1、反向下单 暂时提交
This commit is contained in:
@ -1,15 +0,0 @@
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package binanceservice
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import "github.com/go-admin-team/go-admin-core/sdk/service"
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type BinanceReverseFuturesService struct {
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service.Service
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}
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//
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func (e *BinanceReverseFuturesService) DoReverse() error {
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apiInfo, ok := ShouldReverse(apiKey)
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//TODO: 实现反向开仓逻辑
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return nil
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}
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@ -1,12 +0,0 @@
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package binanceservice
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import "github.com/go-admin-team/go-admin-core/sdk/service"
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type BinanceReverseSpotService struct {
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service.Service
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}
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// JudgeApiUser 判断是否需要
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func (e *BinanceReverseSpotService) JudgeApiUser() bool {
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return false
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}
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@ -1,16 +0,0 @@
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package binanceservice
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import DbModels "go-admin/app/admin/models"
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// ShouldReverse 判断是否需要反单
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// return apiInfo, bool
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func ShouldReverse(apiKey string) (DbModels.LineApiUser, bool) {
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// TODO: 实现判断是否需要反单的逻辑
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apiInfo := GetApiInfoByKey(apiKey)
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if apiInfo.ReverseStatus == 1 && apiInfo.ReverseApiId > 0 {
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return apiInfo, true
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}
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return DbModels.LineApiUser{}, false
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}
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114
services/binanceservice/futures_reset_v2.go
Normal file
114
services/binanceservice/futures_reset_v2.go
Normal file
@ -0,0 +1,114 @@
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package binanceservice
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import (
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"fmt"
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"strings"
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DbModels "go-admin/app/admin/models"
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"go-admin/pkg/retryhelper"
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"github.com/bytedance/sonic"
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log "github.com/go-admin-team/go-admin-core/logger"
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"github.com/go-admin-team/go-admin-core/sdk/service"
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)
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type FuturesResetV2 struct {
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service.Service
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}
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// 带重试机制的合约下单
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func (e *FuturesResetV2) OrderPlaceLoop(apiUserInfo *DbModels.LineApiUser, params FutOrderPlace) error {
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opts := retryhelper.DefaultRetryOptions()
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opts.RetryableErrFn = func(err error) bool {
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if strings.Contains(err.Error(), "LOT_SIZE") {
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return false
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}
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//重试
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return true
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}
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err := retryhelper.Retry(func() error {
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return e.OrderPlace(apiUserInfo, params)
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}, opts)
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if err != nil {
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return err
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}
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return nil
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}
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// 合约下单
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func (e *FuturesResetV2) OrderPlace(apiUserInfo *DbModels.LineApiUser, params FutOrderPlace) error {
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if err := params.CheckParams(); err != nil {
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return err
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}
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orderType := strings.ToUpper(params.OrderType)
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side := strings.ToUpper(params.Side)
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paramsMaps := map[string]string{
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"symbol": params.Symbol,
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"side": side,
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"quantity": params.Quantity.String(),
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"type": orderType,
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"newClientOrderId": params.NewClientOrderId,
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"positionSide": params.PositionSide,
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}
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// 设置市价和限价等类型的参数
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switch orderType {
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case "LIMIT":
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paramsMaps["price"] = params.Price.String()
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paramsMaps["timeInForce"] = "GTC"
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case "TAKE_PROFIT_MARKET":
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paramsMaps["timeInForce"] = "GTC"
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paramsMaps["stopprice"] = params.Profit.String()
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paramsMaps["workingType"] = "MARK_PRICE"
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case "TAKE_PROFIT":
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paramsMaps["price"] = params.Price.String()
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paramsMaps["stopprice"] = params.Profit.String()
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paramsMaps["timeInForce"] = "GTC"
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case "STOP_MARKET":
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paramsMaps["stopprice"] = params.StopPrice.String()
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paramsMaps["workingType"] = "MARK_PRICE"
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paramsMaps["timeInForce"] = "GTC"
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case "STOP":
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paramsMaps["price"] = params.Price.String()
