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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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119
services/binanceservice/spotreset.go
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@ -11,7 +11,9 @@ import (
"go-admin/common/global"
"go-admin/common/helper"
models2 "go-admin/models"
"go-admin/models/positiondto"
"go-admin/pkg/utility"
"go-admin/services/positionservice"
"strconv"
"strings"
"time"
@ -127,7 +129,8 @@ func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus
//主单止损回调
case preOrder.OrderType == 2 && orderStatus == 6:
removeSpotLossAndAddPosition(preOrder)
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.MainId).Update("status", 9).Error; err != nil {
logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
@ -168,6 +171,8 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return
}
orderExt := models.LinePreOrderExt{}
positionData := savePosition(db, preOrder)
orders := make([]models.LinePreOrder, 0)
rate := utility.StringAsFloat(preOrder.Rate)
@ -177,7 +182,10 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 100%减仓 终止流程
if rate >= 100 {
removeSpotLossAndAddPosition(preOrder)
//缓存
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
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")
@ -185,7 +193,10 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return
}
db.Model(&orderExt).Where("order_id =?", preOrder.Pid).Find(&orderExt)
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Truncate(int32(tradeSet.AmountDigit))
price := utility.StrToDecimal(preOrder.Price)
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("获取减仓单止盈止损失败 err:%v", err)
@ -195,26 +206,24 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
spotApi := SpotRestApi{}
for index := range orders {
orders[index].Num = totalNum.Truncate(int32(tradeSet.AmountDigit)).String()
orders[index].Num = totalNum.String()
if orders[index].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)
orders[index].Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100))
orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
processTakeProfitOrder(db, spotApi, orders[index])
} else if orders[index].OrderType == 2 {
processStopLossOrder(orders[index])
}
}
//计算实际亏损
// if parentOrder.Price != "" {
// parentPrice := utility.StrToDecimal(parentOrder.Price)
// reduceNum := utility.StrToDecimal(preOrder.Num)
// lossAmountU := price.Sub(parentPrice).Abs().Mul(reduceNum) //.Truncate(int32(tradeSet.PriceDigit))
// if err := db.Model(&parentOrder).Update("loss_amount", lossAmountU).Error; err != nil {
// logger.Errorf("修改主单实际亏损失败 订单号:%s err:%v", parentOrder.OrderSn, err)
// }
// }
//加仓待触发
addPositionOrder := DbModels.LinePreOrder{}
@ -376,7 +385,8 @@ func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder)
})
}
removeSpotLossAndAddPosition(preOrder)
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
spotApi := SpotRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
@ -387,14 +397,14 @@ func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder)
ApiId: preOrder.ApiId,
}
if err := spotApi.CancelOpenOrders(db, req); err != nil {
logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
logger.Errorf("平仓单成功 取消其它订单失败 订单号：%s:", err)
}
}
}
// 止盈成交
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
removeSpotLossAndAddPosition(preOrder)
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
spotApi := SpotRestApi{}
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
@ -409,6 +419,8 @@ func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
}
removePosition(db, preOrder)
db.Transaction(func(tx *gorm.DB) error {
ids := []int{preOrder.Pid, preOrder.MainId}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6 AND order_type=0", ids).Update("status", 9).Error; err != nil {
@ -428,7 +440,28 @@ func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
// 移除仓位信息
func removePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
positionMangement := positionservice.BinancePositionManagement{}
positionMangement.Orm = db
positionDelReq := positiondto.LinePreOrderPositioinDelReq{
ApiId: preOrder.ApiId,
SymbolType: preOrder.SymbolType,
Symbol: preOrder.Symbol,
ExchangeType: preOrder.ExchangeType,
}
if preOrder.Site == "BUY" {
positionDelReq.Side = "SELL"
} else {
positionDelReq.Side = "BUY"
}
positionMangement.RemovePosition(&positionDelReq)
}
// 清理待加仓、待止损、待减仓缓存
func removeSpotLossAndAddPosition(mainId int, orderSn string) {
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
@ -442,11 +475,11 @@ func removeSpotLossAndAddPosition(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)
}
}
}
@ -454,11 +487,11 @@ func removeSpotLossAndAddPosition(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)
}
}
}
@ -466,11 +499,11 @@ func removeSpotLossAndAddPosition(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)
}
}
}
@ -478,13 +511,31 @@ func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
// 主单成交
func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
//修改持仓信息
positionData := savePosition(db, preOrder)
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)
}
} else {
mainOrders, _ := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site)
if len(mainOrders) > 0 {
for _, mainOrder := range mainOrders {
removeSpotLossAndAddPosition(mainOrder.Id, mainOrder.OrderSn)
}
spotApi := SpotRestApi{}
err := spotApi.CancelOpenOrdersLoop(db, CancelOpenOrdersReq{ApiId: preOrder.ApiId, Symbol: preOrder.Symbol}, 4)
if err != nil {
logger.Errorf("取消未成交订单失败, 交易对:%s 主单号：%s, 错误信息：%v", preOrder.Symbol, preOrder.MainId, err)
}
}
}
processTakeProfitAndStopLossOrders(db, preOrder)
processTakeProfitAndStopLossOrders(db, preOrder, &positionData)
}
// 解析订单状态
@ -551,7 +602,8 @@ func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, r
// 主单成交 处理止盈止损订单
// preOrder 主单
func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder) {
// positionData 持仓缓存信息
func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder, positionData *positiondto.PositionDto) {
orders := []models.LinePreOrder{}
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
@ -581,7 +633,10 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
return
}
price := utility.StrToDecimal(preOrder.Price)
spotApi := SpotRestApi{}
orderExt := models.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", preOrder.Id).First(&orderExt)
for _, order := range orders {
order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String()
@ -601,6 +656,15 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
switch order.OrderType {
case 1: // 止盈
//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))
order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
processTakeProfitOrder(db, spotApi, order)
case 2: // 止损
processStopLossOrder(order)
@ -686,7 +750,8 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
logger.Error("现货止盈下单失败,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("更新现货止盈单触发事件 ordersn:", order.OrderSn)
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).