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This commit is contained in:
hucan
2025-02-10 18:21:44 +08:00
parent 7d906caadd
commit 7da62d8f7e
10 changed files with 511 additions and 58 deletions
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191
services/binanceservice/futuresrest.go
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@ -16,6 +16,7 @@ import (
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/jinzhu/copier"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
@ -96,6 +97,10 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
//止盈成交
case preOrder.OrderType == 1 && orderStatus == 6:
handleTakeProfit(db, preOrder)
//减仓回调
case preOrder.OrderType == 4 && orderStatus == 6:
handleReduceFilled(db, preOrder)
//止损成交
case preOrder.OrderType == 2 && orderStatus == 6:
handleStopLoss(db, preOrder)
@ -105,6 +110,179 @@ func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderSta
}
}
// 减仓回调
func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
if apiUserInfo.Id == 0 {
logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
return
}
tradeSet, err := GetTradeSet(preOrder.Symbol, 1)
if err != nil {
logger.Errorf("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
return
}
price := utility.StrToDecimal(preOrder.Price)
parentOrder, err := GetOrderById(db, preOrder.Pid)
if err != nil {
logger.Errorf("handleMainReduceFilled 获取主单失败,订单号:%s", preOrder.OrderSn)
return
}
parentPrice := utility.StrToDecimal(parentOrder.Price)
num := utility.StrToDecimal(preOrder.Num)
lossAmount := price.Sub(parentPrice).Abs().Mul(num)
if !strings.HasSuffix(preOrder.Symbol, "USDT") {
tradeSetU, err := GetTradeSet(utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, ""), 1)
if err != nil {
logger.Errorf("handleMainReduceFilled 获取币本位对应U交易对设置失败,订单号:%s", preOrder.OrderSn)
return
}
lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(2)
}
if err := db.Model(&parentOrder).Where("loss_amount=0", preOrder.Pid).Update("loss_amount", lossAmount).Error; err != nil {
logger.Errorf("handleMainReduceFilled 更新亏损金额失败,订单号:%s", preOrder.OrderSn)
return
}
orders := make([]models.LinePreOrder, 0)
rate := utility.StringAsFloat(preOrder.Rate)
ext := models.LinePreOrderExt{}
//获取订单配置
db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext)
// 不是100%减仓 就需要挂止盈止损
if rate < 100 {
futApi := FutRestApi{}
positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol)
var num decimal.Decimal
if err != nil {
logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
}
for _, item := range positions {
if item.Symbol == preOrder.Symbol {
positionAmt := utility.StrToDecimal(item.PositionAmt)
//多
if positionAmt.Cmp(decimal.Zero) > 0 && preOrder.Site == "SELL" {
num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
break
} else if positionAmt.Cmp(decimal.Zero) < 0 && preOrder.Site == "BUY" {
//空
num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
break
}
}
}
if num.Cmp(decimal.Zero) <= 0 {
logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
}
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
takeProfitOrder.Status = 0
takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
takeProfitOrder.OrderType = 1
takeProfitOrder.Rate = "100"
takeProfitOrder.SignPrice = preOrder.Price
takeProfitOrder.CreatedAt = time.Now()
takeProfitOrder.BuyPrice = "0"
takeProfitOrder.MainOrderType = "LIMIT"
takeProfitOrder.Num = num.String()
orders = append(orders, takeProfitOrder)
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
copier.Copy(&stoploss, &preOrder)
stoploss.Id = 0
stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
stoploss.Status = 0
stoploss.CreatedAt = time.Now()
stoploss.OrderType = 2
stoploss.SignPrice = preOrder.Price
stoploss.BuyPrice = "0"
stoploss.Rate = "100"
stoploss.MainOrderType = "LIMIT"
stoploss.Num = num.String()
orders = append(orders, stoploss)
}
if err := db.Create(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
return
}
spotApi := SpotRestApi{}
paramsMap := OrderPlacementService{
ApiId: takeProfitOrder.ApiId,
Symbol: takeProfitOrder.Symbol,
Side: takeProfitOrder.Site,
Type: "LIMIT",
TimeInForce: "GTC",
Price: utility.StrToDecimal(takeProfitOrder.Price),
Quantity: num,
NewClientOrderId: takeProfitOrder.OrderSn,
StopPrice: utility.StrToDecimal(takeProfitOrder.Price),
}
if err := spotApi.OrderPlace(db, paramsMap); err != nil {
logger.Errorf("减仓后重下止盈失败 减仓order_sn:%s err:%v", preOrder.OrderSn, err)
if err2 := db.Model(&takeProfitOrder).Updates(map[string]interface{}{"status": 2, "": err.Error()}).Error; err2 != nil {
logger.Errorf("handleMainReduceFilled 更新止盈单失败:%v", err2)
}
}
}
//加仓待触发
addPositionOrder := DbModels.LinePreOrder{}
if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
addPositionData := AddPositionList{
MainId: addPositionOrder.MainId,
Pid: addPositionOrder.Pid,
Price: utility.StrToDecimal(addPositionOrder.Price),
ApiId: addPositionOrder.ApiId,
Symbol: addPositionOrder.Symbol,
Side: addPositionOrder.Site,
SymbolType: addPositionOrder.SymbolType,
}
addVal, err := sonic.MarshalString(addPositionData)
if err != nil {
logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
return
}
if err := helper.DefaultRedis.RPushList(keySpotAddPosition, addVal); err != nil {
logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
}
}
// 平仓单成交
func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
panic("unimplemented")
@ -301,7 +479,7 @@ func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// preOrder 主单
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
orders := []models.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 1 AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
logger.Error("订单回调查询止盈止损单失败:", err)
return
}
@ -332,10 +510,17 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
processFutTakeProfitOrder(db, futApi, order, num)
case 2: // 止损
processFutStopLossOrder(db, order, price, num)
case 4: //减仓
processFutReduceOrder(db, order, price, num)
}
}
}
// 减仓单
func processFutReduceOrder(db *gorm.DB, order DbModels.LinePreOrder, price, num decimal.Decimal) {
}
// 处理止盈订单
func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) {
price, _ := decimal.NewFromString(order.Price)
@ -346,7 +531,7 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
Side: order.Site,
Price: price,
Quantity: num,
OrderType: "TAKE_PROFIT_LIMIT",
OrderType: "TAKE_PROFIT",
StopPrice: price,
NewClientOrderId: order.OrderSn,
}
@ -392,7 +577,7 @@ func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num
Side: order.Site,
Price: price,
Quantity: num,
OrderType: "STOP_MARKET",
OrderType: "STOP",
StopPrice: price,
NewClientOrderId: order.OrderSn,
}