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1、临时提交 反向下单

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This commit is contained in:
hucan
2025-08-01 10:30:43 +08:00
parent 771c617da4
commit 56a761e5ab
16 changed files with 490 additions and 188 deletions
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277
services/binanceservice/reverse_service.go
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@ -7,7 +7,9 @@ import (
DbModels "go-admin/app/admin/models"
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/models"
"go-admin/pkg/maphelper"
"go-admin/pkg/utility/snowflakehelper"
"go-admin/services/cacheservice"
"strconv"
"time"
@ -68,10 +70,23 @@ func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interfac
result, err := e.handleSimpleStatusChange(status, orderSn, mapData)
//如果是 新开止盈止损 需要取消反单的止盈止损之后重下反单止盈止损
if status == "NEW" && (ot == "TAKE_PROFIT_MARKET" || ot == "STOP_LOSS_MARKET" || ot == "TAKE_PROFIT_LIMIT" || ot == "STOP_LOSS_LIMIT") &&
if status == "NEW" && (ot == "TAKE_PROFIT_MARKET" || ot == "STOP_MARKET" || ot == "TAKE_PROFIT" || ot == "STOP") &&
apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 {
symbolCode, err := maphelper.GetString(mapData, "s")
if err := e.ReTakeOrStopOrder(&mapData, orderSn, &apiInfo); err != nil {
if err != nil {
e.Log.Errorf("获取symbolCode失败 symbol:%s err:%v", symbolCode, err)
return true, err
}
symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, symbolCode, 1)
if err != nil {
e.Log.Errorf("获取symbol失败 symbol:%s err:%v", symbolCode, err)
return true, err
}
if err := e.ReTakeOrStopOrder(&mapData, orderSn, &apiInfo, &symbol); err != nil {
return true, err
}
}
@ -128,6 +143,7 @@ func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interfac
return true, err
}
price := maphelper.GetDecimal(mapData, "ap")
totalNum := maphelper.GetDecimal(mapData, "z")
mainOrder := DbModels.LineReverseOrder{
@ -136,6 +152,7 @@ func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interfac
PositionSide: positionSide,
TotalNum: totalNum,
Side: side,
Price: price,
}
e.changeOrderStatus(3, orderSn, mapData)
@ -175,8 +192,8 @@ func (e *ReverseService) changeOrderStatus(status int, orderSn string, mapData m
data["order_id"] = orderId
}
if ap, ok := mapData["ap"].(bool); ok {
data["final_price"] = ap
if ap, ok := mapData["ap"].(string); ok {
data["final_price"], _ = decimal.NewFromString(ap)
}
if num, ok := mapData["z"].(string); ok {
@ -184,6 +201,10 @@ func (e *ReverseService) changeOrderStatus(status int, orderSn string, mapData m
}
data["trigger_time"] = &now
} else if status == 2 {
if orderId, ok := mapData["i"].(float64); ok {
data["order_id"] = orderId
}
}
db := e.Orm.Model(&DbModels.LineReverseOrder{}).
@ -284,6 +305,12 @@ func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, r
side := reverseOrder.Side
totalNum := reverseOrder.TotalNum
symbol, err1 := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, reverseOrder.Symbol, 1)
if err1 != nil {
e.Log.Errorf("获取交易对失败 symbol:%s err:%v", reverseOrder.Symbol, err1)
}
var querySql string
sqlStr := ""
@ -310,6 +337,8 @@ func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, r
position.Status = 1
position.ReverseStatus = 0
position.PositionSide = positionSide
position.AveragePrice = reverseOrder.FinalPrice
position.PositionNo = snowflakehelper.GetOrderNo()
}
querySql = "api_id =? and position_side =? and symbol =? and status =1"
@ -319,9 +348,9 @@ func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, r
sqlStr = "UPDATE line_reverse_position set amount=@totalNum,updated_at=now(),status=2 where id =@id and status!=2 "
} else if reducePosition {
//只减仓
sqlStr = "UPDATE line_reverse_position set amount=amount - @totalNum,updated_at=now() where id =@id and status!=2 "