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paramsMaps["stopprice"] = params.StopPrice.String()
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paramsMaps["workingType"] = "MARK_PRICE"
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paramsMaps["timeInForce"] = "GTC"
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}
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// 获取 API 信息和发送下单请求
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client := GetClient(apiUserInfo)
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_, statusCode, err := client.SendFuturesRequestAuth("/fapi/v1/order", "POST", paramsMaps)
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if err != nil {
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return parseOrderError(err, paramsMaps, statusCode, apiUserInfo)
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}
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return nil
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}
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// 拆出的错误解析函数
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func parseOrderError(err error, paramsMaps map[string]string, statusCode int, apiUserInfo *DbModels.LineApiUser) error {
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var dataMap map[string]interface{}
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if err2 := sonic.Unmarshal([]byte(err.Error()), &dataMap); err2 == nil {
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if code, ok := dataMap["code"]; ok {
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paramsVal, _ := sonic.MarshalString(¶msMaps)
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log.Error("下单失败 参数:", paramsVal)
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errContent := FutErrorMaps[code.(float64)]
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if errContent == "" {
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errContent = err.Error()
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}
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return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, paramsMaps["symbol"], errContent)
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}
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}
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// 特殊处理保证金不足
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if strings.Contains(err.Error(), "Margin is insufficient.") {
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return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, paramsMaps["symbol"], FutErrorMaps[-2019])
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}
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return fmt.Errorf("api_id:%d 交易对:%s statusCode:%v 下单失败:%s", apiUserInfo.Id, paramsMaps["symbol"], statusCode, err.Error())
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}
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@ -12,6 +12,7 @@ import (
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"go-admin/models/binancedto"
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"go-admin/models/futuresdto"
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"go-admin/pkg/httputils"
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"go-admin/pkg/retryhelper"
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"go-admin/pkg/utility"
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"strconv"
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"strings"
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@ -715,6 +716,15 @@ func (e FutRestApi) ClosePosition(symbol string, orderSn string, quantity decima
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return nil
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}
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// 带重试机制的取消订单
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func (e FutRestApi) CancelFutOrderRetry(apiUserInfo DbModels.LineApiUser, symbol string, newClientOrderId string) error {
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opts := retryhelper.DefaultRetryOptions()
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return retryhelper.Retry(func() error {
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return e.CancelFutOrder(apiUserInfo, symbol, newClientOrderId)
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}, opts)
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}
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// CancelFutOrder 通过单个订单号取消合约委托
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// symbol 交易对
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// newClientOrderId 系统自定义订单号
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@ -27,7 +27,7 @@ import (
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/*
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修改订单信息
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*/
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func ChangeFutureOrder(mapData map[string]interface{}) {
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func ChangeFutureOrder(mapData map[string]interface{}, apiKey string) {
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// 检查订单号是否存在
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orderSn, ok := mapData["c"]
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originOrderSn := mapData["C"] //取消操作 代表原始订单号
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@ -61,34 +61,45 @@ func ChangeFutureOrder(mapData map[string]interface{}) {
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}
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defer lock.Release()
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// 查询订单
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preOrder, err := getPreOrder(db, orderSn)
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//反单逻辑
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reverseService := ReverseService{}
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reverseService.Orm = db
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reverseService.Log = logger.NewHelper(logger.DefaultLogger)
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_, err = reverseService.ReverseOrder(apiKey, mapData)
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if err != nil {
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logger.Error("合约订单回调失败,查询订单失败:", orderSn, " err:", err)
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return
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logger.Errorf("合约订单回调失败,反单失败:%v", err)
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}
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// 解析订单状态
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status, ok := mapData["X"].(string)
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if !ok {
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mapStr, _ := sonic.Marshal(&mapData)
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logger.Error("订单回调失败,没有状态:", string(mapStr))
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return
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}
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// 更新订单状态
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orderStatus, reason := parseOrderStatus(status, mapData)
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// 以前的下单逻辑
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// 查询订单
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// preOrder, err := getPreOrder(db, orderSn)
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// if err != nil {
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// logger.Error("合约订单回调失败,查询订单失败:", orderSn, " err:", err)
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// return
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// }
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if orderStatus == 0 {
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logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
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return
