1、合仓
This commit is contained in:
@ -7,6 +7,7 @@ import (
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"go-admin/common/global"
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"go-admin/common/global"
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"go-admin/common/helper"
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"go-admin/common/helper"
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models2 "go-admin/models"
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models2 "go-admin/models"
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"go-admin/models/positiondto"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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"go-admin/pkg/utility/snowflakehelper"
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"go-admin/services/binanceservice"
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"go-admin/services/binanceservice"
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@ -225,11 +226,7 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
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var data models.LinePreOrder
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var data models.LinePreOrder
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var list []models.LinePreOrder
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var list []models.LinePreOrder
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e.Orm.Model(&models.LinePreOrder{}).Where("id in ?", d.GetId()).Find(&list)
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e.Orm.Model(&models.LinePreOrder{}).Where("id in ?", d.GetId()).Find(&list)
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//for _, order := range list {
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//if order.Status != "0" {
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// return errors.New(fmt.Sprintf("订单id %d 已被触发 无法被删除", order.Id))
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//}
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//}
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db := e.Orm.Model(&data).
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db := e.Orm.Model(&data).
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Scopes(
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Scopes(
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actions.Permission(data.TableName(), p),
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actions.Permission(data.TableName(), p),
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@ -245,6 +242,8 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
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return errors.New("无权删除该数据")
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return errors.New("无权删除该数据")
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}
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}
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positions := map[string]positiondto.LinePreOrderPositioinDelReq{}
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//删除的缓存
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//删除的缓存
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for _, order := range list {
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for _, order := range list {
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redisList := dto.PreOrderRedisList{
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redisList := dto.PreOrderRedisList{
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@ -272,6 +271,19 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
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helper.DefaultRedis.LRem(listKey, string(marshal))
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helper.DefaultRedis.LRem(listKey, string(marshal))
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}
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}
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//会影响持仓的
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removeSymbolKey := fmt.Sprintf("%v_%s_%s_%s_%v", order.ApiId, order.ExchangeType, order.Symbol, order.Site, order.SymbolType)
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if _, ok := positions[removeSymbolKey]; !ok {
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positions[removeSymbolKey] = positiondto.LinePreOrderPositioinDelReq{
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ApiId: order.ApiId,
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Symbol: order.Symbol,
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ExchangeType: order.ExchangeType,
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Side: order.Site,
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SymbolType: order.SymbolType,
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}
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}
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binanceservice.MainClosePositionClearCache(order.Id, order.SymbolType)
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binanceservice.MainClosePositionClearCache(order.Id, order.SymbolType)
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ints = append(ints, order.Id)
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ints = append(ints, order.Id)
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@ -280,6 +292,27 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
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if len(ints) > 0 {
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if len(ints) > 0 {
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e.Orm.Model(&models.LinePreOrder{}).Where("main_id >0 AND main_id in ?", ints).Unscoped().Delete(&models.LinePreOrder{})
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e.Orm.Model(&models.LinePreOrder{}).Where("main_id >0 AND main_id in ?", ints).Unscoped().Delete(&models.LinePreOrder{})
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}
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}
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//清理仓位缓存
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for _, v := range positions {
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var count int64
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e.Orm.Model(&models.LinePreOrder{}).
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Where("api_id =? AND site=? AND symbol=? AND symbol_type =? AND exchange_type =? AND status =6",
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v.ApiId, v.Side, v.Symbol, v.SymbolType, v.ExchangeType).Count(&count)
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//没有已开仓的订单 直接清理仓位
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if count == 0 {
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var key string
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if v.SymbolType == 1 {
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key = fmt.Sprintf(rediskey.SpotPosition, v.ExchangeType, v.ApiId, v.Symbol, v.Side)
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} else {
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key = fmt.Sprintf(rediskey.FuturePosition, v.ExchangeType, v.ApiId, v.Symbol, v.Side)
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}
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helper.DefaultRedis.DeleteString(key)
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}
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}
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return nil
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return nil
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}
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}
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@ -323,11 +356,11 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, p *actions.DataP
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//获取交易对
