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This commit is contained in:
hucan
2025-02-14 09:43:49 +08:00
parent 97037adbbb
commit 8fbfcbf285
19 changed files with 755 additions and 288 deletions
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61
services/binanceservice/binancerest.go
View File

@ -4,7 +4,6 @@ import (
"errors"
"fmt"
DbModels "go-admin/app/admin/models"
"go-admin/app/admin/service/dto"
"go-admin/common/const/rediskey"
commondto "go-admin/common/dto"
"go-admin/common/global"
@ -14,6 +13,7 @@ import (
"go-admin/pkg/httputils"
"go-admin/pkg/utility"
"strings"
"time"
"github.com/shopspring/decimal"
"gorm.io/gorm"
@ -34,7 +34,7 @@ var ErrorMaps = map[float64]string{
-1111: "金额设置错误。精度错误",
-1021: "请求的时间戳在recvWindow之外",
-2011: "该交易对没有订单",
-2010: "账户余额不足",
// -2010: "账户余额不足",
}
type SpotRestApi struct {
@ -174,6 +174,36 @@ func (e SpotRestApi) Ticker() {
helper.DefaultRedis.SetString(rediskey.SpotSymbolTicker, string(mapData))
}
// 循环下单
func (e SpotRestApi) OrderPlaceLoop(db *gorm.DB, params OrderPlacementService, retryCount int) error {
var err error
err = e.OrderPlace(db, params)
if err != nil {
//数量不正确
if strings.Contains(err.Error(), "LOT_SIZE") {
return err
}
for x := 1; x <= retryCount; x++ {
err = e.OrderPlace(db, params)
if err == nil || strings.Contains(err.Error(), "LOT_SIZE") {
break
}
// if strings.Contains(err.Error(), "余额不足") {
// apiUserInfo, _ := GetApiInfo(params.ApiId)
// tradeset, _ := GetTradeSet(params.Symbol, 0)
// num, _ := getSpotPositionNum(apiUserInfo, &DbModels.LinePreOrder{Symbol: params.Symbol, QuoteSymbol: "USDT", OrderSn: params.NewClientOrderId}, tradeset)
// log.Info(" 循环下单 余额：%v", num)
// }
time.Sleep(500 * time.Millisecond)
}
}
return err
}
// OrderPlace 现货下单
func (e SpotRestApi) OrderPlace(orm *gorm.DB, params OrderPlacementService) error {
if orm == nil {
@ -476,15 +506,26 @@ func GetApiGroups() []commondto.ApiGroupDto {
// GetSpotSymbolLastPrice 获取现货交易对最新价格
func (e SpotRestApi) GetSpotSymbolLastPrice(targetSymbol string) (lastPrice decimal.Decimal) {
tickerSymbol := helper.DefaultRedis.Get(rediskey.SpotSymbolTicker).Val()
tickerSymbolMaps := make([]dto.Ticker, 0)
sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps)
//key := fmt.Sprintf("%s:%s", global.TICKER_SPOT, targetSymbol)
//tradeSet, _ := helper.GetObjString[models.TradeSet](helper.DefaultRedis, key)
for _, symbolMap := range tickerSymbolMaps {
if symbolMap.Symbol == strings.ToUpper(targetSymbol) {
lastPrice = utility.StringToDecimal(symbolMap.Price)
key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, targetSymbol)
ticker, _ := helper.DefaultRedis.GetString(key)
if ticker != "" {
tradeSet := models.TradeSet{}
sonic.Unmarshal([]byte(ticker), &tradeSet)
if tradeSet.LastPrice != "" {
lastPrice = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
}
}
// tickerSymbol := helper.DefaultRedis.Get(rediskey.SpotSymbolTicker).Val()
// tickerSymbolMaps := make([]dto.Ticker, 0)
// sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps)
// //key := fmt.Sprintf("%s:%s", global.TICKER_SPOT, targetSymbol)
// //tradeSet, _ := helper.GetObjString[models.TradeSet](helper.DefaultRedis, key)
// for _, symbolMap := range tickerSymbolMaps {
// if symbolMap.Symbol == strings.ToUpper(targetSymbol) {
// lastPrice = utility.StringToDecimal(symbolMap.Price)
// }
// }
return lastPrice
}

