1、临时提交 反向下单

This commit is contained in:
2025-08-01 10:30:43 +08:00
parent 771c617da4
commit 56a761e5ab
16 changed files with 490 additions and 188 deletions

View File

@ -1,7 +1,7 @@
package apis package apis
import ( import (
"fmt" "fmt"
"github.com/gin-gonic/gin" "github.com/gin-gonic/gin"
"github.com/go-admin-team/go-admin-core/sdk/api" "github.com/go-admin-team/go-admin-core/sdk/api"
@ -33,27 +33,27 @@ type LineReversePosition struct {
// @Router /api/v1/line-reverse-position [get] // @Router /api/v1/line-reverse-position [get]
// @Security Bearer // @Security Bearer
func (e LineReversePosition) GetPage(c *gin.Context) { func (e LineReversePosition) GetPage(c *gin.Context) {
req := dto.LineReversePositionGetPageReq{} req := dto.LineReversePositionGetPageReq{}
s := service.LineReversePosition{} s := service.LineReversePosition{}
err := e.MakeContext(c). err := e.MakeContext(c).
MakeOrm(). MakeOrm().
Bind(&req). Bind(&req).
MakeService(&s.Service). MakeService(&s.Service).
Errors Errors
if err != nil { if err != nil {
e.Logger.Error(err) e.Logger.Error(err)
e.Error(500, err, err.Error()) e.Error(500, err, err.Error())
return return
} }
p := actions.GetPermissionFromContext(c) p := actions.GetPermissionFromContext(c)
list := make([]models.LineReversePosition, 0) list := make([]dto.LineReversePositionListResp, 0)
var count int64 var count int64
err = s.GetPage(&req, p, &list, &count) err = s.GetPage(&req, p, &list, &count)
if err != nil { if err != nil {
e.Error(500, err, fmt.Sprintf("获取反单管理-仓位失败,\r\n失败信息 %s", err.Error())) e.Error(500, err, fmt.Sprintf("获取反单管理-仓位失败,\r\n失败信息 %s", err.Error()))
return return
} }
e.PageOK(list, int(count), req.GetPageIndex(), req.GetPageSize(), "查询成功") e.PageOK(list, int(count), req.GetPageIndex(), req.GetPageSize(), "查询成功")
@ -70,7 +70,7 @@ func (e LineReversePosition) GetPage(c *gin.Context) {
func (e LineReversePosition) Get(c *gin.Context) { func (e LineReversePosition) Get(c *gin.Context) {
req := dto.LineReversePositionGetReq{} req := dto.LineReversePositionGetReq{}
s := service.LineReversePosition{} s := service.LineReversePosition{}
err := e.MakeContext(c). err := e.MakeContext(c).
MakeOrm(). MakeOrm().
Bind(&req). Bind(&req).
MakeService(&s.Service). MakeService(&s.Service).
@ -86,10 +86,10 @@ func (e LineReversePosition) Get(c *gin.Context) {
err = s.Get(&req, p, &object) err = s.Get(&req, p, &object)
if err != nil { if err != nil {
e.Error(500, err, fmt.Sprintf("获取反单管理-仓位失败,\r\n失败信息 %s", err.Error())) e.Error(500, err, fmt.Sprintf("获取反单管理-仓位失败,\r\n失败信息 %s", err.Error()))
return return
} }
e.OK( object, "查询成功") e.OK(object, "查询成功")
} }
// Insert 创建反单管理-仓位 // Insert 创建反单管理-仓位
@ -103,25 +103,25 @@ func (e LineReversePosition) Get(c *gin.Context) {
// @Router /api/v1/line-reverse-position [post] // @Router /api/v1/line-reverse-position [post]
// @Security Bearer // @Security Bearer
func (e LineReversePosition) Insert(c *gin.Context) { func (e LineReversePosition) Insert(c *gin.Context) {
req := dto.LineReversePositionInsertReq{} req := dto.LineReversePositionInsertReq{}
s := service.LineReversePosition{} s := service.LineReversePosition{}
err := e.MakeContext(c). err := e.MakeContext(c).
MakeOrm(). MakeOrm().
Bind(&req). Bind(&req).
MakeService(&s.Service). MakeService(&s.Service).
Errors Errors
if err != nil { if err != nil {
e.Logger.Error(err) e.Logger.Error(err)
e.Error(500, err, err.Error()) e.Error(500, err, err.Error())
return return
} }
// 设置创建人 // 设置创建人
req.SetCreateBy(user.GetUserId(c)) req.SetCreateBy(user.GetUserId(c))
err = s.Insert(&req) err = s.Insert(&req)
if err != nil { if err != nil {
e.Error(500, err, fmt.Sprintf("创建反单管理-仓位失败,\r\n失败信息 %s", err.Error())) e.Error(500, err, fmt.Sprintf("创建反单管理-仓位失败,\r\n失败信息 %s", err.Error()))
return return
} }
e.OK(req.GetId(), "创建成功") e.OK(req.GetId(), "创建成功")
@ -139,27 +139,27 @@ func (e LineReversePosition) Insert(c *gin.Context) {
// @Router /api/v1/line-reverse-position/{id} [put] // @Router /api/v1/line-reverse-position/{id} [put]
// @Security Bearer // @Security Bearer
func (e LineReversePosition) Update(c *gin.Context) { func (e LineReversePosition) Update(c *gin.Context) {
req := dto.LineReversePositionUpdateReq{} req := dto.LineReversePositionUpdateReq{}
s := service.LineReversePosition{} s := service.LineReversePosition{}
err := e.MakeContext(c). err := e.MakeContext(c).
MakeOrm(). MakeOrm().
Bind(&req). Bind(&req).
MakeService(&s.Service). MakeService(&s.Service).
Errors Errors
if err != nil { if err != nil {
e.Logger.Error(err) e.Logger.Error(err)
e.Error(500, err, err.Error()) e.Error(500, err, err.Error())
return return
} }
req.SetUpdateBy(user.GetUserId(c)) req.SetUpdateBy(user.GetUserId(c))
p := actions.GetPermissionFromContext(c) p := actions.GetPermissionFromContext(c)
err = s.Update(&req, p) err = s.Update(&req, p)
if err != nil { if err != nil {
e.Error(500, err, fmt.Sprintf("修改反单管理-仓位失败,\r\n失败信息 %s", err.Error())) e.Error(500, err, fmt.Sprintf("修改反单管理-仓位失败,\r\n失败信息 %s", err.Error()))
return return
} }
e.OK( req.GetId(), "修改成功") e.OK(req.GetId(), "修改成功")
} }
// Delete 删除反单管理-仓位 // Delete 删除反单管理-仓位
@ -171,18 +171,18 @@ func (e LineReversePosition) Update(c *gin.Context) {
// @Router /api/v1/line-reverse-position [delete] // @Router /api/v1/line-reverse-position [delete]
// @Security Bearer // @Security Bearer
func (e LineReversePosition) Delete(c *gin.Context) { func (e LineReversePosition) Delete(c *gin.Context) {
s := service.LineReversePosition{} s := service.LineReversePosition{}
req := dto.LineReversePositionDeleteReq{} req := dto.LineReversePositionDeleteReq{}
err := e.MakeContext(c). err := e.MakeContext(c).
MakeOrm(). MakeOrm().
Bind(&req). Bind(&req).
MakeService(&s.Service). MakeService(&s.Service).
Errors Errors
if err != nil { if err != nil {
e.Logger.Error(err) e.Logger.Error(err)
e.Error(500, err, err.Error()) e.Error(500, err, err.Error())
return return
} }
// req.SetUpdateBy(user.GetUserId(c)) // req.SetUpdateBy(user.GetUserId(c))
p := actions.GetPermissionFromContext(c) p := actions.GetPermissionFromContext(c)
@ -190,7 +190,7 @@ func (e LineReversePosition) Delete(c *gin.Context) {
err = s.Remove(&req, p) err = s.Remove(&req, p)
if err != nil { if err != nil {
e.Error(500, err, fmt.Sprintf("删除反单管理-仓位失败,\r\n失败信息 %s", err.Error())) e.Error(500, err, fmt.Sprintf("删除反单管理-仓位失败,\r\n失败信息 %s", err.Error()))
return return
} }
e.OK( req.GetId(), "删除成功") e.OK(req.GetId(), "删除成功")
} }