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//获取交易对
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tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, key)
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tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, key)
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orderCount := e.CheckRepeatOrder(req.SymbolType, id, req.Site, tradeSet.Coin)
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// orderCount := e.CheckRepeatOrder(req.SymbolType, id, req.Site, tradeSet.Coin)
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if orderCount > 0 {
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// if orderCount > 0 {
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*errs = append(*errs, fmt.Errorf("api_id:%s 获取交易对:%s 该交易对已存在,请勿重复下单", id, req.Symbol))
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// *errs = append(*errs, fmt.Errorf("api_id:%s 获取交易对:%s 该交易对已存在,请勿重复下单", id, req.Symbol))
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continue
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// continue
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}
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// }
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tickerPrice := utility.StrToDecimal(tradeSet.LastPrice)
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tickerPrice := utility.StrToDecimal(tradeSet.LastPrice)
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if tickerPrice.Equal(decimal.Zero) { //redis 没有这个值
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if tickerPrice.Equal(decimal.Zero) { //redis 没有这个值
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*errs = append(*errs, fmt.Errorf("api_id:%s 获取交易对:%s 交易行情出错", id, req.Symbol))
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*errs = append(*errs, fmt.Errorf("api_id:%s 获取交易对:%s 交易行情出错", id, req.Symbol))
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@ -1,5 +1,6 @@
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package rediskey
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package rediskey
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// 量化
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const (
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const (
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IPPositionCache = "_IPPositionCache" // IP 归属地缓存
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IPPositionCache = "_IPPositionCache" // IP 归属地缓存
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AppLoginUserToken = "_AppLoginUserToken_%d" // App登录用户的Token {uid}
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AppLoginUserToken = "_AppLoginUserToken_%d" // App登录用户的Token {uid}
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@ -52,10 +53,18 @@ const (
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SpotAddPositionList = "spot_add_position_list:%s" //现货加仓待触发 {交易所code}
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SpotAddPositionList = "spot_add_position_list:%s" //现货加仓待触发 {交易所code}
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FuturesAddPositionList = "futures_add_position_list:%s" //合约加仓待触发 {交易所code}
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FuturesAddPositionList = "futures_add_position_list:%s" //合约加仓待触发 {交易所code}
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//现货持仓 {exchangeType,apiuserid,symbol,side}
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SpotPosition = "spot_position:%s:%v:%s_%s"
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//合约持仓 {exchangeType,apiuserid,symbol,side}
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FuturePosition = "future_position:%s:%v:%s_%s"
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//需要清理键值---------END-----------------
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//需要清理键值---------END-----------------
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JobReOrderTrigger = "job_re_order_trigger" //定时取消限价并下市价锁
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//定时取消限价并下市价锁
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JobReOrderTrigger = "job_re_order_trigger"
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//现货持仓修改锁{apiId,symbol,side}
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SpotPositionLock = "spot_position_lock:%v:%s:%s"
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//合约持仓修改锁{apiId,symbol,side}
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FuturePositionLock = "future_position_lock:%v:%s:%s"
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ListenAveLastSymbol = "listen_ave_last_symbol" // 监听最新交易对
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ListenAveLastSymbol = "listen_ave_last_symbol" // 监听最新交易对
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AveRequestToken = "ave_request_token" // AVE请求token
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AveRequestToken = "ave_request_token" // AVE请求token
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33
models/positiondto/cache.go
Normal file
33
models/positiondto/cache.go
Normal file
@ -0,0 +1,33 @@
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package positiondto
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import "github.com/shopspring/decimal"
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//持仓信息
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type PositionDto struct {
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SymbolType int `json:"symbolType"` //交易对类型 1-现货 2-合约
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Side string `json:"side"` //买卖方向 BUY SELL
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PositionSide string `json:"positionSide"` //持仓方向 LONG SHORT
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Quantity decimal.Decimal `json:"quantity"` //总数量
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TotalLoss decimal.Decimal `json:"totalLoss"` //总亏损
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Symbol string `json:"symbol"` //交易对
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ApiId int `json:"apiId"` //apiid
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LastPrice decimal.Decimal `json:"lastPrice"` //上一次成交价
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}
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type PositionAddReq struct {
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SymbolType int `json:"symbolType"` //交易对类型 1-现货 2-合约
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Side string `json:"side"` //方向
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Quantity decimal.Decimal `json:"quantity"` //总数量
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Symbol string `json:"symbol"` //交易对
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ApiId int `json:"apiId"` //apiid
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Price decimal.Decimal `json:"price"` //本次成交价
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PositionSide string `json:"positionSide"` //持仓方向
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}
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type LinePreOrderPositioinDelReq struct {
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SymbolType int `json:"symbolType"` //交易对类型 1-现货 2-合约
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Side string `json:"side"` //方向
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Symbol string `json:"symbol"` //交易对
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ApiId int `json:"apiId"` //apiid
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ExchangeType string `json:"exchangeType"` //交易所类型
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}
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@ -230,10 +230,8 @@ func (e SpotRestApi) OrderPlace(orm *gorm.DB, params OrderPlacementService) erro
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paramsMaps["stopPrice"] = params.StopPrice.String()
