admin/exchange_go
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This commit is contained in:
hucan
2025-02-18 15:40:45 +08:00
parent 08a7da607f
commit 935fc36b5a
7 changed files with 95 additions and 53 deletions
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10
app/admin/service/line_pre_order.go
View File

@ -567,7 +567,8 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
stopOrder.OrderType = 4
stopOrder.Status = 0
stopOrder.Rate = req.ReducePriceRatio.String()
stopOrder.Num = utility.StrToDecimal(AddOrder.Num).Mul(req.ReduceNumRatio.Div(decimal.NewFromInt(100)).Truncate(4)).Truncate(int32(tradeSet.AmountDigit)).String()
stopNum := utility.StrToDecimal(AddOrder.Num).Mul(req.ReduceNumRatio.Div(decimal.NewFromInt(100)).Truncate(4))
stopOrder.Num = stopNum.Truncate(int32(tradeSet.AmountDigit)).String()
tx.Model(&models.LinePreOrder{}).Omit("id", "save_template", "template_name").Create(&stopOrder)
@ -691,7 +692,7 @@ func createPreAddPosition(preOrder *models.LinePreOrder, v models.LinePreOrderEx
// 构建合约止盈、减仓单
func makeFuturesTakeAndReduce(preOrder *models.LinePreOrder, ext models.LinePreOrderExt, tradeSet models2.TradeSet) ([]models.LinePreOrder, error) {
num := ext.TotalAfterAdding
num := ext.TotalAfterAdding.Truncate(int32(tradeSet.AmountDigit))
orders := make([]models.LinePreOrder, 0)
//止盈单
profitOrder := models.LinePreOrder{}
@ -703,7 +704,7 @@ func makeFuturesTakeAndReduce(preOrder *models.LinePreOrder, ext models.LinePreO
profitOrder.OrderType = 1
profitOrder.Status = 0
profitOrder.MainId = preOrder.MainId
profitOrder.Num = num.Truncate(int32(tradeSet.AmountDigit)).String()
profitOrder.Num = num.String()
profitOrder.BuyPrice = "0"
// profitOrder.Rate = ext.TakeProfitRatio.String()
@ -735,7 +736,8 @@ func makeFuturesTakeAndReduce(preOrder *models.LinePreOrder, ext models.LinePreO
stopOrder.BuyPrice = "0"
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
stopOrder.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
stopNum := num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100)))
stopOrder.Num = stopNum.Truncate(int32(tradeSet.AmountDigit)).String()
}
if strings.ToUpper(preOrder.Site) == "BUY" {
stopOrder.Site = "SELL"

