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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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307
services/binanceservice/spotreset.go
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@ -11,12 +11,14 @@ import (
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/pkg/utility"
"go-admin/pkg/utility/snowflakehelper"
"strconv"
"strings"
"time"
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/jinzhu/copier"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
@ -111,32 +113,175 @@ func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus
case preOrder.OrderType == 0 && orderStatus == 6:
handleMainOrderFilled(db, preOrder)
//主单减仓完毕
case preOrder.OrderCategory == 1 && preOrder.OrderType == 4 && orderStatus == 6:
handleMainReduceFilled(db, preOrder)
//主单取消
case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
handleMainOrderCancel(preOrder)
// 止盈成交
case preOrder.OrderType == 1 && orderStatus == 6:
handleSpotTakeProfitFilled(db, preOrder)
//平仓单
case preOrder.OrderType == 3 && orderStatus == 6:
handleMainOrderClosePosition(db, preOrder)
//主单止损回调
case preOrder.OrderType == 2 && preOrder.OrderCategory == 1 && orderStatus == 6:
if preOrder.CoverType == 0 {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).Update("status", 9).Error; err != nil {
logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
}
} else {
order, err := GetOrderById(db, preOrder.Pid)
if err != nil {
logger.Errorf("主单止损回调 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err)
return
}
triggerHedgeOrder(order, db, preOrder)
case preOrder.OrderType == 2 && orderStatus == 6:
removeSpotLossAndAddPosition(preOrder)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.MainId).Update("status", 9).Error; err != nil {
logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status =0", preOrder.MainId).Update("status", 4).Error; err != nil {
logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
}
}
}
// 主单减仓完毕
func handleMainReduceFilled(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, 0)
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)
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 {
client := GetClient(&apiUserInfo)
resp, _, err := client.SendSpotAuth("/api/v3/account", "GET", map[string]interface{}{
"omitZeroBalances": true,
})
if err != nil {
logger.Errorf("api_id:%d 交易对:%s 查询用户信息失败:%v", apiUserInfo.Id, preOrder.Symbol, err)
return
}
var balanceInfo SpotAccountInfo
sonic.Unmarshal(resp, &balanceInfo)
suffix := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
var num decimal.Decimal
for _, item := range balanceInfo.Balances {
if item.Asset == suffix {
if utility.StrToDecimal(item.Free).Cmp(decimal.Zero) <= 0 {
logger.Error("handleMainReduceFilled 账户余额不足,交易对：%s 订单号:%s", preOrder.Symbol, preOrder.OrderSn)
return
}
num = utility.StrToDecimal(item.Free).Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
break
}
}
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
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)
}
}
@ -166,36 +311,75 @@ func handleMainOrderCancel(preOrder *DbModels.LinePreOrder) {
func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
//主单平仓
if preOrder.OrderCategory == 1 {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).Update("status", 9).Error; err != nil {
logger.Errorf("平仓订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
}
} else {
//对冲单回调
if err := db.Model(&DbModels.LinePreOrder{}).
Where("pid =? AND order_category =? AND order_type =0 AND status <9 ", preOrder.Pid, preOrder.OrderCategory).
Update("status", 9).Error; err != nil {
logger.Errorf("对冲单平仓回调失败, 回调订单号：%s 更新对冲单失败:%v", preOrder.OrderSn, err)
}
ids := []int{preOrder.Pid, preOrder.MainId}
db.Transaction(func(tx *gorm.DB) error {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status=6", ids).Update("status", 9).Error; err != nil {
logger.Errorf("平仓订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
return err
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0", preOrder.MainId).Update("status", 4).Error; err != nil {
logger.Errorf("平仓订单回调失败, 回调订单号：%s 更新子单失败:%v", preOrder.OrderSn, err)
return err
}
return nil
})
}
removeSpotLossAndAddPosition(preOrder)
}
// 止盈成交
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND order_category =?", preOrder.Pid, preOrder.OrderCategory).Update("status", 9).Error; err != nil {
logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
}
removeSpotLossAndAddPosition(preOrder)
db.Transaction(func(tx *gorm.DB) error {
ids := []int{preOrder.Pid, preOrder.MainId}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
return err
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0").Update("status", 4).Error; err != nil {
logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新取消状态失败:%v", preOrder.OrderSn, err)
return err
}
return nil
})
}
func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
stoploss := DbModels.LinePreOrder{}
addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
stoploss := dto.StopLossRedisList{}
addPosition := AddPositionList{}
for _, v := range stoplossVal {
sonic.Unmarshal([]byte(v), &stoploss)
if stoploss.Pid == preOrder.Pid {
if stoploss.MainId == preOrder.MainId {
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
if err != nil {
logger.Errorf("订单回调失败, 回调订单号：%s 删除缓存失败:%v", preOrder.OrderSn, err)
logger.Errorf("订单回调失败, 回调订单号：%s 删除止损缓存失败:%v", preOrder.OrderSn, err)
}
}
}
for _, v := range addPositionVal {
sonic.Unmarshal([]byte(v), &addPosition)
if addPosition.MainId == preOrder.MainId {
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
if err != nil {
logger.Errorf("订单回调失败, 回调订单号：%s 删除加仓缓存失败:%v", preOrder.OrderSn, err)
}
}
}
@ -204,6 +388,67 @@ func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 主单成交
func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
processTakeProfitAndStopLossOrders(db, preOrder)
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
if tradeSet.Coin == "" {
logger.Errorf("获取交易对配置失败, 回调订单号：%s", preOrder.OrderSn)
return
}
//主单类型
if preOrder.OrderCategory == 1 {
//预生成加仓单
orderExts, err := GetOrderExts(db, preOrder.Id)
if err != nil {
logger.Errorf("预生成加仓单失败, 回调订单号：%s 获取主单拓展配置失败:%v", preOrder.OrderSn, err)
return
}
price := utility.StrToDecimal(preOrder.Price)
for _, v := range orderExts {
if v.OrderId == 0 {
var data DbModels.LinePreOrder
copier.Copy(&data, &v)
data.Id = 0
data.Pid = preOrder.Id
data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
data.MainId = preOrder.Id
data.CreatedAt = time.Now()
data.MainOrderType = v.AddPositionOrderType
data.Status = 0
data.OrderCategory = 3
var percentage decimal.Decimal
if data.Site == "BUY" {
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio)
} else {
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio)
}
data.Price = price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)).String()
err := db.Transaction(func(tx *gorm.DB) error {
if err2 := tx.Create(&data).Error; err2 != nil {
return err2
}
v.OrderId = data.Id
if err2 := tx.Model(&v).Update("order_id", data.Id).Error; err2 != nil {
return err2
}
return nil
})
if err != nil {
logger.Errorf("预生成加仓单失败, 回调订单号：%s 预生成加仓单失败:%v", preOrder.OrderSn, err)
return
}
}
}
}
}
// 解析订单状态
@ -279,7 +524,7 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
spotApi := SpotRestApi{}
num, _ := decimal.NewFromString(preOrder.Num)
num = num.Mul(decimal.NewFromFloat(0.998))
// num = num.Mul(decimal.NewFromFloat(0.998))
for i, order := range orders {
if i >= 2 { // 最多处理 2 个订单