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paramsMaps["stopPrice"] = params.StopPrice.String()
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}
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}
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}
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}
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var apiUserInfo DbModels.LineApiUser
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apiUserInfo, err := GetApiInfo(params.ApiId)
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if apiUserInfo.Id == 0 {
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err := orm.Model(&DbModels.LineApiUser{}).Where("id = ?", params.ApiId).Find(&apiUserInfo).Error
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if err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
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log.Errorf("api用户出错 err: %+v", err)
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log.Errorf("api用户出错 err: %+v", err)
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return err
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return err
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}
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}
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@ -273,6 +271,24 @@ func (e SpotRestApi) OrderPlace(orm *gorm.DB, params OrderPlacementService) erro
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return nil
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return nil
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}
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}
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// 循环取消
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func (e SpotRestApi) CancelOpenOrdersLoop(orm *gorm.DB, req CancelOpenOrdersReq, retryCount int) error {
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err := e.CancelOpenOrders(orm, req)
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if err != nil {
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for x := 1; x < retryCount; x++ {
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err = e.CancelOpenOrders(orm, req)
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if err == nil {
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break
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}
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time.Sleep(time.Duration(x) * 200 * time.Millisecond)
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}
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}
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return err
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}
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// CancelOpenOrders 撤销单一交易对下所有挂单 包括了来自订单列表的挂单
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// CancelOpenOrders 撤销单一交易对下所有挂单 包括了来自订单列表的挂单
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func (e SpotRestApi) CancelOpenOrders(orm *gorm.DB, req CancelOpenOrdersReq) error {
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func (e SpotRestApi) CancelOpenOrders(orm *gorm.DB, req CancelOpenOrdersReq) error {
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if orm == nil {
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if orm == nil {
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@ -285,19 +301,12 @@ func (e SpotRestApi) CancelOpenOrders(orm *gorm.DB, req CancelOpenOrdersReq) err
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params := map[string]string{
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params := map[string]string{
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"symbol": req.Symbol,
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"symbol": req.Symbol,
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}
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}
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var apiUserInfo DbModels.LineApiUser
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apiUserInfo, err := GetApiInfo(req.ApiId)
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err = orm.Model(&DbModels.LineApiUser{}).Where("id = ?", req.ApiId).Find(&apiUserInfo).Error
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if apiUserInfo.Id == 0 {
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if err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
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return fmt.Errorf("api_id:%d 交易对:%s api用户出错:%+v", apiUserInfo.Id, req.Symbol, err)
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return fmt.Errorf("api_id:%d 交易对:%s api用户出错:%+v", apiUserInfo.Id, req.Symbol, err)
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}
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}
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var client *helper.BinanceClient
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client := GetClient(&apiUserInfo)
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if apiUserInfo.UserPass == "" {
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client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
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} else {
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client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
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}
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_, _, err = client.SendSpotAuth("/api/v3/openOrders", "DELETE", params)
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_, _, err = client.SendSpotAuth("/api/v3/openOrders", "DELETE", params)
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if err != nil {
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if err != nil {
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dataMap := make(map[string]interface{})
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dataMap := make(map[string]interface{})
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@ -327,13 +336,7 @@ func (e SpotRestApi) CancelOpenOrderByOrderSn(apiUserInfo DbModels.LineApiUser,
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"origClientOrderId": newClientOrderId,
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"origClientOrderId": newClientOrderId,
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"recvWindow": "10000",
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"recvWindow": "10000",
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}
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}
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var client *helper.BinanceClient
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client := GetClient(&apiUserInfo)
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if apiUserInfo.UserPass == "" {
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client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
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} else {
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client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
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}
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_, code, err := client.SendSpotAuth("/api/v3/order", "DELETE", params)
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_, code, err := client.SendSpotAuth("/api/v3/order", "DELETE", params)
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if err != nil || code != 200 {
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if err != nil || code != 200 {
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log.Error("取消现货委托失败 参数:", params)
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log.Error("取消现货委托失败 参数:", params)
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@ -9,7 +9,9 @@ import (
