1

services/binanceservice/futuresbinancerest.go

@@ -443,6 +443,13 @@ func (e FutRestApi) OrderPlace(orm *gorm.DB, params FutOrderPlace) error {
 			paramsMaps["workingType"] = "MARK_PRICE"
 		}
 
+		if strings.ToUpper(params.OrderType) == "TAKE_PROFIT" {
+			paramsMaps["timeInForce"] = "GTC"
+			paramsMaps["price"] = params.Price.String()
+			paramsMaps["stopprice"] = params.Profit.String()
+			paramsMaps["workingType"] = "MARK_PRICE"
+		}
+
 		if strings.ToUpper(params.OrderType) == "STOP_MARKET" {
 			paramsMaps["stopprice"] = params.StopPrice.String()
 			paramsMaps["workingType"] = "MARK_PRICE"

services/binanceservice/futuresjudgeservice.go

@@ -153,7 +153,7 @@ func JudgeFuturesReduce(trade models.TradeSet) {
 	}
 
 	db := GetDBConnection()
-	spotApi := SpotRestApi{}
+	futApi := FutRestApi{}
 	setting, err := GetSystemSetting(db)
 
 	if err != nil {
@@ -161,13 +161,6 @@ func JudgeFuturesReduce(trade models.TradeSet) {
 		return
 	}
 
-	tradeSet, err := GetTradeSet(trade.Coin+trade.Currency, 0)
-
-	if err != nil {
-		log.Error("获取交易设置失败")
-		return
-	}
-
 	for _, item := range reduceVal {
 		reduceOrder := ReduceListItem{}
 		if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil {
@@ -184,14 +177,20 @@ func JudgeFuturesReduce(trade models.TradeSet) {
 				((strings.ToUpper(reduceOrder.Side) == "SELL" && orderPrice.Cmp(tradePrice) >= 0) ||
 					(strings.ToUpper(reduceOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) <= 0)) {
 
-				SpotReduceTrigger(db, reduceOrder, spotApi, setting, tradeSet, key, item)
+				FuturesReduceTrigger(db, reduceOrder, futApi, setting, key, item)
 			}
 		}
 	}
 }
 
 // 触发合约减仓
-func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRestApi, setting DbModels.LineSystemSetting, tradeSet models.TradeSet, key, item string) {
+func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRestApi, setting DbModels.LineSystemSetting, key, item string) {
+	tradeSet, _ := GetTradeSet(reduceOrder.Symbol, 1)
+
+	if tradeSet.LastPrice == "" {
+		return
+	}
+
 	lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutTrigger, reduceOrder.ApiId, reduceOrder.Symbol), 20, 5, 100*time.Millisecond)
 
 	if ok, err := lock.AcquireWait(context.Background()); err != nil {
@@ -205,6 +204,13 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
 			return
 		}
 
+		hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
+
+		if !hasrecord {
+			log.Debug("减仓缓存中不存在", item)
+			return
+		}
+
 		apiInfo, _ := GetApiInfo(takeOrder.ApiId)
 
 		if apiInfo.Id == 0 {
@@ -216,7 +222,8 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
 		for x := 1; x <= 4; x++ {
 			err = futApi.CancelFutOrder(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
 
-			if err == nil {
+			if err == nil || strings.Contains(err.Error(), "取消订单被拒绝") {
+				err = nil
 				break
 			}
 

services/binanceservice/futuresrest.go

@@ -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)
 	}
 

services/binanceservice/orderservice.go

@@ -107,7 +107,7 @@ func GetLastStop(db *gorm.DB, pid int) (DbModels.LinePreOrder, error) {
 // mainId 主单Id
 func GetOrderExts(db *gorm.DB, mainId int) ([]models.LinePreOrderExt, error) {
 	result := make([]models.LinePreOrderExt, 0)
-	if err := db.Model(&result).Where("main_id =?", mainId).Find(&result).Error; err != nil {
+	if err := db.Model(&result).Where("main_order_id =?", mainId).Find(&result).Error; err != nil {
 		return result, err
 	}
 

services/binanceservice/spotjudgeservice.go

@@ -192,6 +192,13 @@ func SpotStopLossTrigger(db *gorm.DB, stopOrder dto.StopLossRedisList, spotApi S
 			return
 		}
 
+		hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
+
+		if !hasrecord {
+			log.Debug("减仓缓存中不存在", item)
+			return
+		}
+
 		apiInfo, _ := GetApiInfo(takeOrder.ApiId)
 
 		if apiInfo.Id == 0 {
@@ -259,13 +266,6 @@ func JudgeSpotReduce(trade models.TradeSet) {
 		return
 	}
 
-	tradeSet, err := GetTradeSet(trade.Coin+trade.Currency, 0)
-
-	if err != nil {
-		log.Error("获取交易设置失败")
-		return
-	}
-
 	for _, item := range reduceVal {
 		reduceOrder := ReduceListItem{}
 		if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil {
@@ -282,14 +282,20 @@ func JudgeSpotReduce(trade models.TradeSet) {
 				orderPrice.Cmp(decimal.Zero) > 0 &&
 				tradePrice.Cmp(decimal.Zero) > 0 {
 
-				SpotReduceTrigger(db, reduceOrder, spotApi, setting, tradeSet, key, item)
+				SpotReduceTrigger(db, reduceOrder, spotApi, setting, key, item)
 			}
 		}
 	}
 }
 
 // 触发现货减仓
-func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRestApi, setting DbModels.LineSystemSetting, tradeSet models.TradeSet, key, item string) {
+func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRestApi, setting DbModels.LineSystemSetting, key, item string) {
+	tradeSet, err := GetTradeSet(reduceOrder.Symbol, 0)
+
+	if err != nil {
+		log.Error("获取交易设置失败")
+		return
+	}
 	lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, reduceOrder.ApiId, reduceOrder.Symbol), 20, 5, 100*time.Millisecond)
 
 	if ok, err := lock.AcquireWait(context.Background()); err != nil {
@@ -302,6 +308,12 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
 			log.Error("查询止盈单失败")
 			return
 		}
+		hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
+
+		if !hasrecord {
+			log.Debug("减仓缓存中不存在", item)
+			return
+		}
 
 		apiInfo, _ := GetApiInfo(takeOrder.ApiId)
 
@@ -325,7 +337,6 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
 			return
 		}
 		price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
-		num := utility.StrToDecimal(takeOrder.Num).Truncate(int32(tradeSet.AmountDigit))
 
 		params := OrderPlacementService{
 			ApiId:            reduceOrder.ApiId,
@@ -334,7 +345,7 @@ func SpotReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, spotApi SpotRest
 			TimeInForce:      "GTC",
 			Symbol:           reduceOrder.Symbol,
 			Price:            price,
-			Quantity:         num,
+			Quantity:         reduceOrder.Num,
 			NewClientOrderId: reduceOrder.OrderSn,
 		}
 

services/binanceservice/spotreset.go

@@ -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)
 		}
 	}