View File

@ -11,8 +11,9 @@ import (
type LineReverseOrder struct { type LineReverseOrder struct {
models.Model models.Model
ApiId int `json:"apiId" gorm:"type:bigint;comment:api id"` PositionId int `json:"positionId" gorm:"type:bigint;comment:仓位id"`
Category int `json:"category" gorm:"type:tinyint;comment:分类 0-原始订单 1-反单"` ApiId int `json:"apiId" gorm:"type:bigint;comment:api id"`
Category int `json:"category" gorm:"type:tinyint;comment:分类 0-原始订单 1-反单"`
OrderSn string `json:"orderSn" gorm:"type:varchar(50);comment:订单号 0-主单 1-止盈 2-止损"` OrderSn string `json:"orderSn" gorm:"type:varchar(50);comment:订单号 0-主单 1-止盈 2-止损"`
OrderId string `json:"orderId" gorm:"type:varchar(50);comment:币安订单号"` OrderId string `json:"orderId" gorm:"type:varchar(50);comment:币安订单号"`

View File

@ -9,18 +9,20 @@ import (
type LineReversePosition struct { type LineReversePosition struct {
models.Model models.Model
ApiId int `json:"apiId" gorm:"type:bigint;comment:api_id"` PositionNo string `json:"positionNo" gorm:"type:varchar(18);comment:仓位编号"`
TotalAmount decimal.Decimal `json:"totalAmount" gorm:"type:decimal(18,8);comment:总仓位"` ApiId int `json:"apiId" gorm:"type:bigint;comment:api_id"`
Amount decimal.Decimal `json:"amount" gorm:"type:decimal(18,8);comment:仓位"` TotalAmount decimal.Decimal `json:"totalAmount" gorm:"type:decimal(18,8);comment:仓位"`
ReverseApiId int `json:"reverseApiId" gorm:"type:bigint;comment:反单api_id"` Amount decimal.Decimal `json:"amount" gorm:"type:decimal(18,8);comment:仓位"`
TotalReverseAmount decimal.Decimal `json:"totalReverseAmount" gorm:"type:decimal(18,8);comment:反单仓位"` ReverseApiId int `json:"reverseApiId" gorm:"type:bigint;comment:反单api_id"`
ReverseAmount decimal.Decimal `json:"reverseAmount" gorm:"type:decimal(18,8);comment:反单仓位"` TotalReverseAmount decimal.Decimal `json:"totalReverseAmount" gorm:"type:decimal(18,8);comment:反单仓位"`
Side string `json:"side" gorm:"type:varchar(10);comment:买卖方向 BUY SELL"` ReverseAmount decimal.Decimal `json:"reverseAmount" gorm:"type:decimal(18,8);comment:反单仓位"`
PositionSide string `json:"positionSide" gorm:"type:varchar(10);comment:持仓方向 LONG SHORT"` Side string `json:"side" gorm:"type:varchar(10);comment:买卖方向 BUY SELL"`
Symbol string `json:"symbol" gorm:"type:varchar(20);comment:交易对"` PositionSide string `json:"positionSide" gorm:"type:varchar(10);comment:持仓方向 LONG SHORT"`
Status int `json:"status" gorm:"type:tinyint;comment:仓位状态 1-已开仓 2-已平仓"` Symbol string `json:"symbol" gorm:"type:varchar(20);comment:交易对"`
ReverseStatus int `json:"reverseStatus" gorm:"type:tinyint;comment:反单仓位状态 1-已开仓 2-已平仓"` Status int `json:"status" gorm:"type:tinyint;comment:仓位状态 1-已开仓 2-已平仓"`
ReverseStatus int `json:"reverseStatus" gorm:"type:tinyint;comment:反单仓位状态 1-已开仓 2-已平仓"`
AveragePrice decimal.Decimal `json:"averagePrice" gorm:"type:decimal(18,8);comment:主单平均价格"`
ReverseAveragePrice decimal.Decimal `json:"reverseAveragePrice" gorm:"type:decimal(18,8);comment:反单平均价格"`
models.ModelTime models.ModelTime
models.ControlBy models.ControlBy
} }

View File

@ -19,6 +19,7 @@ type LineReverseOrderGetPageReq struct {
PositionSide string `form:"positionSide" search:"type:exact;column:position_side;table:line_reverse_order" comment:"持仓方向 LONG-多 SHORT-空"` PositionSide string `form:"positionSide" search:"type:exact;column:position_side;table:line_reverse_order" comment:"持仓方向 LONG-多 SHORT-空"`