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}
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// // 解析订单状态
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// status, ok := mapData["X"].(string)
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// if !ok {
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// mapStr, _ := sonic.Marshal(&mapData)
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// logger.Error("订单回调失败,没有状态:", string(mapStr))
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// return
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// }
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// // 更新订单状态
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// orderStatus, reason := parseOrderStatus(status, mapData)
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if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
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logger.Error("修改订单状态失败:", orderSn, " err:", err)
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return
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}
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// if orderStatus == 0 {
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// logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
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// return
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// }
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handleFutOrderByType(db, preOrder, orderStatus)
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// if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
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// logger.Error("修改订单状态失败:", orderSn, " err:", err)
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// return
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// }
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// handleFutOrderByType(db, preOrder, orderStatus)
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}
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// 合约回调
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@ -61,16 +61,17 @@ type EntryPriceResult struct {
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}
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type FutOrderPlace struct {
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ApiId int `json:"api_id"` //api用户id
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Symbol string `json:"symbol"` //合约交易对
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Side string `json:"side"` //购买方向
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Quantity decimal.Decimal `json:"quantity"` //数量
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Price decimal.Decimal `json:"price"` //限价单价
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SideType string `json:"side_type"` //现价或者市价
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OpenOrder int `json:"open_order"` //是否开启限价单止盈止损
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Profit decimal.Decimal `json:"profit"` //止盈价格
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StopPrice decimal.Decimal `json:"stopprice"` //止损价格
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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）
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ApiId int `json:"api_id"` //api用户id
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Symbol string `json:"symbol"` //合约交易对
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Side string `json:"side"` //购买方向
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PositionSide string `json:"position_side"` //持仓方向
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Quantity decimal.Decimal `json:"quantity"` //数量
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Price decimal.Decimal `json:"price"` //限价单价
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SideType string `json:"side_type"` //现价或者市价
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OpenOrder int `json:"open_order"` //是否开启限价单止盈止损
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Profit decimal.Decimal `json:"profit"` //止盈价格
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StopPrice decimal.Decimal `json:"stopprice"` //止损价格
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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）
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NewClientOrderId string `json:"newClientOrderId"`
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}
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623
services/binanceservice/reverse_service.go
Normal file
623
services/binanceservice/reverse_service.go
Normal file
@ -0,0 +1,623 @@
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package binanceservice
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import (
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"database/sql"
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"errors"
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"fmt"
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DbModels "go-admin/app/admin/models"
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"go-admin/common/global"
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"go-admin/common/helper"
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"go-admin/pkg/maphelper"
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"go-admin/services/cacheservice"
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"strconv"
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"time"
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"github.com/go-admin-team/go-admin-core/sdk/service"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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type ReverseService struct {
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service.Service
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}
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// SaveMainOrder 保存订单信息
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// mapData: 下单数据
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// status: 订单状态
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// orderSn: 自定义订单号
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func (e *ReverseService) handleSimpleStatusChange(status string, orderSn string, mapData map[string]interface{}) (bool, error) {
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statusMap := map[string]int{
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"NEW": 2,
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"CANCELED": 6,
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"EXPIRED": 7,
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"EXPIRED_IN_MATCH": 7,
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}
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if newStatus, ok := statusMap[status]; ok {
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_ = e.changeOrderStatus(newStatus, orderSn, mapData)
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return false, nil
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}
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return false, fmt.Errorf("不支持的订单状态 %s", status)
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}
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// ReverseOrder 反向下单
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// apiKey: api key
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// mapData: 下单数据
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// return apiInfo, bool
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// bool: true=需要反单, false=不需要反单
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func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interface{}) (bool, error) {
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apiInfo := GetApiInfoByKey(apiKey)
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if apiInfo.Id == 0 {
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e.Log.Errorf("获取apiInfo失败 %s", apiKey)
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return false, nil