116
app/jobs/jobs.go
View File

@ -1,12 +1,15 @@
package jobs
import (
"context"
"errors"
"fmt"
"go-admin/app/admin/models"
"go-admin/app/admin/service"
"go-admin/app/admin/service/dto"
"go-admin/common/const/rediskey"
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/pkg/utility"
"go-admin/pkg/utility/snowflakehelper"
"go-admin/services/binanceservice"
@ -15,7 +18,6 @@ import (
"strings"
"time"
"github.com/jinzhu/copier"
"github.com/shopspring/decimal"
"github.com/go-admin-team/go-admin-core/sdk"
@ -156,37 +158,46 @@ func (t LimitOrderTimeoutDuration) Exec(arg interface{}) error {
if resp.ConfigValue == "" {
return nil
}
limitOrderTimeoutDuration := utility.StringAsInt64(resp.ConfigValue)
orders := make([]models.LinePreOrder, 0)
err := db.Model(&models.LinePreOrder{}).Where("status = '5' AND main_order_type = 'LIMIT' AND order_type in ('4') AND order_category = 3 AND updated_at < ?", time.Now().Add(-time.Duration(limitOrderTimeoutDuration)*time.Second)).Find(&orders).Error
if err != nil {
return err
}
spotApi := binanceservice.SpotRestApi{}
futApi := binanceservice.FutRestApi{}
for _, order := range orders {
var apiUserinfo models.LineApiUser
db.Model(&models.LineApiUser{}).Where("id = ?", order.ApiId).Find(&apiUserinfo)
//现货
if order.SymbolType == global.SYMBOL_SPOT {
if order.ExchangeType == global.EXCHANGE_BINANCE {
err := t.ReSpotOrderPlace(db, order, apiUserinfo, spotApi)
if err != nil {
continue
lock := helper.NewRedisLock(rediskey.JobReOrderTrigger, 20, 5, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
logger.Error("获取锁失败", err)
return nil
} else if ok {
defer lock.Release()
limitOrderTimeoutDuration := utility.StringAsInt64(resp.ConfigValue)
orders := make([]models.LinePreOrder, 0)
err := db.Model(&models.LinePreOrder{}).Where("status = '5' AND main_order_type = 'LIMIT' AND order_type in ('4') AND updated_at < ?", time.Now().Add(-time.Duration(limitOrderTimeoutDuration)*time.Second)).Find(&orders).Error
if err != nil {
return err
}
spotApi := binanceservice.SpotRestApi{}
futApi := binanceservice.FutRestApi{}
for _, order := range orders {
var apiUserinfo models.LineApiUser
db.Model(&models.LineApiUser{}).Where("id = ?", order.ApiId).Find(&apiUserinfo)
//现货
if order.SymbolType == global.SYMBOL_SPOT {
if order.ExchangeType == global.EXCHANGE_BINANCE {
err := t.ReSpotOrderPlace(db, order, apiUserinfo, spotApi)
if err != nil {
continue
}
}
}
}
//合约
if order.SymbolType == global.SYMBOL_FUTURES {
if order.ExchangeType == global.EXCHANGE_BINANCE {
err := t.ReFutOrderPlace(db, order, apiUserinfo, futApi)
if err != nil {
continue
//合约
if order.SymbolType == global.SYMBOL_FUTURES {
if order.ExchangeType == global.EXCHANGE_BINANCE {
err := t.ReFutOrderPlace(db, order, apiUserinfo, futApi)
if err != nil {
continue
}
}
}
}
}
}
return nil
}
@ -195,7 +206,7 @@ func (t LimitOrderTimeoutDuration) Exec(arg interface{}) error {
func (t LimitOrderTimeoutDuration) ReSpotOrderPlace(db *gorm.DB, order models.LinePreOrder, apiUserinfo models.LineApiUser, spotApi binanceservice.SpotRestApi) error {
var err error
for i := 0; i < 3; i++ {
err := spotApi.CancelOpenOrderByOrderSn(apiUserinfo, order.Symbol, order.OrderSn)
err = spotApi.CancelOpenOrderByOrderSn(apiUserinfo, order.Symbol, order.OrderSn)
if err == nil || strings.Contains(err.Error(), "该交易对没有订单") {
break
}
@ -206,13 +217,18 @@ func (t LimitOrderTimeoutDuration) ReSpotOrderPlace(db *gorm.DB, order models.Li
} else {
newClientOrderId := snowflakehelper.GetOrderId()
var newOrder models.LinePreOrder
copier.Copy(&newOrder, order)
newOrder.Id = 0
newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
newOrder.CreatedAt = time.Now()
newOrder.MainOrderType = "MARKET"
err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
order.Desc = fmt.Sprintf("取消限价单，重下市价单源订单号：%s ", order.OrderSn)
order.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
order.MainOrderType = "MARKET"
// var newOrder models.LinePreOrder
// copier.Copy(&newOrder, order)
// newOrder.Id = 0
// newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
// newOrder.CreatedAt = time.Now()
// newOrder.MainOrderType = "MARKET"
// err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
err := db.Model(&order).Updates(map[string]interface{}{"desc": order.Desc, "order_sn": order.OrderSn, "main_order_type": order.MainOrderType}).Error
if err != nil {
logger.Error(fmt.Sprintf("生成新市价单失败 err:%+v", err))
return err
@ -224,12 +240,13 @@ func (t LimitOrderTimeoutDuration) ReSpotOrderPlace(db *gorm.DB, order models.Li
Type: "MARKET",
TimeInForce: "GTC",
Price: utility.StringToDecimal(order.Price),
StopPrice: utility.StrToDecimal(order.Price),
Quantity: utility.StringToDecimal(order.Num),
NewClientOrderId: utility.Int64ToString(newClientOrderId),
}
if err := spotApi.OrderPlace(db, params); err != nil {
logger.Error(fmt.Sprintf("重新下市价单失败 err:%+v", err))
err := db.Model(&models.LinePreOrder{}).Where("id = ? AND status = 0", newOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
err := db.Model(&order).Updates(map[string]interface{}{"status": "2", "desc": order.Desc + "err:" + err.Error()}).Error
if err != nil {
logger.Error("下单失败后修改订单失败")
@ -255,19 +272,28 @@ func (t LimitOrderTimeoutDuration) ReFutOrderPlace(db *gorm.DB, order models.Lin
return err
} else {
newClientOrderId := snowflakehelper.GetOrderId()
orderType := "MARKET"
order.Desc = fmt.Sprintf("取消限价单，重下市价单 源订单号:%s", order.OrderSn)
order.OrderSn = utility.Int64ToString(newClientOrderId)
var newOrder models.LinePreOrder
copier.Copy(&newOrder, order)
newOrder.Id = 0
newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
newOrder.CreatedAt = time.Now()
newOrder.MainOrderType = "MARKET"
err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
// var newOrder models.LinePreOrder
// copier.Copy(&newOrder, order)
// newOrder.Id = 0
// newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
// newOrder.CreatedAt = time.Now()
// newOrder.MainOrderType = "MARKET"
// err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
err = db.Model(&order).Updates(map[string]interface{}{"desc": order.Desc, "order_sn": order.OrderSn}).Error
if err != nil {
logger.Error(fmt.Sprintf("生成合约新市价单失败 err:%+v", err))
return err
}
if order.OrderType == 4 {
orderType = "STOP_MARKET"
}
params := binanceservice.FutOrderPlace{
ApiId: order.ApiId,
Symbol: order.Symbol,
@ -277,14 +303,14 @@ func (t LimitOrderTimeoutDuration) ReFutOrderPlace(db *gorm.DB, order models.Lin
SideType: "MARKET",
OpenOrder: 0,
Profit: decimal.Decimal{},
StopPrice: decimal.Decimal{},
OrderType: "MARKET",
StopPrice: utility.StringToDecimal(order.Price),
OrderType: orderType,
NewClientOrderId: utility.Int64ToString(newClientOrderId),
}
if err := futApi.OrderPlace(db, params); err != nil {
logger.Error(fmt.Sprintf("重新下合约市价单失败 err:%+v", err))
err := db.Model(&models.LinePreOrder{}).Where("id = ? AND status = 0", newOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
err := db.Model(&order).Updates(map[string]interface{}{"status": "2", "desc": order.Desc + " err:" + err.Error()}).Error
if err != nil {
logger.Error("下单失败后修改订单失败")
return err