Side string `form:"side" search:"type:exact;column:side;table:line_reverse_order" comment:"买卖方向 SELL-卖 BUY-买"` Side string `form:"side" search:"type:exact;column:side;table:line_reverse_order" comment:"买卖方向 SELL-卖 BUY-买"`
Status int `form:"status" search:"type:exact;column:status;table:line_reverse_order" comment:"状态 1-待下单 2-已下单 3-已成交 4-已平仓 5-已止损"` Status int `form:"status" search:"type:exact;column:status;table:line_reverse_order" comment:"状态 1-待下单 2-已下单 3-已成交 4-已平仓 5-已止损"`
PositionId int `form:"positionId" search:"type:exact;column:position_id;table:line_reverse_order" comment:"持仓id"`
LineReverseOrderOrder LineReverseOrderOrder
} }
@ -52,7 +53,7 @@ func (m *LineReverseOrderGetPageReq) GetNeedSearch() interface{} {
type LineReverseOrderInsertReq struct { type LineReverseOrderInsertReq struct {
Id int `json:"-" comment:"主键id"` // 主键id Id int `json:"-" comment:"主键id"` // 主键id
PId int `json:"pId" comment:"主单id"` PositionId int `json:"positionId" comment:"仓位id"`
OrderSn string `json:"orderSn" comment:"订单号"` OrderSn string `json:"orderSn" comment:"订单号"`
OrderId string `json:"orderId" comment:"币安订单号"` OrderId string `json:"orderId" comment:"币安订单号"`
FollowOrderSn string `json:"followOrderSn" comment:"跟随币安订单号"` FollowOrderSn string `json:"followOrderSn" comment:"跟随币安订单号"`
@ -86,6 +87,7 @@ func (s *LineReverseOrderInsertReq) Generate(model *models.LineReverseOrder) {
model.PositionSide = s.PositionSide model.PositionSide = s.PositionSide
model.Side = s.Side model.Side = s.Side
model.SignPrice = s.SignPrice model.SignPrice = s.SignPrice
model.TriggerTime = &s.TriggerTime
model.Status = s.Status model.Status = s.Status
model.CreateBy = s.CreateBy // 添加这而,需要记录是被谁创建的 model.CreateBy = s.CreateBy // 添加这而,需要记录是被谁创建的
} }
@ -96,7 +98,7 @@ func (s *LineReverseOrderInsertReq) GetId() interface{} {
type LineReverseOrderUpdateReq struct { type LineReverseOrderUpdateReq struct {
Id int `uri:"id" comment:"主键id"` // 主键id Id int `uri:"id" comment:"主键id"` // 主键id
PId int `json:"pId" comment:"主单id"` PositionId int `json:"positionId" comment:"仓位id"`
OrderSn string `json:"orderSn" comment:"订单号"` OrderSn string `json:"orderSn" comment:"订单号"`
OrderId string `json:"orderId" comment:"币安订单号"` OrderId string `json:"orderId" comment:"币安订单号"`
FollowOrderSn string `json:"followOrderSn" comment:"跟随币安订单号"` FollowOrderSn string `json:"followOrderSn" comment:"跟随币安订单号"`
@ -118,7 +120,6 @@ func (s *LineReverseOrderUpdateReq) Generate(model *models.LineReverseOrder) {
if s.Id == 0 { if s.Id == 0 {
model.Model = common.Model{Id: s.Id} model.Model = common.Model{Id: s.Id}
} }
model.OrderSn = s.OrderSn model.OrderSn = s.OrderSn
model.OrderId = s.OrderId model.OrderId = s.OrderId
model.FollowOrderSn = s.FollowOrderSn model.FollowOrderSn = s.FollowOrderSn
@ -131,6 +132,7 @@ func (s *LineReverseOrderUpdateReq) Generate(model *models.LineReverseOrder) {
model.PositionSide = s.PositionSide model.PositionSide = s.PositionSide
model.Side = s.Side model.Side = s.Side
model.SignPrice = s.SignPrice model.SignPrice = s.SignPrice
model.TriggerTime = &s.TriggerTime
model.Status = s.Status model.Status = s.Status
model.UpdateBy = s.UpdateBy // 添加这而,需要记录是被谁更新的 model.UpdateBy = s.UpdateBy // 添加这而,需要记录是被谁更新的
} }

