1、阶段减仓
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@ -266,23 +266,76 @@ func JudgeSpotReduce(trade models.TradeSet) {
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return
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}
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reduceOrder := ReduceListItem{}
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tradePrice, _ := decimal.NewFromString(trade.LastPrice)
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//减仓单减仓策略
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orderReduceVal, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.SpotOrderReduceStrategyList, global.EXCHANGE_BINANCE))
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reduceReduceListKey := fmt.Sprintf(rediskey.SpotOrderReduceStrategyList, global.EXCHANGE_BINANCE)
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orderReduceVal, _ := helper.DefaultRedis.GetAllList(reduceReduceListKey)
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reduceOrderStrategy := dto.LineOrderReduceStrategyResp{}
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for _, item := range orderReduceVal {
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sonic.Unmarshal([]byte(item), &reduceOrderStrategy)
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for _, item2 := range reduceOrderStrategy.Items {
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for index, item2 := range reduceOrderStrategy.Items {
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if reduceOrderStrategy.Symbol == trade.Coin+trade.Currency {
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//买入
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if strings.ToUpper(reduceOrderStrategy.Side) == "SELL" &&
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item2.TriggerPrice.Cmp(tradePrice) >= 0 &&
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item2.TriggerPrice.Cmp(decimal.Zero) > 0 &&
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tradePrice.Cmp(decimal.Zero) > 0 {
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//todo 生成订单并触发
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// SpotReduceTrigger(db, reduceOrder, spotApi, setting, key, item)
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.ReduceStrategySpotTriggerLock, reduceOrder.ApiId, reduceOrder.Symbol), 50, 15, 100*time.Millisecond)
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if ok, err := lock.AcquireWait(context.Background()); err != nil {
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log.Error("获取锁失败", err)
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return
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} else if ok {
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defer lock.Release()
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hasrecord, _ := helper.DefaultRedis.IsElementInList(reduceReduceListKey, item)
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if !hasrecord {
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log.Debug("减仓缓存中不存在", item)
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return
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}
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order, err := CreateReduceReduceOrder(db, reduceOrderStrategy.OrderId, item2.Price, item2.Num, trade.AmountDigit)
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if err != nil {
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log.Errorf("%d 生成订单失败", reduceOrderStrategy.OrderId)
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}
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reduceOrder.ApiId = order.ApiId
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reduceOrder.Id = order.Id
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reduceOrder.Pid = order.Pid
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reduceOrder.MainId = order.MainId
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reduceOrder.Symbol = order.Symbol
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reduceOrder.Side = reduceOrderStrategy.Side
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reduceOrder.OrderSn = order.OrderSn
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reduceOrder.Price = item2.Price
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reduceOrder.Num = item2.Num
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if SpotReduceTrigger(db, reduceOrder, spotApi, setting, key, item, true) {
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reduceOrderStrategy.Items[index].Actived = true
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allActive := true
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orderId := utility.IntToString(reduceOrderStrategy.OrderId)
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for _, item3 := range reduceOrderStrategy.Items {
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if !item3.Actived {
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allActive = false
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break
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}
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}
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if allActive {
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if err := helper.DefaultRedis.HDelField(reduceReduceListKey, orderId); err != nil {
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log.Errorf("删除redis reduceReduceListKey失败 %s", err.Error())
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}
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} else {
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str, _ := sonic.MarshalString(reduceOrderStrategy)
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if err := helper.DefaultRedis.HSetField(reduceReduceListKey, orderId, str); err != nil {
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log.Errorf("更新redis reduceReduceListKey失败 %s", err.Error())
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}
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}
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}
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}
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}
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}
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}
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@ -292,7 +345,6 @@ func JudgeSpotReduce(trade models.TradeSet) {
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reduceVal, _ := helper.DefaultRedis.GetAllList(key)
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for _, item := range reduceVal {
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reduceOrder := ReduceListItem{}
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if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil {
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log.Error("反序列化失败")
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continue
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@ -306,52 +358,53 @@ func JudgeSpotReduce(trade models.TradeSet) {
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orderPrice.Cmp(decimal.Zero) > 0 &&
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tradePrice.Cmp(decimal.Zero) > 0 {
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SpotReduceTrigger(db, reduceOrder, spotApi, setting, key, item)
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SpotReduceTrigger(db, reduceOrder, spotApi, setting, key, item, false)
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}
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}
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}
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}
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// 触发现货减仓
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func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRestApi, setting DbModels.LineSystemSetting, key, item string) {
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func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRestApi, setting DbModels.LineSystemSetting, key, item string, isStrategy bool) bool {
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tradeSet, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, reduceOrder.Symbol, 0)
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result := true
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if err != nil {
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log.Error("获取交易设置失败")
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return
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return false
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}
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, reduceOrder.ApiId, reduceOrder.Symbol), 20, 5, 100*time.Millisecond)
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if ok, err := lock.AcquireWait(context.Background()); err != nil {
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log.Error("获取锁失败", err)
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return
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return false
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} else if ok {
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defer lock.Release()
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takeOrders := make([]DbModels.LinePreOrder, 0)
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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 {
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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 {
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log.Error("查询止盈单失败")
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return
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return false
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}
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hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
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if !hasrecord {
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log.Debug("减仓缓存中不存在", item)
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return
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return false
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}
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apiInfo, _ := GetApiInfo(reduceOrder.ApiId)
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if apiInfo.Id == 0 {
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log.Error("现货减仓 查询api用户不存在")
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return
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return false
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}
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for _, takeOrder := range takeOrders {
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err := CancelOpenOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
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if err != nil {
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log.Error("现货止盈撤单失败", err)
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return
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log.Error("现货撤单失败", err)
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return false
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}
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}
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price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
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@ -368,6 +421,7 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
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}
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if err := spotApi.OrderPlaceLoop(db, params, 3); err != nil {
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result = false
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log.Errorf("现货减仓挂单失败 id:%s err:%v", reduceOrder.Id, err)
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if err2 := db.Model(&DbModels.LinePreOrder{}).
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@ -387,15 +441,21 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
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}
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//处理减仓单减仓策略
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CacheOrderStrategyAndReCreate(db, reduceOrder, 1, tradeSet, setting)
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if err := CacheOrderStrategyAndReCreate(db, reduceOrder, 1, tradeSet, setting); err != nil {
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log.Errorf("现货减仓 处理减仓策略失败 id:%v err:%v", reduceOrder.Id, err)
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}
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}
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if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
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result = false
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log.Errorf("现货减仓 删除缓存失败 id:%v err:%v", reduceOrder.Id, err)
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}
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} else {
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log.Error("获取锁失败")
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result = false
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}
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return result
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}
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// 判断现货加仓
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