This commit is contained in:
2025-02-11 18:03:30 +08:00
parent 18cbf359b7
commit 97037adbbb
6 changed files with 169 additions and 53 deletions

View File

@ -37,7 +37,7 @@ func ChangeFutureOrder(mapData map[string]interface{}) {
return
}
if originOrderSn != "" {
if originOrderSn != nil && originOrderSn != "" {
orderSn = originOrderSn
}
@ -375,6 +375,17 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
return
}
if tradeSet.Coin == "" {
logger.Errorf("获取交易对配置失败, 回调订单号:%s", preOrder.OrderSn)
return
}
//预生成加仓单
shouldReturn := createFutPreAddPosition(preOrder, db, tradeSet)
if shouldReturn {
return
}
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) {
@ -413,6 +424,65 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
}
}
// 生成加仓单
func createFutPreAddPosition(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet) bool {
//主单类型
if preOrder.OrderCategory == 1 {
orderExts, err := GetOrderExts(db, preOrder.Id)
if err != nil {
logger.Errorf("预生成加仓单失败, 回调订单号:%s 获取主单拓展配置失败:%v", preOrder.OrderSn, err)
return true
}
price := utility.StrToDecimal(preOrder.Price)
for _, v := range orderExts {
if v.OrderId == 0 {
var data DbModels.LinePreOrder
copier.Copy(&data, &v)
data.Id = 0
data.Pid = preOrder.Id
data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
data.MainId = preOrder.Id
data.CreatedAt = time.Now()
data.MainOrderType = v.AddPositionOrderType
data.Status = 0
data.OrderCategory = 3
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)))
}
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 {
return err2
}
v.OrderId = data.Id
if err2 := tx.Model(&v).Update("order_id", data.Id).Error; err2 != nil {
return err2
}
return nil
})
if err != nil {
logger.Errorf("预生成加仓单失败, 回调订单号:%s 预生成加仓单失败:%v", preOrder.OrderSn, err)
return true
}
}
}
}
return false
}
// 构建合约止盈、减仓单
func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) {
ext := models.LinePreOrderExt{}
@ -475,6 +545,12 @@ func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, trad
stopOrder.Rate = ext.ReducePriceRatio.String()
stopOrder.Num = num.String()
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
stopOrder.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
} else {
stopOrder.Num = num.String()
}
orders = append(orders, stopOrder)
}