View File

@ -115,3 +115,21 @@ type LineReversePositionDeleteReq struct {
func (s *LineReversePositionDeleteReq) GetId() interface{} { func (s *LineReversePositionDeleteReq) GetId() interface{} {
return s.Ids return s.Ids
} }
type LineReversePositionListResp struct {
Id int `json:"id"`
ApiName string `json:"apiName"`
ReverseApiName string `json:"reverseApiName"`
Amount decimal.Decimal `json:"amount"`
TotalAmount decimal.Decimal `json:"totalAmount"`
ReverseAmount decimal.Decimal `json:"reverseAmount"`
TotalReverseAmount decimal.Decimal `json:"totalReverseAmount"`
Side string `json:"side"`
PositionSide string `json:"positionSide"`
Symbol string `json:"symbol"`
Status int `json:"status"`
ReverseStatus int `json:"reverseStatus"`
AveragePrice decimal.Decimal `json:"averagePrice"`
ReverseAveragePrice decimal.Decimal `json:"reverseAveragePrice"`
CreatedAt string `json:"createdAt"`
}

View File

@ -3,13 +3,15 @@ package service
import ( import (
"errors" "errors"
"github.com/go-admin-team/go-admin-core/sdk/service" "github.com/go-admin-team/go-admin-core/sdk/service"
"github.com/jinzhu/copier"
"gorm.io/gorm" "gorm.io/gorm"
"go-admin/app/admin/models" "go-admin/app/admin/models"
"go-admin/app/admin/service/dto" "go-admin/app/admin/service/dto"
"go-admin/common/actions" "go-admin/common/actions"
cDto "go-admin/common/dto" cDto "go-admin/common/dto"
"go-admin/pkg/utility"
) )
type LineReversePosition struct { type LineReversePosition struct {
@ -17,9 +19,10 @@ type LineReversePosition struct {
} }
// GetPage 获取LineReversePosition列表 // GetPage 获取LineReversePosition列表
func (e *LineReversePosition) GetPage(c *dto.LineReversePositionGetPageReq, p *actions.DataPermission, list *[]models.LineReversePosition, count *int64) error { func (e *LineReversePosition) GetPage(c *dto.LineReversePositionGetPageReq, p *actions.DataPermission, list *[]dto.LineReversePositionListResp, count *int64) error {
var err error var err error
var data models.LineReversePosition var data models.LineReversePosition
var datas []models.LineReversePosition
err = e.Orm.Model(&data). err = e.Orm.Model(&data).
Scopes( Scopes(
@ -27,12 +30,52 @@ func (e *LineReversePosition) GetPage(c *dto.LineReversePositionGetPageReq, p *a
cDto.Paginate(c.GetPageSize(), c.GetPageIndex()), cDto.Paginate(c.GetPageSize(), c.GetPageIndex()),
actions.Permission(data.TableName(), p), actions.Permission(data.TableName(), p),
). ).
Find(list).Limit(-1).Offset(-1). Find(&datas).Limit(-1).Offset(-1).
Count(count).Error Count(count).Error
if err != nil { if err != nil {
e.Log.Errorf("LineReversePositionService GetPage error:%s \r\n", err) e.Log.Errorf("LineReversePositionService GetPage error:%s \r\n", err)
return err return err
} }
userIds := make([]int, 0)
for _, item := range datas {
if !utility.ContainsInt(userIds, item.ApiId) {
userIds = append(userIds, item.ApiId)
}
if !utility.ContainsInt(userIds, item.ReverseApiId) {
userIds = append(userIds, item.ReverseApiId)
}
}
userMap := make(map[int]string, 0)
if len(userIds) > 0 {
var users []models.LineApiUser
e.Orm.Model(&models.LineApiUser{}).
Where("id IN (?)", userIds).
Find(&users)
for _, item := range users {
userMap[int(item.Id)] = item.ApiName
}
}
for _, item := range datas {
var resp dto.LineReversePositionListResp
copier.Copy(&resp, &item)
if userName, ok := userMap[item.ApiId]; ok {
resp.ApiName = userName
}
if userName, ok := userMap[item.ReverseApiId]; ok {
resp.ReverseApiName = userName
}
*list = append(*list, resp)
}
return nil return nil
} }
@ -59,9 +102,9 @@ func (e *LineReversePosition) Get(d *dto.LineReversePositionGetReq, p *actions.D
// Insert 创建LineReversePosition对象 // Insert 创建LineReversePosition对象
func (e *LineReversePosition) Insert(c *dto.LineReversePositionInsertReq) error { func (e *LineReversePosition) Insert(c *dto.LineReversePositionInsertReq) error {
var err error var err error