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}
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status, _ := maphelper.GetString(mapData, "X")
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orderSn, err := maphelper.GetString(mapData, "c")
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if err != nil {
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return true, err
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}
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ot, err := maphelper.GetString(mapData, "ot")
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if err != nil {
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return true, err
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}
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switch status {
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case "NEW", "CANCELED", "EXPIRED", "EXPIRED_IN_MATCH":
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result, err := e.handleSimpleStatusChange(status, orderSn, mapData)
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//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
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if status == "NEW" && (ot == "TAKE_PROFIT_MARKET" || ot == "STOP_LOSS_MARKET" || ot == "TAKE_PROFIT_LIMIT" || ot == "STOP_LOSS_LIMIT") &&
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apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 {
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if err := e.ReTakeOrStopOrder(&mapData, orderSn, &apiInfo); err != nil {
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return true, err
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}
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}
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return result, err
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case "FILLED":
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if apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 {
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reverseApiInfo, err := GetApiInfo(apiInfo.ReverseApiId)
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if err != nil {
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e.Log.Errorf("获取反向api信息失败 reverseApiId:%d, err:%v", apiInfo.ReverseApiId, err)
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return true, err
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}
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mainOrder, err := e.SaveMainOrder(mapData, apiInfo)
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if err != nil {
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return false, err
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}
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switch {
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case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL":
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if mainOrder.Category == 0 {
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if err1 := e.savePosition(&mainOrder, reverseApiInfo.Id, true, false, false); err1 != nil {
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return true, err1
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}
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e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, false, false)
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}
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case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL":
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if mainOrder.Category == 0 {
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closePosition := maphelper.GetBool(mapData, "R")
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if err1 := e.savePosition(&mainOrder, reverseApiInfo.Id, true, true, closePosition); err1 != nil {
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e.Log.Errorf("保存主订单失败: %v", err1)
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return true, err1
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}
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e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, true, closePosition)
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}
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default:
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return true, errors.New("不支持的订单类型")
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}
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return true, nil
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} else if apiInfo.Subordinate == "2" {
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symbol, err := maphelper.GetString(mapData, "s")
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if err != nil {
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return true, err
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}
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positionSide, err := maphelper.GetString(mapData, "ps")
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if err != nil {
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return true, err
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}
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side, err := maphelper.GetString(mapData, "S")
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if err != nil {
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return true, err
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}
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totalNum := maphelper.GetDecimal(mapData, "z")
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mainOrder := DbModels.LineReverseOrder{
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ApiId: apiInfo.Id,
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Symbol: symbol,
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PositionSide: positionSide,
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TotalNum: totalNum,
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Side: side,
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}
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e.changeOrderStatus(3, orderSn, mapData)
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switch {
|
||||
case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL":
|
||||
if mainOrder.Category == 0 {
|
||||
if err1 := e.savePosition(&mainOrder, 0, false, false, false); err1 != nil {
|
||||
return true, err1
|
||||
}
|
||||
}
|
||||
case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL":
|
||||
if mainOrder.Category == 0 {
|
||||
closePosition := maphelper.GetBool(mapData, "R")
|
||||
if err1 := e.savePosition(&mainOrder, 0, false, true, closePosition); err1 != nil {
|
||||
return true, err1
|
||||
}
|
||||
}
|
||||
default:
|
||||
return true, errors.New("不支持的订单类型")
|
||||
}
|
||||
}
|
||||
default:
|
||||
return false, fmt.Errorf("不支持的订单状态 %s", status)
|
||||
}
|
||||
|
||||
return false, nil
|
||||
}
|
||||
|
||||
// 修改订单状态
|
||||
// status: 订单状态 1-待下单 2-已下单 3-已成交 6-已取消 7-已过期
|
||||
func (e *ReverseService) changeOrderStatus(status int, orderSn string, mapData map[string]interface{}) error {
|
||||
data := map[string]interface{}{"status": status, "updated_at": time.Now()}
|
||||
|
||||
if status == 3 {
|
||||
now := time.Now()
|
||||
if orderId, ok := mapData["i"].(float64); ok {
|
||||
data["order_id"] = orderId
|
||||
}
|
||||
|
||||
if ap, ok := mapData["ap"].(bool); ok {
|
||||
data["final_price"] = ap
|
||||
}
|
||||
|
||||
if num, ok := mapData["z"].(string); ok {
|
||||
data["total_num"], _ = decimal.NewFromString(num)
|
||||
}
|
||||
|
||||
data["trigger_time"] = &now
|
||||
}
|
||||
|
||||
db := e.Orm.Model(&DbModels.LineReverseOrder{}).
|
||||
Where("order_sn =? and status != 3", orderSn).
|
||||
Updates(data)
|
||||
|
||||
if db.Error != nil {
|
||||
e.Log.Errorf("修改订单状态失败 orderSn:%s, err:%v", orderSn, db.Error)
|
||||
}
|
||||
|
||||
if db.RowsAffected == 0 {
|
||||
e.Log.Errorf("修改订单状态失败 orderSn:%s, 未找到订单", orderSn)
|
||||
}
|
||||
return db.Error
|
||||
}
|
||||
|
||||
// 先保存主单,持仓信息 必须用双向持仓!