sqlStr = "UPDATE line_reverse_position set amount=amount - @totalNum,updated_at=now(),average_price=@averagePrice where id =@id and status!=2 "
} else {
sqlStr = "UPDATE line_reverse_position set total_amount=total_amount + @totalNum,amount=amount + @totalNum,updated_at=now() where id =@id and status!=2"
sqlStr = "UPDATE line_reverse_position set total_amount=total_amount + @totalNum,amount=amount + @totalNum,updated_at=now(),average_price=@averagePrice where id =@id and status!=2"
}
} else {
querySql = "reverse_api_id =? and position_side =? and symbol =? and reverse_status in (0,1)"
@ -330,12 +359,14 @@ func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, r
totalNum = decimal.Zero
sqlStr = "UPDATE line_reverse_position set reverse_amount=@totalNum,updated_at=now(),reverse_status=2 where id =@id and reverse_status !=2"
} else if reducePosition {
sqlStr = "UPDATE line_reverse_position set reverse_amount=reverse_amount - @totalNum,updated_at=now() where id =@id and reverse_status !=2"
sqlStr = "UPDATE line_reverse_position set reverse_amount=reverse_amount - @totalNum,updated_at=now(),reverse_average_price=@averagePrice where id =@id and reverse_status !=2"
} else {
sqlStr = "UPDATE line_reverse_position set total_reverse_amount=total_reverse_amount + @totalNum,reverse_amount=reverse_amount + @totalNum,updated_at=now(),reverse_status =1 where id =@id and reverse_status !=2"
sqlStr = "UPDATE line_reverse_position set total_reverse_amount=total_reverse_amount + @totalNum,reverse_amount=reverse_amount + @totalNum,updated_at=now(),reverse_status =1,reverse_average_price=@averagePrice where id =@id and reverse_status !=2"
}
}
var averagePrice decimal.Decimal
err := e.Orm.Transaction(func(tx *gorm.DB) error {
err1 := tx.Model(&position).Where(querySql,
reverseOrder.ApiId, positionSide, reverseOrder.Symbol).First(&position).Error
@ -347,16 +378,69 @@ func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, r
if err2 := tx.Create(&position).Error; err2 != nil {
return err2
}
averagePrice = position.AveragePrice
} else {
return err1
}
} else {
var totalAmount decimal.Decimal
var totalPrice decimal.Decimal
if !position.Amount.IsZero() && !position.AveragePrice.IsZero() {
if isMain {
totalPrice = position.Amount.Mul(position.AveragePrice)
totalAmount = position.Amount
} else {
totalPrice = position.ReverseAmount.Mul(position.ReverseAveragePrice)
totalAmount = position.ReverseAmount
}
//加仓
if !reducePosition {
totalPrice = totalPrice.Add(reverseOrder.Price.Mul(reverseOrder.TotalNum))
totalAmount = totalAmount.Add(reverseOrder.TotalNum)
} else if reducePosition && !closePosition {
//只减仓
totalPrice = totalPrice.Sub(reverseOrder.Price.Mul(reverseOrder.TotalNum))
totalAmount = totalAmount.Sub(reverseOrder.TotalNum)
}
}
if totalAmount.IsZero() || totalPrice.IsZero() {
if isMain {
averagePrice = position.AveragePrice
} else {
if position.ReverseAveragePrice.IsZero() {
averagePrice = reverseOrder.Price
} else {
averagePrice = position.ReverseAveragePrice
}
}
} else {
//平仓
if closePosition {
if isMain {
averagePrice = position.AveragePrice
} else {
averagePrice = position.ReverseAveragePrice
}
} else {
averagePrice = totalPrice.Div(totalAmount).Truncate(int32(symbol.PriceDigit))
}
}
}
dbResult := tx.Exec(sqlStr, sql.Named("totalNum", totalNum), sql.Named("id", position.Id))
//关联订单的仓位id
if err2 := tx.Exec("UPDATE line_reverse_order set position_id=@positionId where id=@orderId and position_id = 0", sql.Named("positionId", position.Id), sql.Named("orderId", reverseOrder.Id)).Error; err2 != nil {
return err2
}
dbResult := tx.Exec(sqlStr, sql.Named("totalNum", totalNum), sql.Named("id", position.Id), sql.Named("averagePrice", averagePrice))
if dbResult.Error != nil {
return dbResult.Error
}
reverseOrder.PositionId = position.Id