1
common/const/rediskey/redis_key.go
View File

@ -51,4 +51,5 @@ const (
//需要清理键值---------END-----------------
JobReOrderTrigger = "job_re_order_trigger" //定时取消限价并下市价锁
)

6
services/binanceservice/futuresjudgeservice.go
View File

@ -254,6 +254,12 @@ 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 {
log.Errorf("合约减仓挂单失败 id：%s err:%v", reduceOrder.Id, err)
if err2 := db.Model(&DbModels.LinePreOrder{}).
Where("id = ? AND status =0", reduceOrder.Id).
Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil {
log.Errorf("合约减仓更新状态失败 id：%s err:%v", reduceOrder.Id, err2)
}
}
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {

3
services/binanceservice/futuresrest.go
View File

@ -158,6 +158,7 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Truncate(int32(tradeSet.AmountDigit))
futApi := FutRestApi{}
for _, v := range orders {
if v.OrderType == 1 {
@ -383,10 +384,10 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
futApi := FutRestApi{}
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
num = num.Truncate(int32(tradeSet.AmountDigit))
for _, order := range orders {
price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
num = num.Truncate(int32(tradeSet.AmountDigit))
order.Price = price.String()
if order.OrderType == 4 {

10
services/binanceservice/spotjudgeservice.go
View File

@ -217,10 +217,10 @@ func SpotStopLossTrigger(db *gorm.DB, stopOrder dto.StopLossRedisList, spotApi S
for x := 1; x <= 4; x++ {
err = spotApi.CancelOpenOrderByOrderSn(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
if err == nil {
if err == nil || strings.Contains(err.Error(), "该交易对没有订单") {
err = nil
break
}
}
if err != nil {
@ -350,6 +350,12 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
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)
if err2 := db.Model(&DbModels.LinePreOrder{}).
Where("id =? AND status =0", reduceOrder.Id).
Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil {
log.Errorf("修改现货减仓状态失败 id：%s err:%v", reduceOrder.Id, err2)
}
}
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {

2
services/binanceservice/spotreset.go
View File

@ -527,7 +527,7 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
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).
Where("pid = ? 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