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This commit is contained in:
hucan
2025-02-11 18:03:30 +08:00
parent 18cbf359b7
commit 97037adbbb
6 changed files with 169 additions and 53 deletions
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73
services/binanceservice/spotreset.go
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@ -37,7 +37,7 @@ func ChangeSpotOrder(mapData map[string]interface{}) {
return
}
if originOrderSn != "" {
if originOrderSn != nil && originOrderSn != "" {
orderSn = originOrderSn
}
@ -177,7 +177,7 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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.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
@ -462,9 +462,9 @@ func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
var percentage decimal.Decimal
if data.Site == "BUY" {
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio)
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
} else {
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio)
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
}
data.Price = price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)).String()
@ -563,13 +563,26 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
return
}
apiInfo, err := GetApiInfo(preOrder.ApiId)
if apiInfo.Id == 0 {
logger.Error("订单回调查询apiuserinfo失败 err:", err)
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 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)
orders, err = makeSpotTakeAndReduce(preOrder, db, tradeSet, orders, num)
if err != nil {
return
@ -577,52 +590,49 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
}
spotApi := SpotRestApi{}
num, _ := decimal.NewFromString(preOrder.Num)
for i, order := range orders {
if i >= 2 { // 最多处理 2 个订单
break
}
if err := db.Model(&order).Update("num", num).Error; err != nil {
order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String()
if order.OrderType == 4 {
ext := DbModels.LinePreOrderExt{}
db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext)
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
order.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
}
}
if err := db.Model(&order).Update("num", order.Num).Error; err != nil {
logger.Errorf("修改止盈止损数量失败 订单号:%s err:%v", order.OrderSn, err)
}
switch order.OrderType {
case 1: // 止盈
processTakeProfitOrder(db, spotApi, order, num)
processTakeProfitOrder(db, spotApi, order)
case 2: // 止损
processStopLossOrder(order)
case 4: //减仓
processSpotReduceOrder(order, num)
processSpotReduceOrder(order)
}
}
}
// 构建现货止盈、减仓单
func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) {
func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder, num decimal.Decimal) ([]DbModels.LinePreOrder, error) {
ext := models.LinePreOrderExt{}
apiInfo, err := GetApiInfo(preOrder.ApiId)
price := utility.StrToDecimal(preOrder.Price)
if apiInfo.Id == 0 {
logger.Error("订单回调查询apiuserinfo失败 err:", err)
return nil, errors.New("订单回调查询apiuserinfo失败")
}
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)
return nil, errors.New("订单回调查询止盈止损单扩展表失败")
}
totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
num, err := getSpotPositionNum(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")
}
//止盈单
if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
@ -658,7 +668,12 @@ func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSe
stopOrder.OrderType = 4
stopOrder.Status = 0
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)
}
@ -683,7 +698,7 @@ func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSe
}
// 现货减仓
func processSpotReduceOrder(preOrder DbModels.LinePreOrder, num decimal.Decimal) {
func processSpotReduceOrder(preOrder DbModels.LinePreOrder) {
key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
item := ReduceListItem{
Id: preOrder.Id,
@ -691,7 +706,7 @@ func processSpotReduceOrder(preOrder DbModels.LinePreOrder, num decimal.Decimal)
Pid: preOrder.Pid,
MainId: preOrder.MainId,
Price: utility.StrToDecimal(preOrder.Price),
Num: num,
Num: utility.StrToDecimal(preOrder.Num),
Side: preOrder.Site,
Symbol: preOrder.Symbol,
OrderSn: preOrder.OrderSn,
@ -711,7 +726,7 @@ func processSpotReduceOrder(preOrder DbModels.LinePreOrder, num decimal.Decimal)
}
// 处理止盈订单
func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder, num decimal.Decimal) {
func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder) {
tradeSet, _ := GetTradeSet(order.Symbol, 0)
if tradeSet.Coin == "" {
@ -726,7 +741,7 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
Symbol: order.Symbol,
Side: order.Site,
Price: price.Truncate(int32(tradeSet.PriceDigit)),
Quantity: num.Truncate(int32(tradeSet.AmountDigit)),
Quantity: utility.StrToDecimal(order.Num),
Type: "TAKE_PROFIT_LIMIT",
TimeInForce: "GTC",
StopPrice: price.Truncate(int32(tradeSet.PriceDigit)),
@ -757,7 +772,7 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
}
} else {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).
Updates(map[string]interface{}{"status": "1", "num": num.String()}).Error; err != nil {
Updates(map[string]interface{}{"status": "1", "num": order.Num}).Error; err != nil {
logger.Error("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
}
}