|
||||
func (e *ReverseService) SaveMainOrder(mapData map[string]interface{}, apiInfo DbModels.LineApiUser) (DbModels.LineReverseOrder, error) {
|
||||
now := time.Now()
|
||||
symbol, err := maphelper.GetString(mapData, "s")
|
||||
var reverseOrder DbModels.LineReverseOrder
|
||||
if err != nil {
|
||||
return reverseOrder, err
|
||||
}
|
||||
|
||||
orderSn, err := maphelper.GetString(mapData, "c")
|
||||
if err != nil {
|
||||
return reverseOrder, err
|
||||
}
|
||||
|
||||
side, err := maphelper.GetString(mapData, "S")
|
||||
if err != nil {
|
||||
return reverseOrder, err
|
||||
}
|
||||
|
||||
positionSide, err := maphelper.GetString(mapData, "ps")
|
||||
if err != nil {
|
||||
return reverseOrder, err
|
||||
}
|
||||
|
||||
mainType, _ := maphelper.GetString(mapData, "ot")
|
||||
|
||||
reverseOrder = DbModels.LineReverseOrder{
|
||||
ApiId: apiInfo.Id,
|
||||
Category: 0,
|
||||
OrderSn: orderSn,
|
||||
TriggerTime: &now,
|
||||
Status: 3,
|
||||
Symbol: symbol,
|
||||
FollowOrderSn: "",
|
||||
Type: mainType,
|
||||
Price: maphelper.GetDecimal(mapData, "p"),
|
||||
FinalPrice: maphelper.GetDecimal(mapData, "ap"),
|
||||
TotalNum: maphelper.GetDecimal(mapData, "z"),
|
||||
Side: side,
|
||||
PositionSide: positionSide,
|
||||
}
|
||||
|
||||
reverseOrder.PriceU = reverseOrder.Price
|
||||
|
||||
if !reverseOrder.Price.IsZero() && !reverseOrder.TotalNum.IsZero() {
|
||||
reverseOrder.BuyPrice = reverseOrder.Price.Mul(reverseOrder.TotalNum)
|
||||
}
|
||||
|
||||
if id, err := maphelper.GetFloat64(mapData, "i"); err == nil {
|
||||
reverseOrder.OrderId = strconv.FormatFloat(id, 'f', -1, 64)
|
||||
}
|
||||
|
||||
orderType, _ := maphelper.GetString(mapData, "ot")
|
||||
switch orderType {
|
||||
case "LIMIT", "MARKET":
|
||||
reverseOrder.OrderType = 0
|
||||
case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
|
||||
reverseOrder.OrderType = 1
|
||||
case "STOP_MARKET", "STOP", "TRAILING_STOP_MARKET":
|
||||
reverseOrder.OrderType = 2
|
||||
default:
|
||||
return reverseOrder, fmt.Errorf("不支持的订单类型: %s", orderType)
|
||||
}
|
||||
|
||||
if reverseOrder.PositionSide == "BOTH" {
|
||||
return reverseOrder, errors.New("不支持的持仓类型,必须为双向持仓")
|
||||
}
|
||||
|
||||
if err := e.Orm.Create(&reverseOrder).Error; err != nil {
|
||||
e.Log.Errorf("保存主单失败:%v", err)
|
||||
return reverseOrder, err
|
||||
}
|
||||
|
||||
return reverseOrder, nil
|
||||
}
|
||||
|
||||
// 更新仓位信息
|
||||
// closePosition: true=平仓, false=减仓
|
||||
func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, reverseApiId int, isMain, reducePosition, closePosition bool) error {
|
||||
position := DbModels.LineReversePosition{}
|
||||
positionSide := reverseOrder.PositionSide
|
||||
side := reverseOrder.Side
|
||||
totalNum := reverseOrder.TotalNum
|
||||
|
||||
var querySql string
|
||||
sqlStr := ""
|
||||
|
||||
//如果是主单,存储仓位则是反单的持仓方向
|
||||
if isMain {
|
||||
if reverseOrder.PositionSide == "LONG" {
|
||||
positionSide = "SHORT"
|
||||
} else {
|
||||
positionSide = "LONG"
|
||||
}
|
||||
|
||||
if !reducePosition {
|
||||
//反单止盈止损方向相反
|
||||
if side == "SELL" {
|
||||
side = "BUY"
|
||||
} else {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
position.ReverseApiId = reverseApiId
|
||||
position.Side = side
|
||||
position.ApiId = reverseOrder.ApiId
|
||||