var data models.LineReversePosition var data models.LineReversePosition
c.Generate(&data) c.Generate(&data)
err = e.Orm.Create(&data).Error err = e.Orm.Create(&data).Error
if err != nil { if err != nil {
e.Log.Errorf("LineReversePositionService Insert error:%s \r\n", err) e.Log.Errorf("LineReversePositionService Insert error:%s \r\n", err)
@ -72,22 +115,22 @@ func (e *LineReversePosition) Insert(c *dto.LineReversePositionInsertReq) error
// Update 修改LineReversePosition对象 // Update 修改LineReversePosition对象
func (e *LineReversePosition) Update(c *dto.LineReversePositionUpdateReq, p *actions.DataPermission) error { func (e *LineReversePosition) Update(c *dto.LineReversePositionUpdateReq, p *actions.DataPermission) error {
var err error var err error
var data = models.LineReversePosition{} var data = models.LineReversePosition{}
e.Orm.Scopes( e.Orm.Scopes(
actions.Permission(data.TableName(), p), actions.Permission(data.TableName(), p),
).First(&data, c.GetId()) ).First(&data, c.GetId())
c.Generate(&data) c.Generate(&data)
db := e.Orm.Save(&data) db := e.Orm.Save(&data)
if err = db.Error; err != nil { if err = db.Error; err != nil {
e.Log.Errorf("LineReversePositionService Save error:%s \r\n", err) e.Log.Errorf("LineReversePositionService Save error:%s \r\n", err)
return err return err
} }
if db.RowsAffected == 0 { if db.RowsAffected == 0 {
return errors.New("无权更新该数据") return errors.New("无权更新该数据")
} }
return nil return nil
} }
// Remove 删除LineReversePosition // Remove 删除LineReversePosition
@ -99,11 +142,11 @@ func (e *LineReversePosition) Remove(d *dto.LineReversePositionDeleteReq, p *act
actions.Permission(data.TableName(), p), actions.Permission(data.TableName(), p),
).Delete(&data, d.GetId()) ).Delete(&data, d.GetId())
if err := db.Error; err != nil { if err := db.Error; err != nil {
e.Log.Errorf("Service RemoveLineReversePosition error:%s \r\n", err) e.Log.Errorf("Service RemoveLineReversePosition error:%s \r\n", err)
return err return err
} }
if db.RowsAffected == 0 { if db.RowsAffected == 0 {
return errors.New("无权删除该数据") return errors.New("无权删除该数据")
} }
return nil return nil
} }

View File

@ -463,22 +463,13 @@ func (r *RedisHelper) SetNX(key string, value interface{}, expiration time.Durat
// SetHashWithTags 改进版:支持 struct 或 map 输入 // SetHashWithTags 改进版:支持 struct 或 map 输入
func (r *RedisHelper) SetHashWithTags(key string, obj interface{}) error { func (r *RedisHelper) SetHashWithTags(key string, obj interface{}) error {
var fields map[string]interface{} fields, err := getFieldsFromStruct(obj)
var err error if err != nil {
return err
// 1. 优先检查 obj 是否已经是一个 map[string]interface{}
if m, ok := obj.(map[string]interface{}); ok {
fields = m // 如果是,直接使用这个 map
} else {
// 2. 如果不是 map则假设它是一个 struct并尝试从 struct 中获取字段
fields, err = getFieldsFromStruct(obj) // getFieldsFromStruct 现在需要返回 error
if err != nil {
return fmt.Errorf("从结构体获取字段失败: %w", err)
}
} }
cmd := r.client.HSet(r.ctx, key, fields) _, err = r.client.HSet(r.ctx, key, fields).Result()
return cmd.Err() return err
} }
// getFieldsFromStruct 改进版:处理指针并进行类型检查,返回 error // getFieldsFromStruct 改进版:处理指针并进行类型检查,返回 error

View File

@ -37,6 +37,10 @@ type TradeSet struct {
E int64 `json:"-"` //推送时间 E int64 `json:"-"` //推送时间
} }
func (e *TradeSet) GetSymbol() string {
return e.Coin + e.Currency
}
//CommissionType int `db:"commissiontype"` //手续费:1买,2卖,3双向 //CommissionType int `db:"commissiontype"` //手续费:1买,2卖,3双向
//DepositNum float64 `db:"depositnum" json:"depositnum"` //保证金规模(手) //DepositNum float64 `db:"depositnum" json:"depositnum"` //保证金规模(手)
//ForceRate float64 `db:"forcerate" json:"forcerate"` //维持保证金率1% //ForceRate float64 `db:"forcerate" json:"forcerate"` //维持保证金率1%

View File

@ -28,3 +28,7 @@ func init() {
func GetOrderId() int64 { func GetOrderId() int64 {
return snowNode.Generate().Int64() return snowNode.Generate().Int64()
} }
func GetOrderNo() string {
return fmt.Sprintf("%d", GetOrderId())
}