if dbResult.RowsAffected == 0 {
e.Log.Errorf("减仓数据 是否平仓单:%v :%v", closePosition, reverseOrder)
return errors.New("没有找到对应的持仓信息")
@ -471,8 +555,8 @@ func (e *ReverseService) DoAddReverseOrder(mainOrder *DbModels.LineReverseOrder,
}
//反向下单百分比
proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(2)
amount = mainOrder.BuyPrice.Mul(proportion).Div(price).Truncate(int32(symbol.AmountDigit))
proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(4)
amount = mainOrder.TotalNum.Mul(proportion).Truncate(int32(symbol.AmountDigit))
if amount.Cmp(decimal.Zero) <= 0 {
e.Log.Errorf("计算数量失败 symbol:%s custom:%s 数量小于0", mainOrder.Symbol, mainOrder.OrderSn)
@ -487,6 +571,7 @@ func (e *ReverseService) DoAddReverseOrder(mainOrder *DbModels.LineReverseOrder,
order.Status = 1
order.Type = setting.ReverseOrderType
order.SignPrice = signPrice
order.PositionId = mainOrder.PositionId
if order.Remark != "" {
order.Status = 8
@ -498,12 +583,64 @@ func (e *ReverseService) DoAddReverseOrder(mainOrder *DbModels.LineReverseOrder,
}
if order.Status == 1 {
e.DoBianceOrder(&order, reverseApiInfo, &setting, reducePosition, closePosition)
err = e.DoBianceOrder(&order, reverseApiInfo, &setting, reducePosition, closePosition)
//Biance下单成共 且为平仓单时 取消止盈止损
if err == nil && closePosition {
e.DoCancelTakeProfitBatch(symbol.GetSymbol(), order.PositionSide, order.Side, -1, reverseApiInfo)
}
}
return nil
}
// 取消止盈止损订单
// symbol: 交易对
// positionSide: 持仓方向
// side: 订单方向
// orderType: 订单类型 -1-全部 1-止盈 2-止损
// apiInfo: 下单api
func (e *ReverseService) DoCancelTakeProfitBatch(symbol, positionSide, side string, orderType int, apiInfo *DbModels.LineApiUser) error {
orderSns := e.GetTakeProfitBatch(symbol, positionSide, side, apiInfo.Id, orderType)
if len(orderSns) == 0 {
return nil
}
if len(orderSns) > 0 {
futApi := FutRestApi{}
err := futApi.CancelBatchFutOrderLoop(*apiInfo, symbol, orderSns)
if err != nil {
e.Log.Errorf("币安撤单失败 symbol:%s custom:%v :%v", symbol, orderSns, err)
return err
}
}
return nil
}
// 获取止盈止损订单
// symbol: 交易对
// positionSide: 持仓方向
// side: 订单方向
// apiId: 币安apiId
// orderType: 订单类型 -1-全部 1-止盈 2-止损
func (e *ReverseService) GetTakeProfitBatch(symbol, positionSide, side string, apiId int, orderType int) []string {
var orderSns []string
orderTypes := []int{1, 2}
if orderType == 1 {
orderTypes = []int{1}
} else if orderType == 2 {
orderTypes = []int{2}
}
e.Orm.Model(&DbModels.LineReverseOrder{}).Where("symbol =? and position_side =? and side = ? and status =2 and order_type in ?", symbol, positionSide, side, orderTypes).Pluck("order_sn", &orderSns)
return orderSns
}
// 处理币安订单
// order: 反单信息
// apiInfo: 币安api信息
@ -546,13 +683,8 @@ func (e *ReverseService) DoBianceOrder(order *DbModels.LineReverseOrder, apiInfo
// 重下止盈止损
// mapData: 主单止盈止损回调
func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orderSn string, mainApiInfo *DbModels.LineApiUser) error {
symbol, err := maphelper.GetString(*mapData, "s")
if err != nil {
return err
}
func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orderSn string, mainApiInfo *DbModels.LineApiUser, symbol *models.TradeSet) error {
orderType := 0 //订单类型 1-止盈 2-止损
side, err := maphelper.GetString(*mapData, "S")
if err != nil {
@ -584,6 +716,12 @@ func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orde
positionSide = "LONG"
}
close := maphelper.GetBool(*mapData, "cp")
stopPrice := maphelper.GetDecimal(*mapData, "sp")
if stopPrice.IsZero() {
e.Log.Errorf("获取止盈止损单触发价失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
return err
}
apiInfo, err := GetApiInfo(mainApiInfo.ReverseApiId)
if err != nil {
@ -591,33 +729,96 @@ func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orde
return err
}
var reverseOrder DbModels.LineReverseOrder
e.Orm.Model(&DbModels.LineReverseOrder{}).
