1

app/admin/service/line_pre_order.go

@@ -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"

app/jobs/jobs.go

@@ -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)
+	lock := helper.NewRedisLock(rediskey.JobReOrderTrigger, 20, 5, 100*time.Millisecond)
-	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 {
+	if ok, err := lock.AcquireWait(context.Background()); err != nil {
-		return err
+		logger.Error("获取锁失败", err)
-	}
+		return nil
-	spotApi := binanceservice.SpotRestApi{}
+	} else if ok {
-	futApi := binanceservice.FutRestApi{}
+		defer lock.Release()
-	for _, order := range orders {
+		limitOrderTimeoutDuration := utility.StringAsInt64(resp.ConfigValue)
-		var apiUserinfo models.LineApiUser
+		orders := make([]models.LinePreOrder, 0)
-		db.Model(&models.LineApiUser{}).Where("id = ?", order.ApiId).Find(&apiUserinfo)
+		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
-		//现货
+		if err != nil {
-		if order.SymbolType == global.SYMBOL_SPOT {
+			return err
-			if order.ExchangeType == global.EXCHANGE_BINANCE {
+		}
-				err := t.ReSpotOrderPlace(db, order, apiUserinfo, spotApi)
+		spotApi := binanceservice.SpotRestApi{}
-				if err != nil {
+		futApi := binanceservice.FutRestApi{}
-					continue
+		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
+			//合约
-		if order.SymbolType == global.SYMBOL_FUTURES {
+			if order.SymbolType == global.SYMBOL_FUTURES {
-			if order.ExchangeType == global.EXCHANGE_BINANCE {
+				if order.ExchangeType == global.EXCHANGE_BINANCE {
-				err := t.ReFutOrderPlace(db, order, apiUserinfo, futApi)
+					err := t.ReFutOrderPlace(db, order, apiUserinfo, futApi)
-				if err != nil {
+					if err != nil {
-					continue
+						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
+		order.Desc = fmt.Sprintf("取消限价单，重下市价单源订单号：%s  ", order.OrderSn)
-		copier.Copy(&newOrder, order)
+		order.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
-		newOrder.Id = 0
+		order.MainOrderType = "MARKET"
-		newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
+		// var newOrder models.LinePreOrder
-		newOrder.CreatedAt = time.Now()
+		// copier.Copy(&newOrder, order)
-		newOrder.MainOrderType = "MARKET"
+		// newOrder.Id = 0
-		err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
+		// 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
+		// var newOrder models.LinePreOrder
-		copier.Copy(&newOrder, order)
+		// copier.Copy(&newOrder, order)
-		newOrder.Id = 0
+		// newOrder.Id = 0
-		newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
+		// newOrder.OrderSn = utility.Int64ToString(newClientOrderId)
-		newOrder.CreatedAt = time.Now()
+		// newOrder.CreatedAt = time.Now()
-		newOrder.MainOrderType = "MARKET"
+		// newOrder.MainOrderType = "MARKET"
-		err = db.Model(&models.LinePreOrder{}).Create(&newOrder).Error
+		// 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{},
+			StopPrice:        utility.StringToDecimal(order.Price),
-			OrderType:        "MARKET",
+			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

common/const/rediskey/redis_key.go

@@ -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
 )

services/binanceservice/futuresjudgeservice.go

@@ -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 {

services/binanceservice/futuresrest.go

@@ -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 {

services/binanceservice/spotjudgeservice.go

@@ -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 {

services/binanceservice/spotreset.go

@@ -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