View File

@ -49,7 +49,6 @@ func (e *FuturesResetV2) OrderPlace(apiUserInfo *DbModels.LineApiUser, params Fu
paramsMaps := map[string]string{ paramsMaps := map[string]string{
"symbol": params.Symbol, "symbol": params.Symbol,
"side": side, "side": side,
"quantity": params.Quantity.String(),
"type": orderType, "type": orderType,
"newClientOrderId": params.NewClientOrderId, "newClientOrderId": params.NewClientOrderId,
"positionSide": params.PositionSide, "positionSide": params.PositionSide,
@ -64,6 +63,10 @@ func (e *FuturesResetV2) OrderPlace(apiUserInfo *DbModels.LineApiUser, params Fu
paramsMaps["timeInForce"] = "GTC" paramsMaps["timeInForce"] = "GTC"
paramsMaps["stopprice"] = params.Profit.String() paramsMaps["stopprice"] = params.Profit.String()
paramsMaps["workingType"] = "MARK_PRICE" paramsMaps["workingType"] = "MARK_PRICE"
if params.ClosePosition {
paramsMaps["closePosition"] = "true"
}
case "TAKE_PROFIT": case "TAKE_PROFIT":
paramsMaps["price"] = params.Price.String() paramsMaps["price"] = params.Price.String()
paramsMaps["stopprice"] = params.Profit.String() paramsMaps["stopprice"] = params.Profit.String()
@ -72,6 +75,10 @@ func (e *FuturesResetV2) OrderPlace(apiUserInfo *DbModels.LineApiUser, params Fu
paramsMaps["stopprice"] = params.StopPrice.String() paramsMaps["stopprice"] = params.StopPrice.String()
paramsMaps["workingType"] = "MARK_PRICE" paramsMaps["workingType"] = "MARK_PRICE"
paramsMaps["timeInForce"] = "GTC" paramsMaps["timeInForce"] = "GTC"
if params.ClosePosition {
paramsMaps["closePosition"] = "true"
}
case "STOP": case "STOP":
paramsMaps["price"] = params.Price.String() paramsMaps["price"] = params.Price.String()
paramsMaps["stopprice"] = params.StopPrice.String() paramsMaps["stopprice"] = params.StopPrice.String()
@ -79,6 +86,10 @@ func (e *FuturesResetV2) OrderPlace(apiUserInfo *DbModels.LineApiUser, params Fu
paramsMaps["timeInForce"] = "GTC" paramsMaps["timeInForce"] = "GTC"
} }
//不是平仓
if !params.ClosePosition {
paramsMaps["quantity"] = params.Quantity.String()
}
// 获取 API 信息和发送下单请求 // 获取 API 信息和发送下单请求
client := GetClient(apiUserInfo) client := GetClient(apiUserInfo)
_, statusCode, err := client.SendFuturesRequestAuth("/fapi/v1/order", "POST", paramsMaps) _, statusCode, err := client.SendFuturesRequestAuth("/fapi/v1/order", "POST", paramsMaps)
@ -99,7 +110,7 @@ func parseOrderError(err error, paramsMaps map[string]string, statusCode int, ap
log.Error("下单失败 参数:", paramsVal) log.Error("下单失败 参数:", paramsVal)
errContent := FutErrorMaps[code.(float64)] errContent := FutErrorMaps[code.(float64)]
if errContent == "" { if errContent == "" {
errContent = err.Error() errContent, _ = dataMap["msg"].(string)
} }
return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, paramsMaps["symbol"], errContent) return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, paramsMaps["symbol"], errContent)
} }

View File

@ -784,6 +784,27 @@ func (e FutRestApi) CancelAllFutOrder(apiUserInfo DbModels.LineApiUser, symbol s
return nil return nil
} }
// 带重试的批量撤销订单
func (e FutRestApi) CancelBatchFutOrderLoop(apiUserInfo DbModels.LineApiUser, symbol string, newClientOrderIdList []string) error {
opts := retryhelper.DefaultRetryOptions()
opts.RetryableErrFn = func(err error) bool {
if strings.Contains(err.Error(), "LOT_SIZE") {
return false
}
//重试
return true
}
err := retryhelper.Retry(func() error {
return e.CancelBatchFutOrder(apiUserInfo, symbol, newClientOrderIdList)
}, opts)
if err != nil {
return err
}
return nil
}
// CancelBatchFutOrder 批量撤销订单 // CancelBatchFutOrder 批量撤销订单
// symbol 交易对 // symbol 交易对
// newClientOrderIdList 系统自定义的订单号, 最多支持10个订单 // newClientOrderIdList 系统自定义的订单号, 最多支持10个订单

View File

@ -70,36 +70,6 @@ func ChangeFutureOrder(mapData map[string]interface{}, apiKey string) {
if err != nil { if err != nil {
logger.Errorf("合约订单回调失败,反单失败:%v", err) logger.Errorf("合约订单回调失败,反单失败:%v", err)
} }
// 以前的下单逻辑
// 查询订单
// preOrder, err := getPreOrder(db, orderSn)
// if err != nil {
// logger.Error("合约订单回调失败,查询订单失败:", orderSn, " err:", err)
// return
// }
// // 解析订单状态
// status, ok := mapData["X"].(string)
// if !ok {
// mapStr, _ := sonic.Marshal(&mapData)
// logger.Error("订单回调失败,没有状态:", string(mapStr))
// return
// }
// // 更新订单状态
// orderStatus, reason := parseOrderStatus(status, mapData)
// if orderStatus == 0 {
// logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
// return
// }
// if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
// logger.Error("修改订单状态失败:", orderSn, " err:", err)
// return
// }
// handleFutOrderByType(db, preOrder, orderStatus)
} }
// 合约回调 // 合约回调