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"go-admin/common/global"
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"go-admin/common/global"
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"go-admin/common/helper"
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"go-admin/common/helper"
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"go-admin/models"
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"go-admin/models"
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"go-admin/models/positiondto"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility"
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"go-admin/services/positionservice"
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"strings"
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"strings"
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"time"
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"time"
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@ -410,3 +412,64 @@ func cancelSymbolTakeAndStop(db *gorm.DB, mainId int, symbolType int) error {
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return nil
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return nil
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}
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}
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// 保存仓位信息
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func savePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) positiondto.PositionDto {
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positionManage := positionservice.BinancePositionManagement{}
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positionManage.Orm = db
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positionReq := positiondto.PositionAddReq{
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ApiId: preOrder.ApiId,
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SymbolType: preOrder.SymbolType,
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Symbol: preOrder.Symbol,
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Price: utility.StrToDecimal(preOrder.Price),
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Side: preOrder.Site,
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Quantity: utility.StrToDecimal(preOrder.Num),
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}
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switch {
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case preOrder.OrderType == 0 && preOrder.Site == "BUY",
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preOrder.OrderType != 0 && preOrder.Site == "SELL":
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positionReq.PositionSide = "LONG"
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case preOrder.OrderType == 0 && preOrder.Site == "SELL",
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preOrder.OrderType != 0 && preOrder.Site == "BUY":
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positionReq.PositionSide = "SHORT"
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}
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//减仓单 数量为负
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if preOrder.OrderType == 4 {
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positionReq.Quantity = positionReq.Quantity.Mul(decimal.NewFromInt(-1))
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}
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positionData, err := positionManage.SavePosition(&positionReq, global.EXCHANGE_BINANCE)
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if err != nil {
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logger.Error("保存持仓信息失败, 主单号:%s, 错误信息:%v", preOrder.OrderSn, err)
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}
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return positionData
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}
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// 获取已开仓的主单id
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func getOpenPositionMainOrderId(db *gorm.DB, newId, apiId, symbolType int, exchangeType, symbol, side string) ([]DbModels.LinePreOrder, error) {
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mainOrders := make([]DbModels.LinePreOrder, 0)
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|
|
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if err := db.Model(&DbModels.LinePreOrder{}).
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Where("api_id =? AND status>4 AND status<7 AND symbol=? AND symbol_type =? AND side= ? AND exchange_type=? AND id!=?",
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apiId, symbol, symbolType, side, exchangeType, newId).
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||||||
|
Select("id", "order_sn").Find(&mainOrders).Error; err != nil {
|
||||||
|
return nil, err
|
||||||
|
}
|
||||||
|
|
||||||
|
return mainOrders, nil
|
||||||
|
}
|
||||||
|
|
||||||
|
// 获取需要取消的订单号
|
||||||
|
func getOpenOrderSns(db *gorm.DB, mainIds []int) ([]string, error) {
|
||||||
|
result := []string{}
|
||||||
|
|
||||||
|
//委托中的订单
|
||||||
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id IN ? AND status=5", mainIds).Select("order_sn").Find(&result).Error; err != nil {
|
||||||
|
return nil, err
|
||||||
|
}
|
||||||
|
|
||||||
|
return result, nil
|
||||||
|
}
|
||||||
|
|||||||
@ -467,8 +467,7 @@ func (e FutRestApi) OrderPlace(orm *gorm.DB, params FutOrderPlace) error {
|
|||||||
if err2 != nil {
|
if err2 != nil {
|
||||||
return err2
|
return err2
|
||||||
}
|
}
|
||||||
var paramsMaps map[string]string
|
paramsMaps := map[string]string{
|
||||||
paramsMaps = map[string]string{
|
|
||||||
"symbol": params.Symbol,
|
"symbol": params.Symbol,
|
||||||
"side": params.Side,
|
"side": params.Side,
|
||||||
"quantity": params.Quantity.String(),
|
"quantity": params.Quantity.String(),
|
||||||
@ -519,18 +518,11 @@ func (e FutRestApi) OrderPlace(orm *gorm.DB, params FutOrderPlace) error {
|
|||||||
paramsMaps["positionSide"] = "LONG"
|
paramsMaps["positionSide"] = "LONG"
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
var apiUserInfo DbModels.LineApiUser
|
apiUserInfo, err := GetApiInfo(params.ApiId)
|
||||||
err := orm.Model(&DbModels.LineApiUser{}).Where("id = ?", params.ApiId).Find(&apiUserInfo).Error
|
|
||||||
if err != nil {
|
if err != nil {
|
||||||
return err
|
return err
|
||||||
}
|
}
|
||||||
var client *helper.BinanceClient
|
client := GetClient(&apiUserInfo)
|
||||||
|
|
||||||
if apiUserInfo.UserPass == "" {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
|
|
||||||
} else {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
|
|
||||||
}
|
|
||||||
_, statusCode, err := client.SendFuturesRequestAuth("/fapi/v1/order", "POST", paramsMaps)
|
_, statusCode, err := client.SendFuturesRequestAuth("/fapi/v1/order", "POST", paramsMaps)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
var dataMap map[string]interface{}
|
var dataMap map[string]interface{}
|
||||||
@ -662,12 +654,7 @@ func getSymbolHolde(e FutRestApi, apiInfo *DbModels.LineApiUser, symbol string,
|
|||||||
}
|
}
|
||||||
|
|
||||||
func (e FutRestApi) GetPositionV3(apiUserInfo *DbModels.LineApiUser, symbol string) ([]PositionRisk, error) {
|
func (e FutRestApi) GetPositionV3(apiUserInfo *DbModels.LineApiUser, symbol string) ([]PositionRisk, error) {
|
||||||
var client *helper.BinanceClient
|
client := GetClient(apiUserInfo)
|
||||||
if apiUserInfo.UserPass == "" {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
|
|
||||||
} else {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
|
|
||||||
}
|
|
||||||
params := map[string]string{
|
params := map[string]string{
|
||||||
"symbol": symbol,
|
"symbol": symbol,
|
||||||
"recvWindow": "5000",
|
"recvWindow": "5000",
|
||||||
@ -736,12 +723,7 @@ func (e FutRestApi) ClosePosition(symbol string, orderSn string, quantity decima
|
|||||||
params["timeInForce"] = "GTC"
|