72
services/binanceservice/commonservice.go
View File

@ -275,9 +275,9 @@ func (e *AddPosition) CalculateAmount(req dto.ManuallyCover, totalNum, lastPrice
// 主单平仓删除缓存
// mainOrderId 主单id
// coverType 1现货->合约 2->合约->合约 3合约->现货
func MainClosePositionClearCache(mainOrderId int, coverType int) {
if coverType == 1 {
// symbolType 1现货 2合约
func MainClosePositionClearCache(mainId int, symbolType int) {
if symbolType == 1 {
keySpotStop := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
keySpotAddposition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
spotStopArray, _ := helper.DefaultRedis.GetAllList(keySpotStop)
@ -290,7 +290,7 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
log.Error("MainClosePositionClearCache Unmarshal err:", err)
}
if position.Pid == mainOrderId {
if position.MainId == mainId {
helper.DefaultRedis.LRem(keySpotAddposition, item)
}
}
@ -300,7 +300,7 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
log.Error("MainClosePositionClearCache Unmarshal err:", err)
}
if stop.PId == mainOrderId {
if stop.MainId == mainId {
helper.DefaultRedis.LRem(keySpotStop, item)
}
}
@ -318,7 +318,7 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
log.Error("MainClosePositionClearCache Unmarshal err:", err)
}
if position.Pid == mainOrderId {
if position.MainId == mainId {
helper.DefaultRedis.LRem(keyFutAddposition, item)
}
}
@ -328,7 +328,7 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
log.Error("MainClosePositionClearCache Unmarshal err:", err)
}
if stop.PId == mainOrderId {
if stop.MainId == mainId {
helper.DefaultRedis.LRem(keyFutStop, item)
}
}
@ -352,3 +352,61 @@ func getPreOrder(db *gorm.DB, orderSn interface{}) (*DbModels.LinePreOrder, erro
}
return preOrder, nil
}
// 取消主单下的止盈止损
// mainId 主单id
// symbolType 1现货 2合约
func cancelSymbolTakeAndStop(db *gorm.DB, mainId int, symbolType int) error {
orders, err := GetSymbolTakeAndStop(db, mainId, symbolType)
errStr := ""
if err != nil {
return err
}
for _, order := range orders {
apiUserInfo, _ := GetApiInfo(order.ApiId)
if apiUserInfo.Id == 0 {
logger.Errorf("cancelSymbolTakeAndStop 查询api用户失败 apiid:%v ordersn:%s", order.ApiId, order.OrderSn)
}
switch {
case order.OrderType == 1 && symbolType == 1:
err = CancelOpenOrderByOrderSnLoop(apiUserInfo, order.Symbol, order.OrderSn)
if err != nil {
errStr += fmt.Sprintf("取消止盈失败,订单号:%s,错误:%v ", order.OrderSn, err)
}
case order.OrderType == 2 && symbolType == 1:
key := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
stoplosss, _ := helper.DefaultRedis.GetAllList(key)
stop := dto.StopLossRedisList{}
for _, item := range stoplosss {
sonic.Unmarshal([]byte(item), &stop)
if stop.MainId == order.MainId {
_, err2 := helper.DefaultRedis.LRem(key, item)
if err2 != nil {
logger.Errorf("移除止损缓存失败 err:%v", err2)
}
}
}
case order.OrderType == 1 && symbolType == 2:
err = CancelFutOrderByOrderSnLoop(apiUserInfo, order.Symbol, order.OrderSn)
if err != nil {
errStr += fmt.Sprintf("取消止盈失败,订单号:%s,错误:%v ", order.OrderSn, err)
}
case order.OrderType == 2 && symbolType == 2:
err = CancelFutOrderByOrderSnLoop(apiUserInfo, order.Symbol, order.OrderSn)
if err != nil {
errStr += fmt.Sprintf("取消止损失败,订单号:%s,错误:%v ", order.OrderSn, err)
}
}
}
return nil
}

68
services/binanceservice/futuresbinancerest.go
View File

@ -415,6 +415,48 @@ func CheckKlineType(kLineType string) bool {
return false
}
func (e FutRestApi) OrderPlaceLoop(db *gorm.DB, params FutOrderPlace, retryCount int) error {
var err error
err = e.OrderPlace(db, params)
if err != nil {
//数量不正确
if strings.Contains(err.Error(), "LOT_SIZE") {
return err
}
for x := 1; x <= retryCount; x++ {
err = e.OrderPlace(db, params)
if err == nil || strings.Contains(err.Error(), "LOT_SIZE") {
break
}
time.Sleep(200 * time.Millisecond)
}
}
return err
}
// 循环平仓
func (e FutRestApi) ClosePositionLoop(symbol string, orderSn string, quantity decimal.Decimal, side string, positionSide string,
apiUserInfo DbModels.LineApiUser, orderType string, rate string, price decimal.Decimal, retryCount int) error {
var err error
err = e.ClosePosition(symbol, orderSn, quantity, side, positionSide, apiUserInfo, orderType, rate, price)
if err != nil {
//数量不正确
if strings.Contains(err.Error(), "LOT_SIZE") {
return err
}
for x := 1; x <= retryCount; x++ {
err = e.ClosePosition(symbol, orderSn, quantity, side, positionSide, apiUserInfo, orderType, rate, price)
if err == nil || strings.Contains(err.Error(), "LOT_SIZE") {
break
}
time.Sleep(200 * time.Millisecond)
}
}
return err
}
// OrderPlace 合约下单
func (e FutRestApi) OrderPlace(orm *gorm.DB, params FutOrderPlace) error {
if orm == nil {
@ -447,7 +489,7 @@ func (e FutRestApi) OrderPlace(orm *gorm.DB, params FutOrderPlace) error {
paramsMaps["timeInForce"] = "GTC"
paramsMaps["price"] = params.Price.String()
paramsMaps["stopprice"] = params.Profit.String()
paramsMaps["workingType"] = "MARK_PRICE"
// paramsMaps["workingType"] = "MARK_PRICE"
}
if strings.ToUpper(params.OrderType) == "STOP_MARKET" {
@ -872,13 +914,25 @@ func (e FutRestApi) CoverAccountA(apiUserInfo DbModels.LineApiUser, symbol strin
// GetFutSymbolLastPrice 获取现货交易对最新价格
func (e FutRestApi) GetFutSymbolLastPrice(targetSymbol string) (lastPrice decimal.Decimal) {
tickerSymbol := helper.DefaultRedis.Get(rediskey.FutSymbolTicker).Val()
tickerSymbolMaps := make([]dto.Ticker, 0)
sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps)
for _, symbolMap := range tickerSymbolMaps {
if symbolMap.Symbol == strings.ToUpper(targetSymbol) {
lastPrice = utility.StringToDecimal(symbolMap.Price)
key := fmt.Sprintf(global.TICKER_FUTURES, global.EXCHANGE_BINANCE, targetSymbol)
tickerSymbol, _ := helper.DefaultRedis.GetString(key)
if tickerSymbol != "" {
tradeSet := models.TradeSet{}
sonic.Unmarshal([]byte(tickerSymbol), &tradeSet)
if tradeSet.LastPrice != "" {
lastPrice = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
}
}
// tickerSymbol := helper.DefaultRedis.Get(rediskey.FutSymbolTicker).Val()
// tickerSymbolMaps := make([]dto.Ticker, 0)
// sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps)
// for _, symbolMap := range tickerSymbolMaps {
// if symbolMap.Symbol == strings.ToUpper(targetSymbol) {
// lastPrice = utility.StringToDecimal(symbolMap.Price)
// }
// }
return lastPrice
}