View File

@ -73,6 +73,7 @@ type FutOrderPlace struct {
StopPrice decimal.Decimal `json:"stopprice"` //止损价格 StopPrice decimal.Decimal `json:"stopprice"` //止损价格
OrderType string `json:"order_type"` //订单类型市价或限价MARKET(市价单) TAKE_PROFIT_MARKET市价止盈 TAKE_PROFIT(限价止盈) STOP (限价止损) STOP_MARKET市价止损 OrderType string `json:"order_type"` //订单类型市价或限价MARKET(市价单) TAKE_PROFIT_MARKET市价止盈 TAKE_PROFIT(限价止盈) STOP (限价止损) STOP_MARKET市价止损
NewClientOrderId string `json:"newClientOrderId"` NewClientOrderId string `json:"newClientOrderId"`
ClosePosition bool `json:"closePosition"` //是否平仓
} }
func (s FutOrderPlace) CheckParams() error { func (s FutOrderPlace) CheckParams() error {

View File

@ -7,7 +7,9 @@ import (
DbModels "go-admin/app/admin/models" DbModels "go-admin/app/admin/models"
"go-admin/common/global" "go-admin/common/global"
"go-admin/common/helper" "go-admin/common/helper"
"go-admin/models"
"go-admin/pkg/maphelper" "go-admin/pkg/maphelper"
"go-admin/pkg/utility/snowflakehelper"
"go-admin/services/cacheservice" "go-admin/services/cacheservice"
"strconv" "strconv"
"time" "time"
@ -68,10 +70,23 @@ func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interfac
result, err := e.handleSimpleStatusChange(status, orderSn, mapData) 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 //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 { 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 return true, err
} }
} }
@ -128,6 +143,7 @@ func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interfac
return true, err return true, err
} }
price := maphelper.GetDecimal(mapData, "ap")
totalNum := maphelper.GetDecimal(mapData, "z") totalNum := maphelper.GetDecimal(mapData, "z")
mainOrder := DbModels.LineReverseOrder{ mainOrder := DbModels.LineReverseOrder{
@ -136,6 +152,7 @@ func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interfac
PositionSide: positionSide, PositionSide: positionSide,
TotalNum: totalNum, TotalNum: totalNum,
Side: side, Side: side,
Price: price,
} }
e.changeOrderStatus(3, orderSn, mapData) e.changeOrderStatus(3, orderSn, mapData)
@ -175,8 +192,8 @@ func (e *ReverseService) changeOrderStatus(status int, orderSn string, mapData m
data["order_id"] = orderId data["order_id"] = orderId
} }
if ap, ok := mapData["ap"].(bool); ok { if ap, ok := mapData["ap"].(string); ok {
data["final_price"] = ap data["final_price"], _ = decimal.NewFromString(ap)
} }
if num, ok := mapData["z"].(string); ok { 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 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{}). db := e.Orm.Model(&DbModels.LineReverseOrder{}).
@ -284,6 +305,12 @@ func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, r
side := reverseOrder.Side side := reverseOrder.Side
totalNum := reverseOrder.TotalNum 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 var querySql string
sqlStr := "" sqlStr := ""
@ -310,6 +337,8 @@ func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, r
position.Status = 1 position.Status = 1
position.ReverseStatus = 0 position.ReverseStatus = 0
position.PositionSide = positionSide position.PositionSide = positionSide
position.AveragePrice = reverseOrder.FinalPrice
position.PositionNo = snowflakehelper.GetOrderNo()
} }
querySql = "api_id =? and position_side =? and symbol =? and status =1" 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 " sqlStr = "UPDATE line_reverse_position set amount=@totalNum,updated_at=now(),status=2 where id =@id and status!=2 "
} else if reducePosition { } else if reducePosition {
//只减仓 //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 { } 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 { } else {
querySql = "reverse_api_id =? and position_side =? and symbol =? and reverse_status in (0,1)" 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 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" 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 { } 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 { } 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 { err := e.Orm.Transaction(func(tx *gorm.DB) error {
err1 := tx.Model(&position).Where(querySql, err1 := tx.Model(&position).Where(querySql,
reverseOrder.ApiId, positionSide, reverseOrder.Symbol).First(&position).Error 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 { if err2 := tx.Create(&position).Error; err2 != nil {
return err2 return err2
} }
averagePrice = position.AveragePrice
} else { } else {
return err1 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 { if dbResult.Error != nil {
return dbResult.Error return dbResult.Error
} }
reverseOrder.PositionId = position.Id
if dbResult.RowsAffected == 0 { if dbResult.RowsAffected == 0 {
e.Log.Errorf("减仓数据 是否平仓单:%v :%v", closePosition, reverseOrder) 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") 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 //反向下单百分比
proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(2) proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(4)
amount = mainOrder.BuyPrice.Mul(proportion).Div(price).Truncate(int32(symbol.AmountDigit)) amount = mainOrder.TotalNum.Mul(proportion).Truncate(int32(symbol.AmountDigit))
if amount.Cmp(decimal.Zero) <= 0 { 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) 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.Status = 1
order.Type = setting.ReverseOrderType order.Type = setting.ReverseOrderType
order.SignPrice = signPrice order.SignPrice = signPrice
order.PositionId = mainOrder.PositionId
if order.Remark != "" { if order.Remark != "" {
order.Status = 8 order.Status = 8
@ -498,12 +583,64 @@ func (e *ReverseService) DoAddReverseOrder(mainOrder *DbModels.LineReverseOrder,
} }
if order.Status == 1 { 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 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 // 处理币安订单
// order: 反单信息 // order: 反单信息
// apiInfo: 币安api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 // 重下止盈止损
// mapData: 主单止盈止损回调 // mapData: 主单止盈止损回调
func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orderSn string, mainApiInfo *DbModels.LineApiUser) error { func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orderSn string, mainApiInfo *DbModels.LineApiUser, symbol *models.TradeSet) error {
symbol, err := maphelper.GetString(*mapData, "s") orderType := 0 //订单类型 1-止盈 2-止损
if err != nil {
return err
}
side, err := maphelper.GetString(*mapData, "S") side, err := maphelper.GetString(*mapData, "S")
if err != nil { if err != nil {
@ -584,6 +716,12 @@ func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orde
positionSide = "LONG" 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) apiInfo, err := GetApiInfo(mainApiInfo.ReverseApiId)
if err != nil { if err != nil {
@ -591,33 +729,96 @@ func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orde
return err return err
} }
var reverseOrder DbModels.LineReverseOrder switch ot {
e.Orm.Model(&DbModels.LineReverseOrder{}). case "STOP_MARKET", "STOP":
Where("symbol =? and api_id =? and position_side =? and side = ? and status =1", symbol, mainApiInfo.ReverseApiId, positionSide, side). orderType = 2
First(&reverseOrder) case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
orderType = 1
//取消旧止盈止损 default:
if reverseOrder.OrderSn != "" { return fmt.Errorf("不支持的订单类型 ot:%s", ot)
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
}
} }
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{ params := FutOrderPlace{
ApiId: apiInfo.Id, ApiId: apiInfo.Id,
Symbol: symbol, Symbol: symbol.GetSymbol(),
PositionSide: positionSide, PositionSide: positionSide,
Side: side, Side: side,
OrderType: ot, OrderType: ot,
Quantity: reverseOrder.TotalNum, Quantity: reversePosition.TotalReverseAmount,
Price: reverseOrder.Price, Price: price,
NewClientOrderId: reverseOrder.OrderSn, StopPrice: price,
Profit: price,
NewClientOrderId: newOrder.OrderSn,
ClosePosition: close,
} }
futApiV2 := FuturesResetV2{Service: e.Service} 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 return nil
} }