params["timeInForce"] = "GTC"
|
||||||
}
|
}
|
||||||
|
|
||||||
var client *helper.BinanceClient
|
client := GetClient(&apiUserInfo)
|
||||||
if apiUserInfo.UserPass == "" {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
|
|
||||||
} else {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
|
|
||||||
}
|
|
||||||
|
|
||||||
resp, _, err := client.SendFuturesRequestAuth(endpoint, "POST", params)
|
resp, _, err := client.SendFuturesRequestAuth(endpoint, "POST", params)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
@ -781,12 +763,7 @@ func (e FutRestApi) CancelFutOrder(apiUserInfo DbModels.LineApiUser, symbol stri
|
|||||||
"symbol": symbol, //交易对
|
"symbol": symbol, //交易对
|
||||||
"origClientOrderId": newClientOrderId, //用户自定义订单号
|
"origClientOrderId": newClientOrderId, //用户自定义订单号
|
||||||
}
|
}
|
||||||
var client *helper.BinanceClient
|
client := GetClient(&apiUserInfo)
|
||||||
if apiUserInfo.UserPass == "" {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
|
|
||||||
} else {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
|
|
||||||
}
|
|
||||||
_, _, err := client.SendFuturesRequestAuth(endpoint, "DELETE", params)
|
_, _, err := client.SendFuturesRequestAuth(endpoint, "DELETE", params)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
var dataMap map[string]interface{}
|
var dataMap map[string]interface{}
|
||||||
@ -815,12 +792,7 @@ func (e FutRestApi) CancelAllFutOrder(apiUserInfo DbModels.LineApiUser, symbol s
|
|||||||
"symbol": symbol, //交易对
|
"symbol": symbol, //交易对
|
||||||
"recvWindow": "5000",
|
"recvWindow": "5000",
|
||||||
}
|
}
|
||||||
var client *helper.BinanceClient
|
client := GetClient(&apiUserInfo)
|
||||||
if apiUserInfo.UserPass == "" {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
|
|
||||||
} else {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
|
|
||||||
}
|
|
||||||
_, _, err := client.SendFuturesRequestAuth(endpoint, "DELETE", params)
|
_, _, err := client.SendFuturesRequestAuth(endpoint, "DELETE", params)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
var dataMap map[string]interface{}
|
var dataMap map[string]interface{}
|
||||||
@ -854,12 +826,7 @@ func (e FutRestApi) CancelBatchFutOrder(apiUserInfo DbModels.LineApiUser, symbol
|
|||||||
"symbol": symbol, //交易对
|
"symbol": symbol, //交易对
|
||||||
"origClientOrderIdList": string(marshal),
|
"origClientOrderIdList": string(marshal),
|
||||||
}
|
}
|
||||||
var client *helper.BinanceClient
|
client := GetClient(&apiUserInfo)
|
||||||
if apiUserInfo.UserPass == "" {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "", apiUserInfo.IpAddress)
|
|
||||||
} else {
|
|
||||||
client, _ = helper.NewBinanceClient(apiUserInfo.ApiKey, apiUserInfo.ApiSecret, "socks5", apiUserInfo.UserPass+"@"+apiUserInfo.IpAddress)
|
|
||||||
}
|
|
||||||
_, code, err := client.SendFuturesRequestAuth(endpoint, "DELETE", params)
|
_, code, err := client.SendFuturesRequestAuth(endpoint, "DELETE", params)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
log.Error("取消合约委托失败 参数:", params)
|
log.Error("取消合约委托失败 参数:", params)
|
||||||
@ -893,8 +860,8 @@ func (e FutRestApi) CalcSymbolExchangeAmt(symbol string, quoteSymbol string, tot
|
|||||||
tickerSymbol := helper.DefaultRedis.Get(rediskey.FutSymbolTicker).Val()
|
tickerSymbol := helper.DefaultRedis.Get(rediskey.FutSymbolTicker).Val()
|
||||||
tickerSymbolMaps := make([]dto.Ticker, 0)
|
tickerSymbolMaps := make([]dto.Ticker, 0)
|
||||||
sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps)
|
sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps)
|
||||||
var targetSymbol string
|
|
||||||
targetSymbol = strings.Replace(symbol, quoteSymbol, "USDT", 1) //ETHBTC -》 ETHUSDT
|
targetSymbol := strings.Replace(symbol, quoteSymbol, "USDT", 1) //ETHBTC -》 ETHUSDT
|
||||||
key := fmt.Sprintf("%s:%s", global.TICKER_FUTURES, targetSymbol)
|
key := fmt.Sprintf("%s:%s", global.TICKER_FUTURES, targetSymbol)
|
||||||
tradeSet, _ := helper.GetObjString[models.TradeSet](helper.DefaultRedis, key)
|
tradeSet, _ := helper.GetObjString[models.TradeSet](helper.DefaultRedis, key)
|
||||||
var targetPrice decimal.Decimal
|
var targetPrice decimal.Decimal
|
||||||
@ -908,11 +875,6 @@ func (e FutRestApi) CalcSymbolExchangeAmt(symbol string, quoteSymbol string, tot
|
|||||||
return quantity
|
return quantity
|
||||||
}
|
}
|
||||||
|
|
||||||
// 加仓主账号
|
|
||||||
func (e FutRestApi) CoverAccountA(apiUserInfo DbModels.LineApiUser, symbol string) {
|
|
||||||
|
|
||||||
}
|
|
||||||
|
|
||||||
// GetFutSymbolLastPrice 获取现货交易对最新价格
|
// GetFutSymbolLastPrice 获取现货交易对最新价格
|
||||||
func (e FutRestApi) GetFutSymbolLastPrice(targetSymbol string) (lastPrice decimal.Decimal) {
|
func (e FutRestApi) GetFutSymbolLastPrice(targetSymbol string) (lastPrice decimal.Decimal) {
|
||||||
key := fmt.Sprintf(global.TICKER_FUTURES, global.EXCHANGE_BINANCE, targetSymbol)
|
key := fmt.Sprintf(global.TICKER_FUTURES, global.EXCHANGE_BINANCE, targetSymbol)
|
||||||
@ -979,7 +941,7 @@ func (e FutRestApi) GetOrderByOrderSn(symbol, orderSn string, apiUserInfo DbMode
|
|||||||
}
|
}
|
||||||
|
|
||||||
/*
|
/*
|
||||||
查询现货委托
|
查询合约委托
|
||||||
*/
|
*/
|
||||||
// 根据订单号获取订单信息,如果获取失败,则进行重试
|
// 根据订单号获取订单信息,如果获取失败,则进行重试
|
||||||
func (e FutRestApi) GetOrderByOrderSnLoop(symbol, ordersn string, apiUserInfo DbModels.LineApiUser, retryCount int) (order binancedto.BinanceFutureOrder, err error) {
|
func (e FutRestApi) GetOrderByOrderSnLoop(symbol, ordersn string, apiUserInfo DbModels.LineApiUser, retryCount int) (order binancedto.BinanceFutureOrder, err error) {
|
||||||
|
|||||||
@ -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)
|
logger.Errorf("handleReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
|
||||||
return
|
return
|
||||||
}
|
}
|
||||||
|
rate := utility.StringAsFloat(preOrder.Rate)
|
||||||
|
|
||||||
price := utility.StrToDecimal(preOrder.Price)
|
// 100%减仓 终止流程
|
||||||
parentOrder, err := GetOrderById(db, preOrder.Pid)
|
if rate >= 100 {
|
||||||
|
//缓存
|
||||||
|
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
|
||||||
|
removePosition(db, preOrder)
|
||||||
|
|
||||||
if err != nil {
|
ids := []int{preOrder.MainId, preOrder.Pid}
|
||||||
logger.Errorf("handleReduceFilled 获取主单失败,订单号:%s", preOrder.OrderSn)
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
|
||||||
return
|
logger.Info("100%减仓完毕,终结流程")
|
||||||
}
|
|
||||||
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
|
|
||||||
}
|
}
|
||||||
|
|
||||||
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
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
|
positionData := savePosition(db, preOrder)
|
||||||
orders := make([]models.LinePreOrder, 0)
|
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 {
|
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)
|
logger.Errorf("handleMainReduceFilled 获取待触发订单失败,订单号:%s", preOrder.OrderSn)
|
||||||
return
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
|
orderExt := models.LinePreOrderExt{}
|
||||||
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
|
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
|
||||||
totalNum = totalNum.Truncate(int32(tradeSet.AmountDigit))
|
totalNum = totalNum.Truncate(int32(tradeSet.AmountDigit))
|
||||||
|
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
|
||||||
futApi := FutRestApi{}
|
futApi := FutRestApi{}
|
||||||
|
db.Model(&orderExt).Where("order_id =?", preOrder.Pid).First(&orderExt)
|
||||||
|
|
||||||
for _, v := range orders {
|
for _, v := range orders {
|
||||||
if v.OrderType == 1 {
|
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)
|
processFutTakeProfitOrder(db, futApi, v, totalNum)
|
||||||
} else if v.OrderType == 2 {
|
} else if v.OrderType == 2 {
|
||||||
processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
|
processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
|
||||||
@ -275,7 +281,8 @@ func getFuturesPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.