position.Symbol = reverseOrder.Symbol
|
||||
position.Status = 1
|
||||
position.ReverseStatus = 0
|
||||
position.PositionSide = positionSide
|
||||
}
|
||||
querySql = "api_id =? and position_side =? and symbol =? and status =1"
|
||||
|
||||
//平仓
|
||||
if closePosition {
|
||||
totalNum = decimal.Zero
|
||||
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 "
|
||||
} else {
|
||||
sqlStr = "UPDATE line_reverse_position set total_amount=total_amount + @totalNum,amount=amount + @totalNum,updated_at=now() where id =@id and status!=2"
|
||||
}
|
||||
} else {
|
||||
querySql = "reverse_api_id =? and position_side =? and symbol =? and reverse_status in (0,1)"
|
||||
|
||||
if closePosition {
|
||||
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"
|
||||
} 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"
|
||||
}
|
||||
}
|
||||
|
||||
err := e.Orm.Transaction(func(tx *gorm.DB) error {
|
||||
err1 := tx.Model(&position).Where(querySql,
|
||||
reverseOrder.ApiId, positionSide, reverseOrder.Symbol).First(&position).Error
|
||||
|
||||
if err1 != nil {
|
||||
//主单仓位不存在,创建新仓位
|
||||
if isMain && errors.Is(err1, gorm.ErrRecordNotFound) && !reducePosition {
|
||||
|
||||
if err2 := tx.Create(&position).Error; err2 != nil {
|
||||
return err2
|
||||
}
|
||||
} else {
|
||||
return err1
|
||||
}
|
||||
}
|
||||
|
||||
dbResult := tx.Exec(sqlStr, sql.Named("totalNum", totalNum), sql.Named("id", position.Id))
|
||||
if dbResult.Error != nil {
|
||||
return dbResult.Error
|
||||
}
|
||||
|
||||
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")
|
||||
}
|
||||
|
||||
return nil
|
||||
})
|
||||
|
||||
return err
|
||||
}
|
||||
|
||||
// 反向下单
|
||||
// mainOrder: 主单信息
|
||||
// reverseApiId: 反向apiId
|
||||
// orderProportion: 反向下单比例
|
||||
// reducePosition: 是否减仓
|
||||
// closePosition: 是否平仓
|
||||
func (e *ReverseService) DoAddReverseOrder(mainOrder *DbModels.LineReverseOrder, reverseApiInfo *DbModels.LineApiUser, orderProportion decimal.Decimal, reducePosition, closePosition bool) error {
|
||||
order := DbModels.LineReverseOrder{}
|
||||
order.ApiId = reverseApiInfo.Id
|
||||
order.Category = 1
|
||||
order.OrderSn = helper.GetOrderNo()
|
||||
order.FollowOrderSn = mainOrder.OrderSn
|
||||
order.Symbol = mainOrder.Symbol
|
||||
order.OrderType = 0
|
||||
|
||||
switch mainOrder.PositionSide {
|
||||
case "LONG":
|
||||
order.PositionSide = "SHORT"
|
||||
case "SHORT":
|
||||
order.PositionSide = "LONG"
|
||||
}
|
||||
|
||||
switch mainOrder.Side {
|
||||
case "SELL":
|
||||
order.Side = "BUY"
|
||||
case "BUY":
|
||||
order.Side = "SELL"
|
||||
default:
|
||||
return fmt.Errorf("不支持的订单类型 side:%s", mainOrder.Side)
|
||||
}
|
||||
|
||||
if reducePosition && closePosition {
|
||||
order.OrderType = 4
|
||||
} else if reducePosition {
|
||||
order.OrderType = 3
|
||||
}
|
||||
|
||||
symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, mainOrder.Symbol, 1)
|
||||
|
||||
if err != nil {
|
||||
e.Log.Errorf("获取交易对信息失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
|
||||
return err
|
||||
}
|
||||
|
||||
setting, err := cacheservice.GetReverseSetting(e.Orm)
|
||||
|
||||
if err != nil {
|
||||
e.Log.Errorf("获取反单设置失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
|
||||
return err
|
||||
}
|
||||
|
||||
