admin/exchange_go
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

1、有更新，还没测完，暂时归档

Browse Source
This commit is contained in:
hucan
2025-11-05 16:26:21 +08:00
parent 643eab3496
commit bd7a6d3870
15 changed files with 536 additions and 296 deletions
Download Patch File Download Diff File Expand all files Collapse all files

69
services/binanceservice/futuresrest.go
View File

@ -4,7 +4,7 @@ import (
"context"
"errors"
"fmt"
"go-admin/app/admin/models"
DbModels "go-admin/app/admin/models"
"go-admin/app/admin/service/dto"
"go-admin/common/const/rediskey"
@ -20,7 +20,6 @@ import (
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
log "github.com/go-admin-team/go-admin-core/logger"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
@ -137,7 +136,7 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
//修改减仓单减仓策略状态
ReduceCallBack(db, preOrder)
orderExt := models.LinePreOrderExt{}
orderExt := DbModels.LinePreOrderExt{}
//减仓策略单获取主减仓单的拓展信息
if preOrder.ReduceOrderId > 0 {
db.Model(&orderExt).Where("order_id =?", preOrder.ReduceOrderId).First(&orderExt)
@ -162,7 +161,7 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutReducecCallback, preOrder.ApiId, preOrder.Symbol), 120, 20, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
logger.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
@ -183,8 +182,8 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
// 减仓处理止盈止损
func FutTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder, apiUserInfo DbModels.LineApiUser, tradeSet models2.TradeSet,
positionData positiondto.PositionDto, orderExt DbModels.LinePreOrderExt, manualTakeRatio, manualStopRatio decimal.Decimal) bool {
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 {
orders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&DbModels.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 true
}
@ -254,12 +253,12 @@ func nextFuturesReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal,
nextOrder := DbModels.LinePreOrder{}
nextExt := DbModels.LinePreOrderExt{}
if err := db.Model(&models.LinePreOrder{}).Where("main_id =? AND order_type =4 AND status=0 AND reduce_order_id=0", mainId).Order("rate asc").First(&nextOrder).Error; err != nil {
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type =4 AND status=0 AND reduce_order_id=0", mainId).Order("rate asc").First(&nextOrder).Error; err != nil {
logger.Errorf("获取下一个单失败 err:%v", err)
return
}
if err := db.Model(&models.LinePreOrderExt{}).Where("order_id =? and add_type =2", nextOrder.Id).First(&nextExt).Error; err != nil {
if err := db.Model(&DbModels.LinePreOrderExt{}).Where("order_id =? and add_type =2", nextOrder.Id).First(&nextExt).Error; err != nil {
logger.Errorf("获取下一个单失败 err:%v", err)
}
@ -482,7 +481,7 @@ func removeFutLossAndAddPosition(mainId int, orderSn string) {
}
// 处理主单成交，处理止盈、止损、减仓订单
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrderId int, first bool) {
func handleFutMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder, extOrderId int, first bool) {
// 获取交易对配置和API信息
tradeSet, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, preOrder.Symbol, 2)
mainId := preOrder.Id
@ -503,7 +502,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrd
// 处理主单加仓
if preOrder.OrderCategory == 3 {
if err := handleMainOrderAddPosition(db, preOrder); err != nil {
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
}
@ -557,7 +556,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrd
// 获取和保存持仓数据
positionData := savePosition(db, preOrder)
orderExt := models.LinePreOrderExt{}
orderExt := DbModels.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
totalNum := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet).Truncate(int32(tradeSet.AmountDigit))
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
@ -616,7 +615,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrd
}
// 处理主单加仓
func handleMainOrderAddPosition(db *gorm.DB, preOrder *models.LinePreOrder) error {
func handleMainOrderAddPosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) error {
// 更新加仓状态
if err := db.Model(&DbModels.LinePreOrderStatus{}).
Where("order_id = ?", preOrder.MainId).
@ -630,7 +629,7 @@ func handleMainOrderAddPosition(db *gorm.DB, preOrder *models.LinePreOrder) erro
// 取消主单相关订单
// changeMainOrderStatus 是否修改主单状态
func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, preOrder *models.LinePreOrder, changeMainOrderStatus bool) error {
func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, preOrder *DbModels.LinePreOrder, changeMainOrderStatus bool) error {
mainOrders, err := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site)
if err != nil {
return err
@ -689,8 +688,8 @@ func CancelMainOrders(mainIds []int, db *gorm.DB, apiUserInfo DbModels.LineApiUs
}
// 获取止盈止损订单
func getStopOrders(db *gorm.DB, preOrder *models.LinePreOrder) ([]models.LinePreOrder, error) {
var orders []models.LinePreOrder
func getStopOrders(db *gorm.DB, preOrder *DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) {
var orders []DbModels.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) {
@ -700,7 +699,7 @@ func getStopOrders(db *gorm.DB, preOrder *models.LinePreOrder) ([]models.LinePre
}
// 更新订单数量
func updateOrderQuantity(db *gorm.DB, order models.LinePreOrder, preOrder *models.LinePreOrder, ext *models.LinePreOrderExt, num decimal.Decimal, first bool, tradeSet models2.TradeSet) decimal.Decimal {
func updateOrderQuantity(db *gorm.DB, order DbModels.LinePreOrder, preOrder *DbModels.LinePreOrder, ext *DbModels.LinePreOrderExt, num decimal.Decimal, first bool, tradeSet models2.TradeSet) decimal.Decimal {
// 处理减仓比例
// if order.OrderType == 4 && ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
// // 计算减仓数量
@ -755,7 +754,8 @@ func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decim
}
// 处理止盈订单
func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) {
// Deprecated 请使用 processFutTakeProfitOrderNew
func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order DbModels.LinePreOrder, num decimal.Decimal) {
price, _ := decimal.NewFromString(order.Price)
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 2)
@ -774,7 +774,7 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
if err != nil {
logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err)
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
if err = db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity, "rate": order.Rate, "price": order.Price}).Error; err != nil {
logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
}
@ -791,9 +791,38 @@ func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.Line
}
}
// 写入待触发合约止盈单
func processFutTakeProfitOrderNew(db *gorm.DB, futApi FutRestApi, order DbModels.LinePreOrder, num decimal.Decimal) {
price, _ := decimal.NewFromString(order.Price)
takeOrder := dto.TakeProfitRedisList{
Id: order.Id,
ApiId: order.ApiId,
PId: order.Pid,
MainId: order.MainId,
Price: price,
Site: order.Site,
Symbol: order.Symbol,
SymbolType: order.SymbolType,
OrderCategory: order.OrderCategory,
OrderSn: order.OrderSn,
}
key := fmt.Sprintf(rediskey.FuturesTakeList, global.EXCHANGE_BINANCE)
val, err := sonic.MarshalString(&takeOrder)
if err != nil {
logger.Errorf("序列化失败 err:%v", err)
return
}
if err := helper.DefaultRedis.RPushList(key, val); err != nil {
logger.Errorf("合约止盈单写入缓存失败 err:%v", err)
return
}
}
// 处理止损订单
// order 止损单
func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num decimal.Decimal) error {
// Deprecated 请使用 processFutStopLossOrderNew
func processFutStopLossOrder(db *gorm.DB, order DbModels.LinePreOrder, price, num decimal.Decimal) error {
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 2)
params := FutOrderPlace{