|
|||||||
|
|
||||||
// 平仓单成交
|
// 平仓单成交
|
||||||
func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||||
removeFutLossAndAddPosition(preOrder)
|
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
|
||||||
|
removePosition(db, preOrder)
|
||||||
|
|
||||||
futApi := FutRestApi{}
|
futApi := FutRestApi{}
|
||||||
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
||||||
@ -295,7 +302,8 @@ func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|||||||
|
|
||||||
// 止损单成交
|
// 止损单成交
|
||||||
func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||||
removeFutLossAndAddPosition(preOrder)
|
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
|
||||||
|
removePosition(db, preOrder)
|
||||||
|
|
||||||
spotApi := SpotRestApi{}
|
spotApi := SpotRestApi{}
|
||||||
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
||||||
@ -319,7 +327,8 @@ func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|||||||
|
|
||||||
// 止盈单成交
|
// 止盈单成交
|
||||||
func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||||
removeFutLossAndAddPosition(preOrder)
|
removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
|
||||||
|
removePosition(db, preOrder)
|
||||||
|
|
||||||
futApi := FutRestApi{}
|
futApi := FutRestApi{}
|
||||||
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
||||||
@ -338,7 +347,7 @@ func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|||||||
}
|
}
|
||||||
|
|
||||||
// 清除合约缓存
|
// 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)
|
stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
|
||||||
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
|
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
|
||||||
addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
|
addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
|
||||||
@ -352,11 +361,11 @@ func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
|
|||||||
//止损缓存
|
//止损缓存
|
||||||
for _, v := range stoplossVal {
|
for _, v := range stoplossVal {
|
||||||
sonic.Unmarshal([]byte(v), &stoploss)
|
sonic.Unmarshal([]byte(v), &stoploss)
|
||||||
if stoploss.MainId == preOrder.MainId {
|
if stoploss.MainId == mainId {
|
||||||
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
|
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
|
||||||
|
|
||||||
if err != nil {
|
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
|
//加仓缓存
|
||||||
for _, v := range addPositionVal {
|
for _, v := range addPositionVal {
|
||||||
sonic.Unmarshal([]byte(v), &addPosition)
|
sonic.Unmarshal([]byte(v), &addPosition)
|
||||||
if addPosition.MainId == preOrder.MainId {
|
if addPosition.MainId == mainId {
|
||||||
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
|
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
|
||||||
|
|
||||||
if err != nil {
|
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
|
//减仓缓存
|
||||||
for _, v := range reduceVal {
|
for _, v := range reduceVal {
|
||||||
sonic.Unmarshal([]byte(v), &reduce)
|
sonic.Unmarshal([]byte(v), &reduce)
|
||||||
if reduce.MainId == preOrder.MainId {
|
if reduce.MainId == mainId {
|
||||||
_, err := helper.DefaultRedis.LRem(reduceKey, v)
|
_, err := helper.DefaultRedis.LRem(reduceKey, v)
|
||||||
|
|
||||||
if err != nil {
|
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
|
// 处理主单成交,处理止盈、止损、减仓订单
|
||||||
// preOrder 主单
|
|
||||||
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
|
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
|
||||||
orders := []models.LinePreOrder{}
|
// 获取交易对配置和API信息
|
||||||
tradeSet, _ := GetTradeSet(preOrder.Symbol, 1)
|
tradeSet, err := GetTradeSet(preOrder.Symbol, 1)
|
||||||
|
if err != nil || tradeSet.Coin == "" {
|
||||||
if 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)
|
||||||
logger.Error("获取交易对失败")
|
|
||||||
return
|
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)
|
apiInfo, err := GetApiInfo(preOrder.ApiId)
|
||||||
if apiInfo.Id == 0 {
|
if err != nil || apiInfo.Id == 0 {
|
||||||
logger.Error("订单回调查询apiuserinfo失败 err:", err)
|
logger.Errorf("订单回调查询apiuserinfo失败, 订单号:%s, 错误信息: %v", preOrder.OrderSn, 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)
|
|
||||||
return
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
futApi := FutRestApi{}
|
// 处理主单加仓
|
||||||
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
|
if preOrder.OrderCategory == 3 {
|
||||||
num = num.Truncate(int32(tradeSet.AmountDigit))
|
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 {
|
for _, order := range orders {
|
||||||
price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
|
price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
|
||||||
order.Price = price.String()
|
order.Price = price.String()
|
||||||
|
|
||||||
if order.OrderType == 4 {
|
// 更新止盈止损订单数量
|
||||||
ext := DbModels.LinePreOrderExt{}
|
num = updateOrderQuantity(db, order, preOrder, num, tradeSet)
|
||||||
db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext)
|
|
||||||
|
|
||||||
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
|
// 根据订单类型处理
|
||||||
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)
|
|
||||||
switch order.OrderType {
|
switch order.OrderType {
|
||||||
case 1: // 止盈
|
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
|
case 2: // 止损
|
||||||
processFutStopLossOrder(db, order, price, num)
|
processFutStopLossOrder(db, order, price, num)
|
||||||
case 4: //减仓
|
case 4: // 减仓
|
||||||
processFutReduceOrder(order, price, num)
|
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
|
// 减仓单
|
||||||
func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) {
|
func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) {
|
||||||
key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
|
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)
|
logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
|
||||||
}
|
}
|
||||||
} else {
|
} 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)
|
logger.Error("更新合约止盈单触发事件 ordersn:", order.OrderSn)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|||||||
@ -154,3 +154,8 @@ func GetSymbolTriggerCount(db *gorm.DB, symbol string, apiId, symbolType int) (i
|
|||||||
|
|
||||||
return count, nil
|
return count, nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
//获取已开仓的
|
||||||
|
// func GetOpenedOrders(db *gorm.DB, apiId int, exchange, symbol, symbolType, side string) ([]models.LinePreOrder, error) {
|
||||||
|
|
||||||
|
// }
|
||||||
|
|||||||
@ -83,13 +83,6 @@ func SpotOrderLock(db *gorm.DB, v *dto.PreOrderRedisList, item string, spotApi S
|
|||||||
return
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
//判断是否有已触发交易对
|
|
||||||
count, _ := GetSymbolTriggerCount(db, v.Symbol, v.ApiId, 1)
|
|
||||||
|
|
||||||
if count > 0 {
|
|
||||||
return
|
|
||||||
}
|
|
||||||
|
|
||||||
price, _ := decimal.NewFromString(v.Price)
|
price, _ := decimal.NewFromString(v.Price)
|
||||||
num, _ := decimal.NewFromString(preOrder.Num)
|
num, _ := decimal.NewFromString(preOrder.Num)
|
||||||
params := OrderPlacementService{
|
params := OrderPlacementService{
|
||||||
|
|||||||
@ -11,7 +11,9 @@ import (
|
|||||||
"go-admin/common/global"
|
"go-admin/common/global"
|
||||||
"go-admin/common/helper"
|
"go-admin/common/helper"
|
||||||
models2 "go-admin/models"
|
models2 "go-admin/models"
|
||||||
|