signPrice, _ := decimal.NewFromString(symbol.LastPrice)
|
||||
price := signPrice.Truncate(int32(symbol.PriceDigit))
|
||||
|
||||
if price.Cmp(decimal.Zero) <= 0 {
|
||||
e.Log.Errorf("获取最新价格失败 symbol:%s custom:%s 单价小于0", mainOrder.Symbol, mainOrder.OrderSn)
|
||||
return errors.New("获取最新价格失败")
|
||||
}
|
||||
|
||||
var percent decimal.Decimal
|
||||
switch {
|
||||
case order.PositionSide == "LONG" && order.Side == "BUY", order.PositionSide == "SHORT" && order.Side == "BUY":
|
||||
percent = decimal.NewFromInt(100).Add(setting.ReversePremiumRatio)
|
||||
case order.PositionSide == "SHORT" && order.Side == "SELL", order.PositionSide == "LONG" && order.Side == "SELL":
|
||||
percent = decimal.NewFromInt(100).Sub(setting.ReversePremiumRatio)
|
||||
default:
|
||||
return fmt.Errorf("不支持的订单类型 ps:%s, side:%s", order.PositionSide, order.Side)
|
||||
}
|
||||
|
||||
percent = percent.Div(decimal.NewFromInt(100)).Truncate(4)
|
||||
//计算溢价单价
|
||||
price = price.Mul(percent).Truncate(int32(symbol.PriceDigit))
|
||||
var amount decimal.Decimal
|
||||
|
||||
//平仓单直接卖出全部数量
|
||||
if closePosition {
|
||||
var position DbModels.LineReversePosition
|
||||
if err1 := e.Orm.Model(position).
|
||||
Where("position_side =? and reverse_api_id =? and reverse_status =1", order.PositionSide, order.ApiId).
|
||||
Select("reverse_amount").
|
||||
Find(&position).Error; err1 != nil {
|
||||
e.Log.Errorf("获取剩余仓位失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err1)
|
||||
|
||||
if len(err1.Error()) < 255 {
|
||||
order.Remark = err1.Error()
|
||||
} else {
|
||||
order.Remark = err1.Error()[:254]
|
||||
}
|
||||
}
|
||||
|
||||
amount = position.ReverseAmount
|
||||
|
||||
if amount.IsZero() {
|
||||
order.Remark = "没有持仓数量"
|
||||
}
|
||||
} else {
|
||||
proportion := decimal.NewFromInt(100)
|
||||
|
||||
if orderProportion.Cmp(decimal.Zero) > 0 {
|
||||
proportion = orderProportion
|
||||
}
|
||||
|
||||
//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))
|
||||
|
||||
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)
|
||||
return errors.New("计算数量失败")
|
||||
}
|
||||
}
|
||||
|
||||
order.TotalNum = amount
|
||||
order.Price = price
|
||||
order.PriceU = price
|
||||
order.BuyPrice = amount.Mul(price).Truncate(int32(symbol.PriceDigit))
|
||||
order.Status = 1
|
||||
order.Type = setting.ReverseOrderType
|
||||
order.SignPrice = signPrice
|
||||
|
||||
if order.Remark != "" {
|
||||
order.Status = 8
|
||||
}
|
||||
|
||||
if err := e.Orm.Model(&order).Create(&order).Error; err != nil {
|
||||
e.Log.Errorf("保存反单失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
|
||||
return err
|
||||
}
|
||||
|
||||
if order.Status == 1 {
|
||||
e.DoBianceOrder(&order, reverseApiInfo, &setting, reducePosition, closePosition)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// 处理币安订单
|
||||
// order: 反单信息
|
||||
// apiInfo: 币安api信息
|
||||
func (e *ReverseService) DoBianceOrder(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, setting *DbModels.LineReverseSetting, reducePosition, closePosition bool) error {
|
||||
futApiV2 := FuturesResetV2{Service: e.Service}
|
||||
orderType := setting.ReverseOrderType
|
||||
|
||||
if orderType == "" {
|
||||
orderType = "LIMIT"
|
||||
}
|
||||
|
||||
params := FutOrderPlace{
|
||||
ApiId: apiInfo.Id,
|
||||
Symbol: order.Symbol,
