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1、合仓

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This commit is contained in:
hucan
2025-02-28 18:27:52 +08:00
parent 611d1df89c
commit a1a390aa9c
11 changed files with 578 additions and 197 deletions
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257
services/binanceservice/futuresrest.go
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@ -127,45 +127,51 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
logger.Errorf("handleReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
return
}
rate := utility.StringAsFloat(preOrder.Rate)
price := utility.StrToDecimal(preOrder.Price)
parentOrder, err := GetOrderById(db, preOrder.Pid)
// 100%减仓 终止流程
if rate >= 100 {
//缓存
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
if err != nil {
logger.Errorf("handleReduceFilled 获取主单失败,订单号:%s", preOrder.OrderSn)
return
}
parentPrice := utility.StrToDecimal(parentOrder.Price)
num := utility.StrToDecimal(preOrder.Num)
lossAmount := price.Sub(parentPrice).Abs().Mul(num).Truncate(int32(tradeSet.PriceDigit))
if !strings.HasSuffix(preOrder.Symbol, "USDT") {
tradeSetU, err := GetTradeSet(utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, ""), 1)
if err != nil {
logger.Errorf("handleMainReduceFilled 获取币本位对应U交易对设置失败,订单号:%s", preOrder.OrderSn)
return
ids := []int{preOrder.MainId, preOrder.Pid}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
logger.Info("100%减仓完毕，终结流程")
}
lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(int32(tradeSetU.PriceDigit))
}
if err := db.Model(&parentOrder).Where("loss_amount = ?", 0).Update("loss_amount", lossAmount).Error; err != nil {
logger.Errorf("handleMainReduceFilled 更新亏损金额失败,订单号:%s", preOrder.OrderSn)
return
}
positionData := savePosition(db, preOrder)
orders := make([]models.LinePreOrder, 0)
if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status = 0", preOrder.Id).Find(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 获取待触发订单失败,订单号:%s", preOrder.OrderSn)
return
}
orderExt := models.LinePreOrderExt{}
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Truncate(int32(tradeSet.AmountDigit))
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
futApi := FutRestApi{}
db.Model(&orderExt).Where("order_id =?", preOrder.Pid).First(&orderExt)
for _, v := range orders {
if v.OrderType == 1 {
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(totalNum).Div(price)
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
v.Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100))
if positionData.PositionSide == "LONG" {
v.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
v.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
processFutTakeProfitOrder(db, futApi, v, totalNum)
} else if v.OrderType == 2 {
processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
@ -275,7 +281,8 @@ func getFuturesPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.
// 平仓单成交
func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
removeFutLossAndAddPosition(preOrder)
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
futApi := FutRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
@ -295,7 +302,8 @@ func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 止损单成交
func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
removeFutLossAndAddPosition(preOrder)
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
spotApi := SpotRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
@ -319,7 +327,8 @@ func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 止盈单成交
func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
removeFutLossAndAddPosition(preOrder)
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
futApi := FutRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
@ -338,7 +347,7 @@ func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
// 清除合约缓存
func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
func removeFutLossAndAddPosition(mainId int, orderSn string) {
stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
@ -352,11 +361,11 @@ func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
//止损缓存
for _, v := range stoplossVal {
sonic.Unmarshal([]byte(v), &stoploss)
if stoploss.MainId == preOrder.MainId {
if stoploss.MainId == mainId {
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
if err != nil {
logger.Errorf("订单回调失败, 回调订单号：%s 删除止损缓存失败:%v", preOrder.OrderSn, err)
logger.Errorf("订单回调失败, 回调订单号：%s 删除止损缓存失败:%v", orderSn, err)
}
}
}
@ -364,11 +373,11 @@ func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
//加仓缓存
for _, v := range addPositionVal {
sonic.Unmarshal([]byte(v), &addPosition)
if addPosition.MainId == preOrder.MainId {
if addPosition.MainId == mainId {
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
if err != nil {
logger.Errorf("订单回调失败, 回调订单号：%s 删除加仓缓存失败:%v", preOrder.OrderSn, err)
logger.Errorf("订单回调失败, 回调订单号：%s 删除加仓缓存失败:%v", orderSn, err)
}
}
}
@ -376,87 +385,172 @@ func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
//减仓缓存
for _, v := range reduceVal {
sonic.Unmarshal([]byte(v), &reduce)
if reduce.MainId == preOrder.MainId {
if reduce.MainId == mainId {
_, err := helper.DefaultRedis.LRem(reduceKey, v)
if err != nil {
logger.Errorf("订单回调失败, 回调订单号：%s 删除减仓缓存失败:%v", preOrder.OrderSn, err)
logger.Errorf("订单回调失败, 回调订单号：%s 删除减仓缓存失败:%v", orderSn, err)
}
}
}
}
// 主单成交 处理止盈止损订单
// preOrder 主单
// 处理主单成交，处理止盈、止损、减仓订单
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
orders := []models.LinePreOrder{}
tradeSet, _ := GetTradeSet(preOrder.Symbol, 1)