49
services/binanceservice/futuresjudgeservice.go
View File

@ -88,6 +88,13 @@ func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi
return
}
//判断是否有已触发交易对
count, _ := GetSymbolTriggerCount(db, v.Symbol, 2)
if count > 0 {
return
}
price, _ := decimal.NewFromString(v.Price)
num, _ := decimal.NewFromString(preOrder.Num)
@ -108,7 +115,7 @@ func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := futApi.OrderPlace(db, params); err != nil {
if err := futApi.OrderPlaceLoop(db, params, 3); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? and status='0'", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
@ -218,35 +225,35 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
return
}
var err error
for x := 1; x <= 4; x++ {
err = futApi.CancelFutOrder(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err == nil || strings.Contains(err.Error(), "取消订单被拒绝") {
err = nil
break
}
}
err := CancelFutOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err != nil {
log.Error("合约止盈撤单失败", err)
return
}
price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
num := utility.StrToDecimal(takeOrder.Num).Truncate(int32(tradeSet.AmountDigit))
var positionSide string
params := FutOrderPlace{
ApiId: reduceOrder.ApiId,
Side: reduceOrder.Side,
OrderType: "LIMIT",
Symbol: reduceOrder.Symbol,
Price: price,
Quantity: num,
NewClientOrderId: reduceOrder.OrderSn,
if reduceOrder.Side == "BUY" {
positionSide = "SHORT"
} else {
positionSide = "LONG"
}
if err := futApi.OrderPlace(db, params); err != nil {
// params := FutOrderPlace{
// ApiId: reduceOrder.ApiId,
// Side: reduceOrder.Side,
// OrderType: "STOP",
// Symbol: reduceOrder.Symbol,
// Price: price,
// StopPrice: price,
// Quantity: num,
// NewClientOrderId: reduceOrder.OrderSn,
// }
if err := futApi.ClosePositionLoop(reduceOrder.Symbol, reduceOrder.OrderSn, num, reduceOrder.Side, positionSide, apiInfo, "LIMIT", "0", price, 3); err != nil {
log.Errorf("合约减仓挂单失败 id：%s err:%v", reduceOrder.Id, err)
}
@ -349,7 +356,7 @@ func FutAddPositionTrigger(db *gorm.DB, v *AddPositionList, item string, futApi
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := futApi.OrderPlace(db, params); err != nil {
if err := futApi.OrderPlaceLoop(db, params, 3); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error

