admin/exchange_go
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This commit is contained in:
hucan
2025-02-08 14:05:57 +08:00
parent c0b8749eef
commit 979ef507fe
30 changed files with 660 additions and 431 deletions
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97
services/binanceservice/futuresrest.go
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@ -2,11 +2,9 @@ package binanceservice
import (
"context"
"errors"
"fmt"
"go-admin/app/admin/models"
DbModels "go-admin/app/admin/models"
"go-admin/app/admin/service/dto"
"go-admin/common/const/rediskey"
"go-admin/common/global"
"go-admin/common/helper"
@ -28,11 +26,17 @@ import (
func ChangeFutureOrder(mapData map[string]interface{}) {
// 检查订单号是否存在
orderSn, ok := mapData["c"]
originOrderSn := mapData["C"] //取消操作 代表原始订单号
if !ok {
logger.Error("合约订单回调失败,没有订单号")
return
}
if originOrderSn != "" {
orderSn = originOrderSn
}
// 获取数据库连接
db := GetDBConnection()
if db == nil {
@ -134,42 +138,47 @@ func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return
}
// 获取交易对配置
triggerHedgeOrder(order, db, preOrder)
}
// 下合约对冲单
func triggerHedgeOrder(order DbModels.LinePreOrder, db *gorm.DB, preOrder *DbModels.LinePreOrder) bool {
symbolName := utility.ReplaceSuffix(order.Symbol, order.QuoteSymbol, "USDT")
// 获取交易对配置
tradeSet, err := GetTradeSet(symbolName, 1)
if tradeSet.Coin == "" || err != nil {
logger.Errorf("止损单成交 获取交易对配置失败 交易对:%s 订单号:%s err:%v", symbolName, order.OrderSn, err)
return
return true
}
// 检查对冲单购买金额
if order.HedgeBuyTotal.Cmp(decimal.Zero) <= 0 {
logger.Errorf("止损单成交 对冲单购买金额为0 订单号:%s", order.OrderSn)
return
return true
}
// 获取系统设置
setting, err := GetSystemSetting(db)
if err != nil {
logger.Errorf("止损单成交 获取系统设置失败 订单号:%s err:%v", order.OrderSn, err)
return
return true
}
// 获取API信息
apiInfo, err := GetChildApiInfo(order.ApiId)
if err != nil {
logger.Errorf("止损单成交 获取api信息失败 订单号:%s err:%v", order.OrderSn, err)
return
return true
}
// 计算价格
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
if order.CoverType == 2 {
if order.CoverType == 1 {
price = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
}
if price.Cmp(decimal.Zero) <= 0 {
logger.Errorf("单价异常 price:%v 止损单编号:%s 行情:%v", price, order.OrderSn, tradeSet)
return
return true
}
// 创建对冲订单
@ -179,17 +188,25 @@ func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 批量插入订单
if err := db.Model(&DbModels.LinePreOrder{}).CreateInBatches(orders, 1).Error; err != nil {
logger.Errorf("主单止损 重下对冲失败，止损单id：%s err:%v", order.OrderSn, err)
return
return true
}
// 调用API下单
if err := placeFutOrder(db, hedgeOrder, price, &apiInfo); err != nil {
logger.Errorf("主单止损 重下对冲失败，止损单号：%s err:%v", order.OrderSn, err)
}
return false
}
// 创建对冲订单
func createHedgeOrders(order DbModels.LinePreOrder, price decimal.Decimal, tradeSet *models2.TradeSet, apiInfo *DbModels.LineApiUser, setting *DbModels.LineSystemSetting) (DbModels.LinePreOrder, DbModels.LinePreOrder, DbModels.LinePreOrder) {
buyPrice := order.HedgeBuyTotal.String()
if order.HedgeBuyType == 1 {
mainTotal := utility.StrToDecimal(order.BuyPrice)
buyPrice = mainTotal.Mul(order.HedgeBuyTotal).Truncate(int32(tradeSet.PriceDigit)).String()
}
hedgeOrder := DbModels.LinePreOrder{
ApiId: apiInfo.Id,
ExchangeType: order.ExchangeType,
@ -199,7 +216,7 @@ func createHedgeOrders(order DbModels.LinePreOrder, price decimal.Decimal, trade
SignPrice: order.Price,
SignPriceType: "new",
Rate: "0",
BuyPrice: order.HedgeBuyTotal.String(),
BuyPrice: buyPrice,
OrderCategory: 2,
OrderSn: utility.Int64ToString(snowflakehelper.GetOrderId()),
OrderType: 0,
@ -302,7 +319,9 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
if i >= 2 { // 最多处理 2 个订单
break
}
price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
num = num.Truncate(int32(tradeSet.AmountDigit))
order.Price = price.String()
if err := db.Model(&order).Update("num", 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)
@ -312,7 +331,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
case 1: // 止盈
processFutTakeProfitOrder(db, futApi, order, num)
case 2: // 止损
processFutStopLossOrder(order)
processFutStopLossOrder(db, order, price, num)
}
}
}
@ -345,6 +364,8 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
if err == nil {
break
}
time.Sleep(time.Millisecond * 250)
}
}
@ -364,29 +385,39 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
// 处理止损订单
// order 止损单
func processFutStopLossOrder(order models.LinePreOrder) error {
price := utility.StrToDecimal(order.Price)
stopLoss := dto.StopLossRedisList{
Id: order.Id,
PId: order.Pid,
ApiId: order.ApiId,
OrderTye: order.OrderType,
OrderCategory: order.OrderCategory,
Price: price,
SymbolType: order.SymbolType,
Symbol: order.Symbol,
Site: order.Site,
func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num decimal.Decimal) error {
params := FutOrderPlace{
ApiId: order.ApiId,
Symbol: order.Symbol,
Side: order.Site,
Price: price,
Quantity: num,
OrderType: "STOP_MARKET",
StopPrice: price,
NewClientOrderId: order.OrderSn,
}
futApi := FutRestApi{}
var err error
for x := 1; x < 4; x++ {
err = futApi.OrderPlace(db, params)
if err == nil {
break
}
time.Sleep(time.Millisecond * 200)
}
stoplossVal, _ := sonic.MarshalString(&stopLoss)
stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
if stoplossVal == "" {
return errors.New("stoplossVal is empty")
}
if err := helper.DefaultRedis.RPushList(stoplossKey, stoplossVal); err != nil {
return err
if err != nil {
if err2 := db.Model(&order).Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil {
logger.Error("合约止损下单失败,更新状态失败:", order.OrderSn, " err:", err2)
}
} else {
if err := db.Model(&order).Where("status =0").
Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
logger.Error("合约止损下单成功,更新状态失败:", order.OrderSn, " err:", err)
}
}
return nil