if tradeSet.Coin == "" {
logger.Error("获取交易对失败")
// 获取交易对配置和API信息
tradeSet, err := GetTradeSet(preOrder.Symbol, 1)
if err != nil || tradeSet.Coin == "" {
logger.Errorf("获取交易对配置失败, 回调订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
return
}
if tradeSet.Coin == "" {
logger.Errorf("获取交易对配置失败, 回调订单号：%s", preOrder.OrderSn)
return
}
if preOrder.OrderCategory == 3 {
if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id = ?", preOrder.MainId).Update("add_position_status", 1).Error; err != nil {
logger.Errorf("更新主单加仓状态失败, 主单号：%s, 错误信息：%v", preOrder.MainId, err)
}
if err := cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType); err != nil {
logger.Errorf("取消止盈止损订单失败 orderSn:%s err:%v", preOrder.OrderSn, err)
}
}
apiInfo, err := GetApiInfo(preOrder.ApiId)
if apiInfo.Id == 0 {
logger.Error("订单回调查询apiuserinfo失败 err:", err)
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) {
logger.Error("订单回调查询止盈止损单失败:", err)
if err != nil || apiInfo.Id == 0 {
logger.Errorf("订单回调查询apiuserinfo失败, 订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
return
}
futApi := FutRestApi{}
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
num = num.Truncate(int32(tradeSet.AmountDigit))
// 处理主单加仓
if preOrder.OrderCategory == 3 {
if err := handleMainOrderAddPosition(db, preOrder); err != nil {
logger.Errorf("处理主单加仓失败, 主单号：%s, 错误信息: %v", preOrder.MainId, err)
return
}
} else {
// 处理其他主单逻辑
if err := cancelPositionOtherOrders(apiInfo, db, preOrder); err != nil {
logger.Errorf("取消主单相关订单失败, 订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
return
}
}
// 获取止盈止损订单
orders, err := getStopOrders(db, preOrder)
if err != nil {
logger.Errorf("查询止盈止损订单失败, 订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
return
}
// 获取和保存持仓数据
positionData := savePosition(db, preOrder)
orderExt := models.LinePreOrderExt{}
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet).Truncate(int32(tradeSet.AmountDigit))
// 更新订单数量并处理止盈、止损、减仓
for _, order := range orders {
price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
order.Price = price.String()
if order.OrderType == 4 {
ext := DbModels.LinePreOrderExt{}
db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext)
// 更新止盈止损订单数量
num = updateOrderQuantity(db, order, preOrder, num, tradeSet)
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
order.Num = num.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)
}
logger.Errorf("止盈止损 下单数量:%v", num)
// 根据订单类型处理
switch order.OrderType {
case 1: // 止盈
processFutTakeProfitOrder(db, futApi, order, num)
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(num).Div(price)
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
order.Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100))
if positionData.PositionSide == "LONG" {
order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
order.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
processFutTakeProfitOrder(db, FutRestApi{}, order, num)
case 2: // 止损
processFutStopLossOrder(db, order, price, num)
case 4: //减仓
case 4: // 减仓
processFutReduceOrder(order, price, num)
}
}
}
// 处理主单加仓
func handleMainOrderAddPosition(db *gorm.DB, preOrder *models.LinePreOrder) error {
// 更新加仓状态
if err := db.Model(&DbModels.LinePreOrderStatus{}).
Where("order_id = ?", preOrder.MainId).
Update("add_position_status", 1).Error; err != nil {
return err
}
// 取消止盈止损订单
return cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType)
}
// 取消主单相关订单
func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, preOrder *models.LinePreOrder) error {
mainOrders, err := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site)
if err != nil {
return err
}
mainIds := []int{}
for _, mainOrder := range mainOrders {
removeFutLossAndAddPosition(mainOrder.Id, mainOrder.OrderSn)
mainIds = append(mainIds, mainOrder.Id)
}
if len(mainIds) > 0 {
orderSns, err := getOpenOrderSns(db, mainIds)
if err != nil {
return err
}
// 批量取消订单
orderArray := utility.SplitSlice(orderSns, 10)
futApi := FutRestApi{}
for _, item := range orderArray {
err := futApi.CancelBatchFutOrder(apiUserInfo, preOrder.Symbol, item)
if err != nil {
logger.Errorf("批量取消订单失败 orderSns:%v", item)
}
}
}
return nil
}
// 获取止盈止损订单
func getStopOrders(db *gorm.DB, preOrder *models.LinePreOrder) ([]models.LinePreOrder, error) {
var orders []models.LinePreOrder
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) {
return nil, err
}
return orders, nil
}
// 更新订单数量
func updateOrderQuantity(db *gorm.DB, order models.LinePreOrder, preOrder *models.LinePreOrder, num decimal.Decimal, tradeSet models2.TradeSet) decimal.Decimal {
// 处理减仓比例
if order.OrderType == 4 {
ext := DbModels.LinePreOrderExt{}
if err := db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext).Error; err != nil {
logger.Errorf("查询减仓比例失败, 订单号:%s, 错误信息: %v", order.OrderSn, err)
}
// 计算减仓数量
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
order.Num = num.String()
}
}
// 更新订单数量
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)
}
return num
}
// 减仓单
func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) {
key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
@ -510,7 +604,8 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
}
} else {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id).Updates(map[string]interface{}{"trigger_time": time.Now()}).Error; err != nil {
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id).
Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate}).Error; err != nil {
logger.Error("更新合约止盈单触发事件 ordersn:", order.OrderSn)
}