Where("symbol =? and api_id =? and position_side =? and side = ? and status =1", symbol, mainApiInfo.ReverseApiId, positionSide, side).
First(&reverseOrder)
//取消旧止盈止损
if reverseOrder.OrderSn != "" {
futApi := FutRestApi{}
err := futApi.CancelFutOrderRetry(apiInfo, symbol, reverseOrder.OrderSn)
if err != nil {
e.Log.Errorf("币安撤单失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
return err
}
switch ot {
case "STOP_MARKET", "STOP":
orderType = 2
case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
orderType = 1
default:
return fmt.Errorf("不支持的订单类型 ot:%s", ot)
}
var reversePosition DbModels.LineReversePosition
e.Orm.Model(&reversePosition).
Where("symbol =? and reverse_api_id =? and position_side =? and reverse_status =1", symbol.GetSymbol(), apiInfo.Id, positionSide).
First(&reversePosition)
if reversePosition.Id == 0 {
e.Log.Errorf("获取反单持仓失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
return err
}
mainPercent := decimal.NewFromInt(1)
if !stopPrice.IsZero() && !reversePosition.AveragePrice.IsZero() {
mainPercent = stopPrice.Div(reversePosition.AveragePrice)
mainPercent = (mainPercent.Sub(decimal.NewFromInt(1))).Abs().Truncate(4)
}
var percent decimal.Decimal
switch {
//做多止损
case orderType == 2 && positionSide == "LONG", orderType == 1 && positionSide == "SHORT":
percent = decimal.NewFromInt(1).Sub(mainPercent)
case orderType == 2 && positionSide == "SHORT", orderType == 1 && positionSide == "LONG":
percent = decimal.NewFromInt(1).Add(mainPercent)
default:
return fmt.Errorf("不支持的订单类型 ot:%s, ps:%s", ot, positionSide)
}
now := time.Now()
price := reversePosition.AveragePrice.Mul(percent).Truncate(int32(symbol.PriceDigit))
lastPrice, _ := decimal.NewFromString(symbol.LastPrice)
newOrder := DbModels.LineReverseOrder{
PositionId: reversePosition.Id,
OrderSn: helper.GetOrderNo(),
OrderType: orderType,
Status: 1,
Price: price,
TotalNum: reversePosition.TotalReverseAmount,
Symbol: symbol.GetSymbol(),
Side: side,
PositionSide: positionSide,
FollowOrderSn: orderSn,
Type: ot,
SignPrice: lastPrice,
Category: 1,
ApiId: apiInfo.Id,
IsAddPosition: 2,
TriggerTime: &now,
BuyPrice: reversePosition.TotalReverseAmount.Mul(price).Truncate(int32(symbol.PriceDigit)),
}
if err1 := e.Orm.Create(&newOrder).Error; err1 != nil {
e.Log.Errorf("保存反单止盈止损失败 symbol:%s custom:%s :%v", symbol, orderSn, err1)
return err1
}
params := FutOrderPlace{
ApiId: apiInfo.Id,
Symbol: symbol,
Symbol: symbol.GetSymbol(),
PositionSide: positionSide,
Side: side,
OrderType: ot,
Quantity: reverseOrder.TotalNum,
Price: reverseOrder.Price,
NewClientOrderId: reverseOrder.OrderSn,
Quantity: reversePosition.TotalReverseAmount,
Price: price,
StopPrice: price,
Profit: price,
NewClientOrderId: newOrder.OrderSn,
ClosePosition: close,
}
futApiV2 := FuturesResetV2{Service: e.Service}
futApiV2.OrderPlace(&apiInfo, params)
err = futApiV2.OrderPlaceLoop(&apiInfo, params)
if err != nil {
e.Log.Errorf("币安下单失败 symbol:%s custom:%s :%v", symbol.GetSymbol(), orderSn, err)
if err1 := e.Orm.Model(&newOrder).Updates(map[string]interface{}{"status": 8, "remark": err.Error(), "updated_at": time.Now()}).Error; err1 != nil {
e.Log.Errorf("更新订单状态失败 symbol:%s custom:%s :%v", newOrder.Symbol, newOrder.OrderSn, err1)
}
return err
}
e.DoCancelTakeProfitBatch(symbol.GetSymbol(), positionSide, side, orderType, &apiInfo)
return nil
}