259
services/binanceservice/futuresrest.go
View File

@ -115,6 +115,11 @@ 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)
mainId := preOrder.Id
if preOrder.MainId > 0 {
mainId = preOrder.MainId
}
if apiUserInfo.Id == 0 {
logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
@ -137,7 +142,7 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
parentPrice := utility.StrToDecimal(parentOrder.Price)
num := utility.StrToDecimal(preOrder.Num)
lossAmount := price.Sub(parentPrice).Abs().Mul(num)
lossAmount := price.Sub(parentPrice).Abs().Mul(num).Truncate(int32(tradeSet.PriceDigit))
if !strings.HasSuffix(preOrder.Symbol, "USDT") {
tradeSetU, err := GetTradeSet(utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, ""), 1)
@ -147,10 +152,10 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return
}
lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(2)
lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(int32(tradeSetU.PriceDigit))
}
if err := db.Model(&parentOrder).Where("loss_amount=0", preOrder.Pid).Update("loss_amount", lossAmount).Error; err != nil {
if err := db.Model(&parentOrder).Where("loss_amount = ?", 0).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
}
@ -162,59 +167,74 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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 {
totalNum, err := getFuturesPositionNum(apiUserInfo, preOrder, tradeSet)
if err != nil {
return
if rate >= 100 {
removeFutLossAndAddPosition(preOrder)
ids := []int{preOrder.MainId, preOrder.Pid}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
logger.Info("100%减仓完毕，终结流程")
}
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 = totalNum.String()
orders = append(orders, takeProfitOrder)
totalLossAmountU, _ := GetTotalLossAmount(db, mainId)
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.Pid = preOrder.Id
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 = ext.ReduceTakeProfitRatio.String()
takeProfitOrder.SignPrice = preOrder.Price
takeProfitOrder.CreatedAt = time.Now()
takeProfitOrder.BuyPrice = "0"
takeProfitOrder.MainOrderType = "LIMIT"
takeProfitOrder.Num = totalNum.String()
takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String()
//止盈需要累加之前的亏损
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
percent := totalLossAmountU.Div(totalNum).Div(price).Sub(decimal.NewFromInt(1)).Abs()
takeProfitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.ReduceTakeProfitRatio).Truncate(2).String()
}
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 = totalNum.String()
setPrice(&takeProfitOrder, preOrder, tradeSet)
orders = append(orders, takeProfitOrder)
orders = append(orders, stoploss)
}
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
if err := db.Create(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
return
}
copier.Copy(&stoploss, &preOrder)
stoploss.Id = 0
stoploss.Pid = preOrder.Id
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 = ext.ReduceStopLossRatio.String()
stoploss.MainOrderType = "LIMIT"
stoploss.Num = totalNum.String()
futApi := FutRestApi{}
for _, v := range orders {
if v.OrderType == 1 {
processFutTakeProfitOrder(db, futApi, v, totalNum)
} else if v.OrderType == 2 {
processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
}
setPrice(&stoploss, preOrder, tradeSet)
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
}
futApi := FutRestApi{}
for _, v := range orders {
if v.OrderType == 1 {
processFutTakeProfitOrder(db, futApi, v, totalNum)
} else if v.OrderType == 2 {
processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
}
}
@ -229,6 +249,8 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
keyFutAddpositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
addPositionData := AddPositionList{
Id: addPositionOrder.Id,
OrderSn: addPositionOrder.OrderSn,
MainId: addPositionOrder.MainId,
Pid: addPositionOrder.Pid,
Price: utility.StrToDecimal(addPositionOrder.Price),
@ -250,6 +272,38 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
}
// 获取合约可用数量
func getFuturesPositionAvailableQuantity(db *gorm.DB, apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) decimal.Decimal {
var totalNum decimal.Decimal
var err error
for x := 1; x < 4; x++ {
totalNum, err = getFuturesPositionNum(apiUserInfo, preOrder, tradeSet)
if err == nil {
break
}
time.Sleep(time.Millisecond * 150)
}
if totalNum.Cmp(decimal.Zero) <= 0 {
var mainId int
if preOrder.MainId > 0 {
mainId = preOrder.MainId
} else {
mainId = preOrder.Id
}
totalNum = getInternalNum(db, mainId)
}
if totalNum.Cmp(decimal.Zero) <= 0 {
totalNum = utility.StrToDecimal(preOrder.Num)
}
return totalNum
}
// 获取币安合约持仓
func getFuturesPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) {
futApi := FutRestApi{}
@ -386,6 +440,12 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
return
}
if preOrder.OrderCategory == 3 {
if err := cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType); err != nil {
logger.Errorf("取消止盈止损订单失败 orderSn:%s err:%v", preOrder.OrderSn, err)
}
}
if err := db.Model(&DbModels.LinePreOrder{}).
Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).
Find(&orders).Error; err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
@ -440,7 +500,7 @@ func createFutPreAddPosition(preOrder *DbModels.LinePreOrder, db *gorm.DB, trade
if v.OrderId == 0 {
var data DbModels.LinePreOrder
copier.Copy(&data, &v)
copier.Copy(&data, &preOrder)
data.Id = 0
data.Pid = preOrder.Id
@ -450,6 +510,7 @@ func createFutPreAddPosition(preOrder *DbModels.LinePreOrder, db *gorm.DB, trade
data.MainOrderType = v.AddPositionOrderType
data.Status = 0
data.OrderCategory = 3
data.Rate = v.AddPositionPriceRatio.String()
var percentage decimal.Decimal
if data.Site == "BUY" {
@ -457,7 +518,17 @@ func createFutPreAddPosition(preOrder *DbModels.LinePreOrder, db *gorm.DB, trade
} else {
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
}
data.Price = price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)).String()
dataPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit))
data.Price = dataPrice.String()
if v.AddPositionType == 1 {
data.Num = preOrder.Num
data.BuyPrice = "0"
} else {
data.BuyPrice = v.AddPositionVal.String()
data.Num = v.AddPositionVal.Div(dataPrice).Truncate(int32(tradeSet.AmountDigit)).String()
}
err := db.Transaction(func(tx *gorm.DB) error {
if err2 := tx.Create(&data).Error; err2 != nil {
@ -500,18 +571,12 @@ func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, trad
}
totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
num, err := getFuturesPositionNum(apiInfo, preOrder, tradeSet)
if err != nil {
logger.Error("订单回调查询持仓数量失败:", err)
return nil, errors.New("订单回调查询持仓数量失败")
}
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
//止盈单
if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
profitOrder := models.LinePreOrder{}
copier.Copy(&profitOrder, preOrder)
var rate decimal.Decimal
profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
profitOrder.Pid = preOrder.Id
@ -519,16 +584,21 @@ func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, trad
profitOrder.Status = 0
profitOrder.MainId = ext.MainOrderId
profitOrder.Num = num.String()
profitOrder.Rate = ext.TakeProfitRatio.String()
//止盈需要累加之前的亏损
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
rate = totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs().Add(ext.TakeProfitRatio).Truncate(2)
} else {
rate = ext.TakeProfitRatio
percent := totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs()
profitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.TakeProfitRatio).Truncate(2).String()
}
profitOrder.Rate = rate.String()
if strings.ToUpper(preOrder.Site) == "BUY" {
profitOrder.Site = "SELL"
} else {
profitOrder.Site = "BUY"
}
setPrice(&profitOrder, preOrder, tradeSet)
orders = append(orders, profitOrder)
}
@ -551,17 +621,33 @@ func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, trad
stopOrder.Num = num.String()
}
if strings.ToUpper(preOrder.Site) == "BUY" {
stopOrder.Site = "SELL"
} else {
stopOrder.Site = "BUY"
}
setPrice(&stopOrder, preOrder, tradeSet)
orders = append(orders, stopOrder)
}
for index := range orders {
orderRate := utility.StrToDecimal(orders[index].Rate)
orderType := orders[index].OrderType
if strings.ToUpper(preOrder.Site) == "BUY" {
orders[index].Site = "SELL"
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
orders[index].Site = "BUY"
}
switch {
//做多止盈、做空止损或减仓
case (orderType == 1 && preOrder.Site == "BUY"), ((orderType == 2 || orderType == 4) && preOrder.Site == "SELL"):
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
//做多止损或减仓、做空止盈
case ((orderType == 2 || orderType == 4) && preOrder.Site == "BUY"), (orderType == 1 && preOrder.Site == "SELL"):
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
@ -613,27 +699,11 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
Price: price,
Quantity: num,
OrderType: "TAKE_PROFIT",
StopPrice: price,
Profit: price,
NewClientOrderId: order.OrderSn,
}
err := futApi.OrderPlace(db, params)
if err != nil {
for x := 0; x < 5; x++ {
if strings.Contains(err.Error(), "LOT_SIZE") {
break
}
err = futApi.OrderPlace(db, params)
if err == nil {
break
}
time.Sleep(time.Millisecond * 250)
}
}
err := futApi.OrderPlaceLoop(db, params, 3)
if err != nil {
logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err)
@ -663,17 +733,7 @@ func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num
NewClientOrderId: order.OrderSn,
}
futApi := FutRestApi{}
var err error
for x := 1; x < 4; x++ {
err = futApi.OrderPlace(db, params)
if err == nil {
break
}
time.Sleep(time.Millisecond * 200)
}
err := futApi.OrderPlaceLoop(db, params, 3)
if err != nil {
if err2 := db.Model(&order).Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil {
@ -688,3 +748,18 @@ func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num
return nil
}
// 循环取消合约订单
func CancelFutOrderByOrderSnLoop(apiInfo DbModels.LineApiUser, symbol, orderSn string) error {
futApi := FutRestApi{}
var err error
for x := 1; x <= 4; x++ {
err = futApi.CancelFutOrder(apiInfo, symbol, orderSn)
if err == nil || strings.Contains(err.Error(), "取消订单被拒绝") {
err = nil
break
}
}
return err
}

