting DbModels.LineSystemSetting, tradeSet models.TradeSet, key, item string) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, reduceOrder.ApiId, reduceOrder.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
takeOrder := DbModels.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type =1", reduceOrder.Pid).Find(&takeOrder).Error; err != nil {
log.Error("查询止盈单失败")
return
}
apiInfo, _ := GetApiInfo(takeOrder.ApiId)
if apiInfo.Id == 0 {
log.Error("现货减仓 查询api用户不存在")
return
}
var err error
for x := 1; x <= 4; x++ {
err = spotApi.CancelOpenOrderByOrderSn(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err == nil {
break
}
}
if err != nil {
log.Error("现货止盈撤单失败", err)
return
}
price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
num := utility.StrToDecimal(takeOrder.Num).Truncate(int32(tradeSet.AmountDigit))
params := OrderPlacementService{
ApiId: reduceOrder.ApiId,
Side: reduceOrder.Side,
Type: "LIMIT",
TimeInForce: "GTC",
Symbol: reduceOrder.Symbol,
Price: price,
Quantity: num,
NewClientOrderId: reduceOrder.OrderSn,
}
if err := spotApi.OrderPlace(db, params); err != nil {
log.Errorf("现货减仓挂单失败 id：%s err:%v", reduceOrder.Id, err)
}
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
log.Errorf("现货减仓 删除缓存失败 id:%v err:%v", reduceOrder.Id, err)
}
} else {
log.Error("获取锁失败")
}
}
// 判断现货加仓
func JudgeSpotAddPosition(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
preOrderVal, _ := helper.DefaultRedis.GetAllList(key)
db := GetDBConnection()
if len(preOrderVal) == 0 {
return
}
spotApi := SpotRestApi{}
for _, item := range preOrderVal {
preOrder := AddPositionList{}
if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil {
log.Error("反序列化失败")
continue
}
if preOrder.Symbol == trade.Coin+trade.Currency {
orderPrice := preOrder.Price
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//买入
if strings.ToUpper(preOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) >= 0 && orderPrice.Cmp(decimal.Zero) > 0 && tradePrice.Cmp(decimal.Zero) > 0 {
SpotAddPositionTrigger(db, &preOrder, item, spotApi)
}
}
}
}
func SpotAddPositionTrigger(db *gorm.DB, v *AddPositionList, item string, spotApi SpotRestApi) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, v.ApiId, v.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
setting, _ := GetSystemSetting(db)
tradeSet, _ := GetTradeSet(v.Symbol, 0)
if tradeSet.LastPrice == "" {
log.Errorf("现货加仓触发 查询交易对失败 交易对：%s ordersn:%s", v.Symbol, v.OrderSn)
return
}
key := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
preOrder := DbModels.LinePreOrder{}
if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
log.Error("获取预下单失败", err)
if errors.Is(err, gorm.ErrRecordNotFound) {
log.Error("不存在待触发加仓主单", item)
helper.DefaultRedis.LRem(key, item)
}
return
}
hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
if !hasrecord {
log.Error("不存在待触发加仓主单", item)
return
}
price := v.Price
num, _ := decimal.NewFromString(preOrder.Num)
if setting.AddPositionPremium.Cmp(decimal.Zero) > 0 {
price = price.Mul(decimal.NewFromInt(1).Sub(setting.AddPositionPremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
}
params := OrderPlacementService{
ApiId: v.ApiId,
Symbol: v.Symbol,
Side: v.Side,
Type: preOrder.MainOrderType,
TimeInForce: "GTC",
Price: price,
Quantity: num,
NewClientOrderId: v.OrderSn,
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := spotApi.OrderPlace(db, params); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
if err != nil {
log.Error("下单失败后修改订单失败")
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
return
}
if preOrderVal != "" {
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
log.Error("删除redis 预下单失败:", err)
}
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil {
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
}
return
} else {
log.Error("获取锁失败")
return
}
}