"go-admin/models/positiondto"
|
||||||
"go-admin/pkg/utility"
|
"go-admin/pkg/utility"
|
||||||
|
"go-admin/services/positionservice"
|
||||||
"strconv"
|
"strconv"
|
||||||
"strings"
|
"strings"
|
||||||
"time"
|
"time"
|
||||||
@ -127,7 +129,8 @@ func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus
|
|||||||
|
|
||||||
//主单止损回调
|
//主单止损回调
|
||||||
case preOrder.OrderType == 2 && orderStatus == 6:
|
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 {
|
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)
|
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
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
|
orderExt := models.LinePreOrderExt{}
|
||||||
|
positionData := savePosition(db, preOrder)
|
||||||
orders := make([]models.LinePreOrder, 0)
|
orders := make([]models.LinePreOrder, 0)
|
||||||
rate := utility.StringAsFloat(preOrder.Rate)
|
rate := utility.StringAsFloat(preOrder.Rate)
|
||||||
|
|
||||||
@ -177,7 +182,10 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|||||||
|
|
||||||
// 100%减仓 终止流程
|
// 100%减仓 终止流程
|
||||||
if rate >= 100 {
|
if rate >= 100 {
|
||||||
removeSpotLossAndAddPosition(preOrder)
|
//缓存
|
||||||
|
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
|
||||||
|
removePosition(db, preOrder)
|
||||||
|
|
||||||
ids := []int{preOrder.MainId, preOrder.Pid}
|
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 {
|
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")
|
logger.Info("100%减仓完毕,终结流程")
|
||||||
@ -185,7 +193,10 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|||||||
return
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
|
db.Model(&orderExt).Where("order_id =?", preOrder.Pid).Find(&orderExt)
|
||||||
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
|
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 {
|
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)
|
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{}
|
spotApi := SpotRestApi{}
|
||||||
|
|
||||||
for index := range orders {
|
for index := range orders {
|
||||||
orders[index].Num = totalNum.Truncate(int32(tradeSet.AmountDigit)).String()
|
orders[index].Num = totalNum.String()
|
||||||
|
|
||||||
if orders[index].OrderType == 1 {
|
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])
|
processTakeProfitOrder(db, spotApi, orders[index])
|
||||||
} else if orders[index].OrderType == 2 {
|
} else if orders[index].OrderType == 2 {
|
||||||
processStopLossOrder(orders[index])
|
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
|
//加仓待触发
|
||||||
addPositionOrder := DbModels.LinePreOrder{}
|
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{}
|
spotApi := SpotRestApi{}
|
||||||
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
||||||
@ -387,14 +397,14 @@ func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder)
|
|||||||
ApiId: preOrder.ApiId,
|
ApiId: preOrder.ApiId,
|
||||||
}
|
}
|
||||||
if err := spotApi.CancelOpenOrders(db, req); err != nil {
|
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
|
// 止盈成交
|
||||||
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||||
removeSpotLossAndAddPosition(preOrder)
|
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
|
||||||
|
|
||||||
spotApi := SpotRestApi{}
|
spotApi := SpotRestApi{}
|
||||||
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
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 {
|
db.Transaction(func(tx *gorm.DB) error {
|
||||||
ids := []int{preOrder.Pid, preOrder.MainId}
|
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 {
|
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)
|
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
|
||||||
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
|
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
|
||||||
addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
|
addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
|
||||||
@ -442,11 +475,11 @@ func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
|
|||||||
//止损缓存
|
//止损缓存
|
||||||
for _, v := range stoplossVal {
|
for _, v := range stoplossVal {
|
||||||
sonic.Unmarshal([]byte(v), &stoploss)
|
sonic.Unmarshal([]byte(v), &stoploss)
|
||||||
if stoploss.MainId == preOrder.MainId {
|
if stoploss.MainId == mainId {
|
||||||
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
|
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
|
||||||
|
|
||||||
if err != nil {
|
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
|
//加仓缓存
|
||||||
for _, v := range addPositionVal {
|
for _, v := range addPositionVal {
|
||||||
sonic.Unmarshal([]byte(v), &addPosition)
|
sonic.Unmarshal([]byte(v), &addPosition)
|
||||||
if addPosition.MainId == preOrder.MainId {
|
if addPosition.MainId == mainId {
|
||||||
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
|
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
|
||||||
|
|
||||||
if err != nil {
|
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
|
//减仓缓存
|
||||||
for _, v := range reduceVal {
|
for _, v := range reduceVal {
|
||||||
sonic.Unmarshal([]byte(v), &reduce)
|
sonic.Unmarshal([]byte(v), &reduce)
|
||||||
if reduce.MainId == preOrder.MainId {
|
if reduce.MainId == mainId {
|
||||||
_, err := helper.DefaultRedis.LRem(reduceKey, v)
|
_, err := helper.DefaultRedis.LRem(reduceKey, v)
|
||||||
|
|
||||||
if err != nil {
|
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
|
// 主单成交
|
||||||
func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||||
|
//修改持仓信息
|
||||||
|
positionData := savePosition(db, preOrder)
|
||||||
|
|
||||||
if preOrder.OrderCategory == 3 {
|
if preOrder.OrderCategory == 3 {
|
||||||
if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id = ?", preOrder.MainId).Update("add_position_status", 1).Error; err != nil {
|
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)
|
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
|
// 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
|
// 主单成交 处理止盈止损订单
|
||||||
// preOrder 主单
|
// 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{}
|
orders := []models.LinePreOrder{}
|
||||||
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
|
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
|
||||||
|
|
||||||
@ -581,7 +633,10 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
|
|||||||
return
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
|
price := utility.StrToDecimal(preOrder.Price)
|
||||||
spotApi := SpotRestApi{}
|
spotApi := SpotRestApi{}
|
||||||
|
orderExt := models.LinePreOrderExt{}
|
||||||
|
db.Model(&orderExt).Where("order_id =?", preOrder.Id).First(&orderExt)
|
||||||
|
|
||||||
for _, order := range orders {
|
for _, order := range orders {
|
||||||
order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String()
|
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 {
|
switch order.OrderType {
|
||||||
case 1: // 止盈
|
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)
|
processTakeProfitOrder(db, spotApi, order)
|
||||||
case 2: // 止损
|
case 2: // 止损
|
||||||
processStopLossOrder(order)
|
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)
|
logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
|
||||||
}
|
}
|
||||||
} else {
|
} 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)
|
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).