26
services/binanceservice/orderservice.go
View File

@ -128,3 +128,29 @@ func GetTotalLossAmount(db *gorm.DB, mainId int) (decimal.Decimal, error) {
return totalLossAmountU, nil
}
// 获取交易对的 委托中的止盈止损
// mainId 主单id
// symbolType 交易对类型
func GetSymbolTakeAndStop(db *gorm.DB, mainId int, symbolType int) ([]models.LinePreOrder, error) {
result := make([]models.LinePreOrder, 0)
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type IN (1,2,4) AND symbol_type =? AND status !=0 AND status !=4", mainId, symbolType).Find(&result).Error; err != nil {
return result, err
}
return result, nil
}
// 获取交易对触发数量
// symbol 交易对
// symbolType 交易对类型 1-现货 2-合约
func GetSymbolTriggerCount(db *gorm.DB, symbol string, symbolType int) (int64, error) {
var count int64
if err := db.Model(&models.LinePreOrder{}).Where("symbol =? AND symbol_type =? AND order_type =0 AND pid=0 AND status IN (1,5,6)", symbol, symbolType).Count(&count).Error; err != nil {
logger.Error("查询交易对触发数量失败:", err)
return count, err
}
return count, nil
}

27
services/binanceservice/spotjudgeservice.go
View File

@ -97,7 +97,7 @@ func SpotOrderLock(db *gorm.DB, v *dto.PreOrderRedisList, item string, spotApi S
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := spotApi.OrderPlace(db, params); err != nil {
if err := spotApi.OrderPlaceLoop(db, params, 3); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
@ -235,7 +235,7 @@ func SpotStopLossTrigger(db *gorm.DB, stopOrder dto.StopLossRedisList, spotApi S
NewClientOrderId: stopPreOrder.OrderSn,
}
if err := spotApi.OrderPlace(db, params); err != nil {
if err := spotApi.OrderPlaceLoop(db, params, 3); err != nil {
log.Errorf("现货止损挂单失败 id：%s err:%v", stopOrder.Id, err)
}
@ -322,15 +322,7 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
return
}
var err error
for x := 1; x <= 4; x++ {
err = spotApi.CancelOpenOrderByOrderSn(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err == nil {
break
}
}
err := CancelOpenOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err != nil {
log.Error("现货止盈撤单失败", err)
@ -349,7 +341,7 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
NewClientOrderId: reduceOrder.OrderSn,
}
if err := spotApi.OrderPlace(db, params); err != nil {
if err := spotApi.OrderPlaceLoop(db, params, 3); err != nil {
log.Errorf("现货减仓挂单失败 id：%s err:%v", reduceOrder.Id, err)
}
@ -427,6 +419,13 @@ func SpotAddPositionTrigger(db *gorm.DB, v *AddPositionList, item string, spotAp
return
}
//判断是否有已触发交易对
count, _ := GetSymbolTriggerCount(db, v.Symbol, 2)
if count > 0 {
return
}
price := v.Price
num, _ := decimal.NewFromString(preOrder.Num)
@ -441,12 +440,12 @@ func SpotAddPositionTrigger(db *gorm.DB, v *AddPositionList, item string, spotAp
Type: preOrder.MainOrderType,
TimeInForce: "GTC",
Price: price,
Quantity: num,
Quantity: num.Truncate(int32(tradeSet.AmountDigit)),
NewClientOrderId: v.OrderSn,
}
preOrderVal, _ := sonic.MarshalString(&v)
if err := spotApi.OrderPlace(db, params); err != nil {
if err := spotApi.OrderPlaceLoop(db, params, 3); err != nil {
log.Error("下单失败", v.Symbol, " err:", err)
err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error