218
services/binanceservice/spotreset.go
View File

@ -10,6 +10,7 @@ import (
"go-admin/common/const/rediskey"
"go-admin/common/global"
"go-admin/common/helper"
models2 "go-admin/models"
"go-admin/pkg/utility"
"go-admin/pkg/utility/snowflakehelper"
"strconv"
@ -157,6 +158,7 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
price := utility.StrToDecimal(preOrder.Price)
parentOrder, _ := GetOrderById(db, preOrder.Pid)
orders := make([]models.LinePreOrder, 0)
rate := utility.StringAsFloat(preOrder.Rate)
ext := models.LinePreOrderExt{}
@ -165,34 +167,11 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 不是100%减仓 就需要挂止盈止损
if rate < 100 {
client := GetClient(&apiUserInfo)
resp, _, err := client.SendSpotAuth("/api/v3/account", "GET", map[string]interface{}{
"omitZeroBalances": true,
})
num, err := getSpotPositionNum(apiUserInfo, preOrder, tradeSet)
if err != nil {
logger.Errorf("api_id:%d 交易对:%s 查询用户信息失败:%v", apiUserInfo.Id, preOrder.Symbol, err)
return
}
var balanceInfo SpotAccountInfo
sonic.Unmarshal(resp, &balanceInfo)
suffix := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
var num decimal.Decimal
for _, item := range balanceInfo.Balances {
if item.Asset == suffix {
if utility.StrToDecimal(item.Free).Cmp(decimal.Zero) <= 0 {
logger.Error("handleMainReduceFilled 账户余额不足,交易对：%s 订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
}
num = utility.StrToDecimal(item.Free).Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
break
}
}
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
@ -253,6 +232,17 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
}
//计算实际亏损
if parentOrder.Price != "" {
parentPrice := utility.StrToDecimal(parentOrder.Price)
reduceNum := utility.StrToDecimal(preOrder.Num)
lossAmountU := price.Sub(parentPrice).Abs().Mul(reduceNum).Truncate(2)
if err := db.Model(&parentOrder).Update("loss_amount", lossAmountU).Error; err != nil {
logger.Errorf("修改主单实际亏损失败 订单号:%s err:%v", parentOrder.OrderSn, err)
}
}
//加仓待触发
addPositionOrder := DbModels.LinePreOrder{}
@ -285,6 +275,38 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
}
// 获取现货持仓数量
func getSpotPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) {
client := GetClient(&apiUserInfo)
resp, _, err := client.SendSpotAuth("/api/v3/account", "GET", map[string]interface{}{
"omitZeroBalances": true,
})
if err != nil {
logger.Errorf("api_id:%d 交易对:%s 查询用户信息失败:%v", apiUserInfo.Id, preOrder.Symbol, err)
return decimal.Decimal{}, err
}
var balanceInfo SpotAccountInfo
sonic.Unmarshal(resp, &balanceInfo)
suffix := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
var num decimal.Decimal
for _, item := range balanceInfo.Balances {
if item.Asset == suffix {
if utility.StrToDecimal(item.Free).Cmp(decimal.Zero) <= 0 {
logger.Error("handleMainReduceFilled 账户余额不足,交易对：%s 订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return decimal.Decimal{}, errors.New("账户余额不足")
}
num = utility.StrToDecimal(item.Free).Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
break
}
}
return num, nil
}
// 主单取消
func handleMainOrderCancel(preOrder *DbModels.LinePreOrder) {
preOrderKey := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
@ -359,9 +381,13 @@ func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
reduceKey := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey)
stoploss := dto.StopLossRedisList{}
addPosition := AddPositionList{}
reduce := ReduceListItem{}
//止损缓存
for _, v := range stoplossVal {
sonic.Unmarshal([]byte(v), &stoploss)
if stoploss.MainId == preOrder.MainId {
@ -373,6 +399,7 @@ func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
}
}
//加仓缓存
for _, v := range addPositionVal {
sonic.Unmarshal([]byte(v), &addPosition)
if addPosition.MainId == preOrder.MainId {
@ -383,6 +410,18 @@ func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
}
}
}
//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)
}
}
}
}
// 主单成交
@ -517,14 +556,28 @@ func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, r
// preOrder 主单
func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder) {
orders := []models.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 1 AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
if tradeSet.Coin == "" {
logger.Error("获取交易对失败")
return
}
if err := db.Model(&DbModels.LinePreOrder{}).
Where("pid = ? AND order_category = 1 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 = makeSpotTakeAndReduce(preOrder, db, tradeSet, orders)
if err != nil {
return
}
}
spotApi := SpotRestApi{}
num, _ := decimal.NewFromString(preOrder.Num)
// num = num.Mul(decimal.NewFromFloat(0.998))
for i, order := range orders {
if i >= 2 { // 最多处理 2 个订单
@ -540,10 +593,123 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
processTakeProfitOrder(db, spotApi, order, num)
case 2: // 止损
processStopLossOrder(order)
case 4: //减仓
processSpotReduceOrder(order, num)
}
}
}
// 构建现货止盈、减仓单
func makeSpotTakeAndReduce(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 := getSpotPositionNum(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)
profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
profitOrder.Pid = preOrder.Id
profitOrder.OrderType = 1
profitOrder.Status = 0
profitOrder.Rate = ext.TakeProfitRatio.String()
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 {
profitOrder.Rate = totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs().Add(ext.TakeProfitRatio).Truncate(2).String()
} else {
profitOrder.Rate = ext.TakeProfitRatio.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 {
if strings.ToUpper(preOrder.Site) == "BUY" {
orders[index].Site = "SELL"
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(ext.ReducePriceRatio.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(ext.ReducePriceRatio.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
}
// 现货减仓
func processSpotReduceOrder(preOrder DbModels.LinePreOrder, num decimal.Decimal) {
key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
item := ReduceListItem{
Id: preOrder.Id,
ApiId: preOrder.ApiId,
Pid: preOrder.Pid,
MainId: preOrder.MainId,
Price: utility.StrToDecimal(preOrder.Price),
Num: num,
Side: preOrder.Site,
Symbol: preOrder.Symbol,
OrderSn: preOrder.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
func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder, num decimal.Decimal) {
tradeSet, _ := GetTradeSet(order.Symbol, 0)

6
services/futureservice/binancemarket.go
View File

@ -153,8 +153,10 @@ func handleTickerAllMessage(msg []byte) {
for index := range trades {
//主单触发
utility.SafeGoParam(binanceservice.JudgeFuturesPrice, trades[index])
//止损信息
// utility.SafeGoParam(binanceservice.JudgeFuturesStoplossPrice, trades[index])
//减仓
utility.SafeGoParam(binanceservice.JudgeFuturesReduce, trades[index])
//加仓
utility.SafeGoParam(binanceservice.JudgeFutAddPosition, trades[index])
}
}
}

6
services/spotservice/binancemarket.go
View File

@ -246,6 +246,12 @@ func handleTickerMessage(msg []byte) {
// 止损单
utility.SafeGoParam(binanceservice.JudgeSpotStopLoss, trades[index])
//减仓
utility.SafeGoParam(binanceservice.JudgeSpotReduce, trades[index])
//加仓
utility.SafeGoParam(binanceservice.JudgeFutAddPosition, trades[index])
}
}
}