admin/exchange_go
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1、阶段减仓

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This commit is contained in:
hucan
2025-04-07 18:36:36 +08:00
parent cdd3f951a2
commit 8e8c78ec0b
13 changed files with 393 additions and 59 deletions
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102
services/binanceservice/futuresjudgeservice.go
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@ -10,6 +10,7 @@ import (
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/models"
"go-admin/pkg/utility"
"go-admin/services/cacheservice"
"strings"
"time"
@ -161,30 +162,83 @@ func JudgeFuturesReduce(trade models.TradeSet) {
return
}
reduceOrder := ReduceListItem{}
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//减仓单减仓策略
orderReduceVal, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.SpotOrderReduceStrategyList, global.EXCHANGE_BINANCE))
reduceReduceListKey := fmt.Sprintf(rediskey.FutOrderReduceStrategyList, global.EXCHANGE_BINANCE)
orderReduceVal, _ := helper.DefaultRedis.HGetAllFields(reduceReduceListKey)
reduceOrderStrategy := dto.LineOrderReduceStrategyResp{}
for _, item := range orderReduceVal {
sonic.Unmarshal([]byte(item), &reduceOrderStrategy)
for _, item2 := range reduceOrderStrategy.Items {
if reduceOrderStrategy.Symbol == trade.Coin+trade.Currency {
for index, item2 := range reduceOrderStrategy.Items {
if reduceOrderStrategy.Symbol == trade.Coin+trade.Currency && !item2.Actived {
//买入
if item2.TriggerPrice.Cmp(decimal.Zero) > 0 &&
tradePrice.Cmp(decimal.Zero) > 0 &&
((strings.ToUpper(reduceOrderStrategy.Side) == "SELL" && item2.TriggerPrice.Cmp(tradePrice) >= 0) ||
(strings.ToUpper(reduceOrderStrategy.Side) == "BUY" && item2.TriggerPrice.Cmp(tradePrice) <= 0)) {
//todo 生成订单并触发
// SpotReduceTrigger(db, reduceOrder, spotApi, setting, key, item)
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.ReduceStrategyFutTriggerLock, reduceOrder.ApiId, reduceOrder.Symbol), 50, 15, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
hasrecord, _ := helper.DefaultRedis.IsElementInList(reduceReduceListKey, item)
if !hasrecord {
log.Debug("减仓缓存中不存在", item)
return
}
order, err := CreateReduceReduceOrder(db, reduceOrderStrategy.OrderId, item2.Price, item2.Num, trade.AmountDigit)
if err != nil {
log.Errorf("%d 生成订单失败", reduceOrderStrategy.OrderId)
}
reduceOrder.ApiId = order.ApiId
reduceOrder.Id = order.Id
reduceOrder.Pid = order.Pid
reduceOrder.MainId = order.MainId
reduceOrder.Symbol = order.Symbol
reduceOrder.Side = reduceOrderStrategy.Side
reduceOrder.OrderSn = order.OrderSn
reduceOrder.Price = item2.Price
reduceOrder.Num = item2.Num
//下单成功修改策略节点状态
if FuturesReduceTrigger(db, reduceOrder, futApi, setting, reduceReduceListKey, item, true) {
reduceOrderStrategy.Items[index].Actived = true
allActive := true
orderId := utility.IntToString(reduceOrderStrategy.OrderId)
for _, item3 := range reduceOrderStrategy.Items {
if !item3.Actived {
allActive = false
break
}
}
if allActive {
if err := helper.DefaultRedis.HDelField(reduceReduceListKey, orderId); err != nil {
log.Errorf("删除redis reduceReduceListKey失败 %s", err.Error())
}
} else {
str, _ := sonic.MarshalString(reduceOrderStrategy)
if err := helper.DefaultRedis.HSetField(reduceReduceListKey, orderId, str); err != nil {
log.Errorf("更新redis reduceReduceListKey失败 %s", err.Error())
}
}
}
}
}
}
}
}
for _, item := range reduceVal {
reduceOrder := ReduceListItem{}
if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil {
log.Error("反序列化失败")
continue
@ -198,52 +252,54 @@ func JudgeFuturesReduce(trade models.TradeSet) {
((strings.ToUpper(reduceOrder.Side) == "SELL" && orderPrice.Cmp(tradePrice) >= 0) ||
(strings.ToUpper(reduceOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) <= 0)) {
FuturesReduceTrigger(db, reduceOrder, futApi, setting, key, item)
FuturesReduceTrigger(db, reduceOrder, futApi, setting, key, item, false)
}
}
}
}
// 触发合约减仓
func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRestApi, setting DbModels.LineSystemSetting, key, item string) {
// isStrategy 是否是策略减仓
func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRestApi, setting DbModels.LineSystemSetting, key, item string, isStrategy bool) bool {
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, reduceOrder.Symbol, 1)
result := true
if tradeSet.LastPrice == "" {
return
return false
}
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutTrigger, reduceOrder.ApiId, reduceOrder.Symbol), 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
return false
} else if ok {
defer lock.Release()
takeOrders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type =1 AND status IN (1,5)", reduceOrder.MainId).Find(&takeOrders).Error; err != nil {
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type IN (1,2,4) AND status IN (1,5)", reduceOrder.MainId).Find(&takeOrders).Error; err != nil {
log.Error("查询止盈单失败")
return
return false
}
hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
if !hasrecord {
log.Debug("减仓缓存中不存在", item)
return
return false
}
apiInfo, _ := GetApiInfo(reduceOrder.ApiId)
if apiInfo.Id == 0 {
log.Error("现货减仓 查询api用户不存在")
return
return false
}
for _, takeOrder := range takeOrders {
err := CancelFutOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err != nil {
log.Error("合约止盈撤单失败", err)
return
log.Error("撤单失败", err)
return false
}
}
@ -258,6 +314,7 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
}
if err := futApi.ClosePositionLoop(reduceOrder.Symbol, reduceOrder.OrderSn, num, reduceOrder.Side, positionSide, apiInfo, "LIMIT", "0", price, 3); err != nil {
result = false
log.Errorf("合约减仓挂单失败 id：%s err:%v", reduceOrder.Id, err)
if err2 := db.Model(&DbModels.LinePreOrder{}).
@ -276,15 +333,22 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
}
//处理减仓单减仓策略
CacheOrderStrategyAndReCreate(db, reduceOrder, 2, tradeSet, setting)
if err := CacheOrderStrategyAndReCreate(db, reduceOrder, 2, tradeSet, setting); err != nil {
log.Errorf("合约减仓策略处理失败 id：%s err:%v", reduceOrder.Id, err)
}
}
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
log.Errorf("合约减仓 删除缓存失败 id:%v err:%v", reduceOrder.Id, err)
if !isStrategy {
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
log.Errorf("合约减仓 删除缓存失败 id:%v err:%v", reduceOrder.Id, err)
}
}
} else {
log.Error("获取锁失败")
result = false
}
return result
}
// 判断合约加仓