311
services/binanceservice/spotreset.go
View File

@ -115,7 +115,7 @@ func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus
handleMainOrderFilled(db, preOrder)
//主单减仓完毕
case preOrder.OrderCategory == 1 && preOrder.OrderType == 4 && orderStatus == 6:
case preOrder.OrderType == 4 && orderStatus == 6:
handleMainReduceFilled(db, preOrder)
//主单取消
case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
@ -144,6 +144,11 @@ func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus
// 主单减仓完毕
func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
mainId := preOrder.Id
if preOrder.MainId > 0 {
mainId = preOrder.MainId
}
if apiUserInfo.Id == 0 {
logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
@ -165,70 +170,85 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
//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 {
num, err := getSpotPositionNum(apiUserInfo, preOrder, tradeSet)
if err != nil {
return
// 100%减仓 终止流程
if rate >= 100 {
removeSpotLossAndAddPosition(preOrder)
ids := []int{preOrder.MainId, preOrder.Pid}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
logger.Info("100%减仓完毕，终结流程")
}
return
}
totalLossAmountU, _ := GetTotalLossAmount(db, mainId)
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
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.Div(decimal.NewFromInt(100)))).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)
takeProfitOrder := models.LinePreOrder{}
copier.Copy(&takeProfitOrder, &preOrder)
takeProfitOrder.Id = 0
takeProfitOrder.Pid = preOrder.Id
takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
takeProfitOrder.Status = 0
// takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio.Div(decimal.NewFromInt(100)))).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 = totalNum.String()
takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String()
//止盈需要累加之前的亏损
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
percent := totalLossAmountU.Div(totalNum).Div(price).Sub(decimal.NewFromInt(1)).Abs()
takeProfitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.ReduceTakeProfitRatio).Truncate(2).String()
}
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
setPrice(&takeProfitOrder, preOrder, tradeSet)
orders = append(orders, takeProfitOrder)
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()
//有止损单
if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
var stoploss models.LinePreOrder
orders = append(orders, stoploss)
}
copier.Copy(&stoploss, &preOrder)
stoploss.Id = 0
stoploss.Pid = preOrder.Id
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 = ext.ReduceStopLossRatio.String()
stoploss.MainOrderType = "LIMIT"
stoploss.Num = totalNum.String()
// stoploss.Price = price.Mul(decimal.NewFromInt(1).Sub(ext.ReduceStopLossRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
setPrice(&stoploss, preOrder, tradeSet)
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
}
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)
spotApi := SpotRestApi{}
paramsMap := OrderPlacementService{
ApiId: takeProfitOrder.ApiId,
Symbol: takeProfitOrder.Symbol,
Side: takeProfitOrder.Site,
Type: "LIMIT",
TimeInForce: "GTC",
Price: utility.StrToDecimal(takeProfitOrder.Price),
Quantity: totalNum,
NewClientOrderId: takeProfitOrder.OrderSn,
StopPrice: utility.StrToDecimal(takeProfitOrder.Price),
}
if err := spotApi.OrderPlaceLoop(db, paramsMap, 3); 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)
}
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)
}
}
@ -236,7 +256,7 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if parentOrder.Price != "" {
parentPrice := utility.StrToDecimal(parentOrder.Price)
reduceNum := utility.StrToDecimal(preOrder.Num)
lossAmountU := price.Sub(parentPrice).Abs().Mul(reduceNum).Truncate(2)
lossAmountU := price.Sub(parentPrice).Abs().Mul(reduceNum) //.Truncate(int32(tradeSet.PriceDigit))
if err := db.Model(&parentOrder).Update("loss_amount", lossAmountU).Error; err != nil {
logger.Errorf("修改主单实际亏损失败 订单号:%s err:%v", parentOrder.OrderSn, err)
@ -246,7 +266,7 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
//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 {
if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND order_type=0 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
}
@ -254,6 +274,8 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
addPositionData := AddPositionList{
Id: addPositionOrder.Id,
OrderSn: addPositionOrder.OrderSn,
MainId: addPositionOrder.MainId,
Pid: addPositionOrder.Pid,
Price: utility.StrToDecimal(addPositionOrder.Price),
@ -275,6 +297,59 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
}
// 获取主单可用数量
func getSpotPositionAvailableQuantity(db *gorm.DB, apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) decimal.Decimal {
totalNum := getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
//biance查询失败 查系统内数量
if totalNum.Cmp(decimal.Zero) <= 0 {
var mainId int
if preOrder.MainId > 0 {
mainId = preOrder.MainId
} else {
mainId = preOrder.Id
}
totalNum = getInternalNum(db, mainId)
}
return totalNum
}
// 获取现货剩余数量
func getSpotTotalNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) decimal.Decimal {
var totalNum decimal.Decimal
var err error
for x := 1; x < 4; x++ {
totalNum, err = getSpotPositionNum(apiUserInfo, preOrder, tradeSet)
if err == nil {
break
}
time.Sleep(time.Millisecond * 150)
}
if err != nil {
totalNum = utility.StrToDecimal(preOrder.Num)
}
return totalNum
}
// 获取系统内剩余数量
func getInternalNum(db *gorm.DB, mainId int) decimal.Decimal {
var totalNum, totalSellNum decimal.Decimal
var data DbModels.LinePreOrder
if err := db.Model(&data).Where("(main_id =? OR id =?) AND order_type =0 AND status =6", mainId, mainId).Select("COALESCE(sum(num), 0)").Find(&totalNum).Error; err != nil {
logger.Errorf("getSpotInternalNum 查询所有数量失败,mainId:%d err:%v", mainId, err)
}
if err := db.Model(&data).Where("main_id =? AND order_type =4 AND status =6", mainId).Select("COALESCE(sum(num), 0)").Find(&totalSellNum).Error; err != nil {
logger.Errorf("getSpotInternalNum 查询所有减仓数量失败,mainId:%d err:%v", mainId, err)
}
return totalNum.Sub(totalSellNum).Abs()
}
// 获取现货持仓数量
func getSpotPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) {
client := GetClient(&apiUserInfo)
@ -449,7 +524,7 @@ func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if v.OrderId == 0 {
var data DbModels.LinePreOrder
copier.Copy(&data, &v)
copier.Copy(&data, &preOrder)
data.Id = 0
data.Pid = preOrder.Id
@ -459,14 +534,25 @@ func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
data.MainOrderType = v.AddPositionOrderType
data.Status = 0
data.OrderCategory = 3
data.Rate = v.AddPositionPriceRatio.String()
var percentage decimal.Decimal
if data.Site == "BUY" {
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
} else {
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
} else {
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