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).
|
||||||
|
|||||||
120
services/positionservice/position_management.go
Normal file
120
services/positionservice/position_management.go
Normal file
@ -0,0 +1,120 @@
|
|||||||
|
package positionservice
|
||||||
|
|
||||||
|
import (
|
||||||
|
"context"
|
||||||
|
"fmt"
|
||||||
|
"go-admin/common/const/rediskey"
|
||||||
|
"go-admin/common/helper"
|
||||||
|
"go-admin/common/service"
|
||||||
|
"go-admin/models/positiondto"
|
||||||
|
"time"
|
||||||
|
|
||||||
|
"github.com/bytedance/sonic"
|
||||||
|
"github.com/go-admin-team/go-admin-core/logger"
|
||||||
|
"github.com/shopspring/decimal"
|
||||||
|
)
|
||||||
|
|
||||||
|
type BinancePositionManagement struct {
|
||||||
|
service.Service
|
||||||
|
}
|
||||||
|
|
||||||
|
// 保存仓位信息
|
||||||
|
// return 仓位信息
|
||||||
|
// return 错误信息
|
||||||
|
func (e *BinancePositionManagement) SavePosition(data *positiondto.PositionAddReq, exchangeType string) (positiondto.PositionDto, error) {
|
||||||
|
var key string
|
||||||
|
result := positiondto.PositionDto{}
|
||||||
|
|
||||||
|
switch data.SymbolType {
|
||||||
|
case 1:
|
||||||
|
key = fmt.Sprintf(rediskey.SpotPosition, exchangeType, data.ApiId, data.Symbol, data.Side)
|
||||||
|
case 2:
|
||||||
|
key = fmt.Sprintf(rediskey.FuturePosition, exchangeType, data.ApiId, data.Symbol, data.Side)
|
||||||
|
default:
|
||||||
|
return result, fmt.Errorf("symbol type error")
|
||||||
|
}
|
||||||
|
|
||||||
|
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotPositionLock, data.ApiId, data.Symbol, data.Side), 200, 5, 200*time.Millisecond)
|
||||||
|
|
||||||
|
if ok, err := lock.AcquireWait(context.Background()); err != nil {
|
||||||
|
logger.Debug("获取锁失败", err)
|
||||||
|
return result, err
|
||||||
|
} else if ok {
|
||||||
|
defer lock.Release()
|
||||||
|
val, _ := helper.DefaultRedis.GetString(key)
|
||||||
|
|
||||||
|
if val != "" {
|
||||||
|
sonic.Unmarshal([]byte(val), &result)
|
||||||
|
}
|
||||||
|
|
||||||
|
if result.Symbol == "" {
|
||||||
|
result.Symbol = data.Symbol
|
||||||
|
result.Side = data.Side
|
||||||
|
result.ApiId = data.ApiId
|
||||||
|
result.SymbolType = data.SymbolType
|
||||||
|
result.PositionSide = data.PositionSide
|
||||||
|
}
|
||||||
|
|
||||||
|
var totalLoss decimal.Decimal
|
||||||
|
|
||||||
|
if result.LastPrice.Cmp(decimal.Zero) > 0 {
|
||||||
|
switch {
|
||||||
|
//多 买入
|
||||||
|
case data.PositionSide == "LONG":
|
||||||
|
totalLoss = result.LastPrice.Sub(data.Price).Abs().Mul(result.Quantity)
|
||||||
|
|
||||||
|
case data.PositionSide == "SHORT":
|
||||||
|
totalLoss = data.Price.Sub(result.LastPrice).Abs().Mul(result.Quantity)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
result.LastPrice = data.Price
|
||||||
|
result.TotalLoss = result.TotalLoss.Add(totalLoss)
|
||||||
|
result.Quantity = data.Quantity.Add(result.Quantity)
|
||||||
|
|
||||||
|
dataVal, _ := sonic.MarshalString(result)
|
||||||
|
if err := helper.DefaultRedis.SetString(key, dataVal); err != nil {
|
||||||
|
logger.Errorf("保存仓位信息失败,val:%s err:%v", dataVal, err)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
return result, nil
|
||||||
|
}
|
||||||
|
|
||||||
|
// 获取系统内仓位信息
|
||||||
|
func (e *BinancePositionManagement) GetPosition(apiId, symbolType int, exchangeTyp, symbol, side string) (positiondto.PositionDto, error) {
|
||||||
|
result := positiondto.PositionDto{}
|
||||||
|
var key string
|
||||||
|
|
||||||
|
switch symbolType {
|
||||||
|
case 1:
|
||||||
|
key = fmt.Sprintf(rediskey.SpotPosition, exchangeTyp, apiId, symbol, side)
|
||||||
|
case 2:
|
||||||
|
key = fmt.Sprintf(rediskey.FuturePosition, exchangeTyp, apiId, symbol, side)
|
||||||
|
default:
|
||||||
|
return result, fmt.Errorf("symbol type error")
|
||||||
|
}
|
||||||
|
|
||||||
|
val, _ := helper.DefaultRedis.GetString(key)
|
||||||
|
if val != "" {
|
||||||
|
sonic.Unmarshal([]byte(val), &result)
|
||||||
|
}
|
||||||
|
|
||||||
|
return result, nil
|
||||||
|
}
|
||||||
|
|
||||||
|
// 移除仓位信息
|
||||||
|
func (e *BinancePositionManagement) RemovePosition(req *positiondto.LinePreOrderPositioinDelReq) error {
|
||||||
|
var key string
|
||||||
|
|
||||||
|
switch req.SymbolType {
|
||||||
|
case 1:
|
||||||
|
key = fmt.Sprintf(rediskey.SpotPosition, req.ExchangeType, req.ApiId, req.Symbol, req.Side)
|
||||||
|
case 2:
|
||||||
|
key = fmt.Sprintf(rediskey.FuturePosition, req.ExchangeType, req.ApiId, req.Symbol, req.Side)
|
||||||
|
default:
|
||||||
|
return fmt.Errorf("symbol type error")
|
||||||
|
}
|
||||||
|
|
||||||
|
return helper.DefaultRedis.DeleteString(key)
|
||||||
|
}
|
||||||
Reference in New Issue
Block a user