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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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259
services/binanceservice/futuresrest.go
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@ -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
}