}
dataPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit))
data.Price = dataPrice.String()
if v.AddPositionType == 1 {
data.Num = preOrder.Num
data.BuyPrice = "0"
} else {
data.BuyPrice = v.AddPositionVal.String()
data.Num = v.AddPositionVal.Div(dataPrice).Truncate(int32(tradeSet.AmountDigit)).String()
}
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 {
@ -528,7 +614,7 @@ func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, r
//主单 修改单价 和成交数量
if total.Cmp(decimal.Zero) > 0 && totalAmount.Cmp(decimal.Zero) > 0 {
num := totalAmount.Div(decimal.NewFromFloat(100)).Mul(decimal.NewFromFloat(99.8))
num := totalAmount.Mul(decimal.NewFromFloat(0.998))
params["num"] = num
params["price"] = total.Div(totalAmount)
preOrder.Num = num.String()
@ -569,20 +655,21 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
return
}
num, err := getSpotPositionNum(apiInfo, preOrder, tradeSet)
if err != nil {
logger.Error("订单回调查询持仓数量失败:", err)
num = utility.StrToDecimal(preOrder.Num)
if preOrder.OrderCategory == 3 {
if err := cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType); err != nil {
logger.Errorf("取消止盈止损订单失败 orderSn:%s err:%v", preOrder.OrderSn, err)
}
}
num := getSpotPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
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 && errors.Is(err, gorm.ErrRecordNotFound) {
logger.Error("订单回调查询止盈止损单失败:", err)
return
} else if len(orders) == 0 && preOrder.OrderCategory == 3 {
orders, err = makeSpotTakeAndReduce(preOrder, db, tradeSet, orders, num)
orders, err = makeSpotTakeAndReduce(preOrder, db, tradeSet, num)
if err != nil {
return
@ -591,11 +678,7 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
spotApi := SpotRestApi{}
for i, order := range orders {
if i >= 2 { // 最多处理 2 个订单
break
}
for _, order := range orders {
order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String()
if order.OrderType == 4 {
@ -623,9 +706,10 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
}
// 构建现货止盈、减仓单
func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder, num decimal.Decimal) ([]DbModels.LinePreOrder, error) {
func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, num decimal.Decimal) ([]DbModels.LinePreOrder, error) {
ext := models.LinePreOrderExt{}
price := utility.StrToDecimal(preOrder.Price)
orders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil {
logger.Error("订单回调查询止盈止损单扩展表失败:", err)
@ -639,6 +723,7 @@ func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSe
profitOrder := models.LinePreOrder{}
copier.Copy(&profitOrder, preOrder)
profitOrder.Id = 0
profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
profitOrder.Pid = preOrder.Id
profitOrder.OrderType = 1
@ -649,11 +734,17 @@ func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSe
//止盈需要累加之前的亏损
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
profitOrder.Rate = totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs().Add(ext.TakeProfitRatio).Truncate(2).String()
} else {
profitOrder.Rate = ext.TakeProfitRatio.String()
percent := totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs()
profitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.TakeProfitRatio).Truncate(2).String()
}
if strings.ToUpper(preOrder.Site) == "BUY" {
profitOrder.Site = "SELL"
} else {
profitOrder.Site = "BUY"
}
setPrice(&profitOrder, preOrder, tradeSet)
orders = append(orders, profitOrder)
}
@ -662,6 +753,7 @@ func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSe
stopOrder := models.LinePreOrder{}
copier.Copy(&stopOrder, preOrder)
stopOrder.Id = 0
stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
stopOrder.Pid = preOrder.Id
stopOrder.MainId = ext.MainOrderId
@ -674,18 +766,14 @@ func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSe
} else {
stopOrder.Num = num.String()
}
orders = append(orders, stopOrder)
}
for index := range orders {
if strings.ToUpper(preOrder.Site) == "BUY" {
orders[index].Site = "SELL"
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(ext.ReducePriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
stopOrder.Site = "SELL"
} else {
orders[index].Site = "BUY"
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(ext.ReducePriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
stopOrder.Site = "BUY"
}
setPrice(&stopOrder, preOrder, tradeSet)
orders = append(orders, stopOrder)
}
if len(orders) > 0 {
@ -697,6 +785,22 @@ func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSe
return orders, nil
}
// 根据下单百分比计算价格
func setPrice(order *models.LinePreOrder, preOrder *models.LinePreOrder, tradeSet models2.TradeSet) {
orderType := order.OrderType
itemSide := order.Site
rate := utility.StrToDecimal(order.Rate)
switch {
//做多止盈、做空止损或减仓
case (orderType == 1 && itemSide == "SELL"), ((orderType == 2 || orderType == 4) && itemSide == "BUY"):
order.Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(rate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
//做多止损或减仓、做空止盈
case ((orderType == 2 || orderType == 4) && itemSide == "SELL"), (orderType == 1 && itemSide == "BUY"):
order.Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(rate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
// 现货减仓
func processSpotReduceOrder(preOrder DbModels.LinePreOrder) {
key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
@ -748,21 +852,7 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
NewClientOrderId: order.OrderSn,
}
err := spotApi.OrderPlace(db, params)
if err != nil {
for x := 0; x < 5; x++ {
if strings.Contains(err.Error(), "LOT_SIZE") {
break
}
err = spotApi.OrderPlace(db, params)
if err == nil {
break
}
}
}
err := spotApi.OrderPlaceLoop(db, params, 3)
if err != nil {
logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
@ -846,6 +936,21 @@ func ResetSystemSetting(db *gorm.DB) (DbModels.LineSystemSetting, error) {
return DbModels.LineSystemSetting{}, nil
}
// 循环取消订单
func CancelOpenOrderByOrderSnLoop(apiInfo DbModels.LineApiUser, symbol string, orderSn string) error {
spotApi := SpotRestApi{}
var err error
for x := 1; x <= 4; x++ {
err = spotApi.CancelOpenOrderByOrderSn(apiInfo, symbol, orderSn)
if err == nil || strings.Contains(err.Error(), "该交易对没有订单") {
err = nil
break
}
}
return err
}
// NEW
// PENDING_NEW
// PARTIALLY_FILLED

7
services/excservice/binancesocketmanager.go
View File

@ -84,7 +84,12 @@ func (wm *BinanceWebSocketManager) Restart(apiKey, apiSecret, proxyType, proxyAd
wm.proxyType = proxyType
wm.proxyAddress = proxyAddress
wm.reconnect <- struct{}{}
if wm.isStopped {
wm.run()
} else {
wm.reconnect <- struct{}{}
}
return wm
}

2
services/spotservice/binancemarket.go
View File

@ -251,7 +251,7 @@ func handleTickerMessage(msg []byte) {
utility.SafeGoParam(binanceservice.JudgeSpotReduce, trades[index])
//加仓
utility.SafeGoParam(binanceservice.JudgeFutAddPosition, trades[index])
utility.SafeGoParam(binanceservice.JudgeSpotAddPosition, trades[index])
}
}
}