View File

@ -1 +1,34 @@
package binanceservice package binanceservice
import (
"go-admin/common/helper"
"testing"
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/go-admin-team/go-admin-core/sdk"
"gorm.io/driver/mysql"
"gorm.io/gorm"
)
func initConfig() *gorm.DB {
dsn := "root:123456@tcp(127.0.0.1:3306)/go_exchange_single?charset=utf8mb4&parseTime=True&loc=Local&timeout=1000ms"
db, _ := gorm.Open(mysql.Open(dsn), &gorm.Config{})
sdk.Runtime.SetDb("default", db)
helper.InitDefaultRedis("127.0.0.1:6379", "", 2)
helper.InitLockRedisConn("127.0.0.1:6379", "", "2")
return db
}
func TestReverseOrder(t *testing.T) {
db := initConfig()
mapData := make(map[string]interface{})
content := `{"s":"ADAUSDT","c":"439301585084878848","S":"SELL","o":"LIMIT","f":"GTC","q":"8","p":"0.7781","ap":"0.7843","sp":"0","x":"TRADE","X":"FILLED","i":56468022240,"l":"8","z":"8","L":"0.7843","n":"0.0031372","N":"USDT","T":1753950025820,"t":1642816051,"b":"0","a":"0","m":false,"R":false,"wt":"CONTRACT_PRICE","ot":"LIMIT","ps":"SHORT","cp":false,"rp":"0","pP":false,"si":0,"ss":0,"V":"EXPIRE_MAKER","pm":"NONE","gtd":0}`
sonic.Unmarshal([]byte(content), &mapData)
service := ReverseService{}
service.Orm = db
service.Log = logger.NewHelper(logger.DefaultLogger)
service.ReverseOrder("c8ej2vxXzNUIlCjQCmU1iavK8LG78uZaXY3CIT4kz0PuhnXycg44HsVAbsqupHTw", mapData)
}

View File

@ -522,7 +522,7 @@ func (wm *BinanceWebSocketManager) Stop() {
// 重连机制 // 重连机制
func (wm *BinanceWebSocketManager) handleReconnect(ctx context.Context) { func (wm *BinanceWebSocketManager) handleReconnect(ctx context.Context) {
maxRetries := 5 // 最大重试次数 maxRetries := 100 // 最大重试次数
retryCount := 0 retryCount := 0
for { for {