|
||||
PositionSide: order.PositionSide,
|
||||
Side: order.Side,
|
||||
OrderType: orderType,
|
||||
Quantity: order.TotalNum,
|
||||
Price: order.Price,
|
||||
NewClientOrderId: order.OrderSn,
|
||||
}
|
||||
|
||||
err := futApiV2.OrderPlaceLoop(apiInfo, params)
|
||||
|
||||
if err != nil {
|
||||
e.Log.Errorf("币安下单失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err)
|
||||
remark := err.Error()
|
||||
|
||||
if len(remark) > 255 {
|
||||
remark = remark[:254]
|
||||
}
|
||||
|
||||
if err1 := e.Orm.Model(&order).Where("id =? and status !=3", order.Id).Updates(map[string]interface{}{"status": 8, "remark": remark, "updated_at": time.Now()}).Error; err1 != nil {
|
||||
e.Log.Errorf("更新订单状态失败 symbol:%s custom:%s :%v", err1)
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// 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
|
||||
}
|
||||
|
||||
side, err := maphelper.GetString(*mapData, "S")
|
||||
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
ot, err := maphelper.GetString(*mapData, "ot")
|
||||
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
//反单止盈止损方向相反
|
||||
if side == "SELL" {
|
||||
side = "BUY"
|
||||
} else {
|
||||
side = "SELL"
|
||||
}
|
||||
|
||||
positionSide, err := maphelper.GetString(*mapData, "ps")
|
||||
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
if positionSide == "LONG" {
|
||||
positionSide = "SHORT"
|
||||
} else {
|
||||
positionSide = "LONG"
|
||||
}
|
||||
|
||||
apiInfo, err := GetApiInfo(mainApiInfo.ReverseApiId)
|
||||
|
||||
if err != nil {
|
||||
e.Log.Errorf("根据主单api获取反单api失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
|
||||
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
|
||||
}
|
||||
}
|
||||
|
||||
params := FutOrderPlace{
|
||||
ApiId: apiInfo.Id,
|
||||
Symbol: symbol,
|
||||
PositionSide: positionSide,
|
||||
Side: side,
|
||||
OrderType: ot,
|
||||
Quantity: reverseOrder.TotalNum,
|
||||
Price: reverseOrder.Price,
|
||||
NewClientOrderId: reverseOrder.OrderSn,
|
||||
}
|
||||
futApiV2 := FuturesResetV2{Service: e.Service}
|
||||
futApiV2.OrderPlace(&apiInfo, params)
|
||||
return nil
|
||||
}
|
||||
1
services/binanceservice/reverse_service_test.go
Normal file
1
services/binanceservice/reverse_service_test.go
Normal file
@ -0,0 +1 @@
|
||||
package binanceservice
|
||||
@ -21,7 +21,6 @@ import (
|
||||
|
||||
"github.com/bytedance/sonic"
|
||||
"github.com/go-admin-team/go-admin-core/logger"
|
||||
log "github.com/go-admin-team/go-admin-core/logger"
|
||||
"github.com/shopspring/decimal"
|
||||
"gorm.io/gorm"
|
||||
)
|
||||
@ -29,7 +28,7 @@ import (
|
||||
/*
|
||||
订单回调
|
||||
*/
|
||||
func ChangeSpotOrder(mapData map[string]interface{}) {
|
||||
func ChangeSpotOrder(mapData map[string]interface{}, apiKey string) {
|
||||
// 检查订单号是否存在
|
||||
orderSn, ok := mapData["c"]
|
||||
originOrderSn := mapData["C"] //取消操作 代表原始订单号
|
||||
@ -193,7 +192,7 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotReduceCallback, preOrder.ApiId, preOrder.Symbol), 120, 20, 100*time.Millisecond)
|
||||
|
||||
if ok, err := lock.AcquireWait(context.Background()); err != nil {
|
||||
log.Error("获取锁失败", err)
|
||||
logger.Error("获取锁失败", err)
|
||||
return
|
||||
} else if ok {
|
||||
defer lock.Release()
|
||||
|
||||
Reference in New Issue
Block a user