1、重写
This commit is contained in:
@ -14,13 +14,9 @@ import (
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"go-admin/models/spot"
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"go-admin/pkg/httputils"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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"strconv"
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"strings"
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"time"
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"github.com/go-redis/redis/v8"
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"github.com/jinzhu/copier"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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@ -244,14 +240,6 @@ func (e SpotRestApi) OrderPlace(orm *gorm.DB, params OrderPlacementService) erro
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if err := sonic.Unmarshal(resp, &dataMap); err != nil {
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return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%+v", apiUserInfo.Id, params.Symbol, err.Error())
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}
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//code, ok := dataMap["code"]
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//if !ok {
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// return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, params.Symbol, dataMap["message"])
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//
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//}
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//if code.(float64) != 200 {
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// return fmt.Errorf("api_id:%d 交易对:%s 下单失败:%s", apiUserInfo.Id, params.Symbol, dataMap["message"])
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//}
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return nil
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}
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@ -341,48 +329,6 @@ func (e SpotRestApi) CancelOpenOrderByOrderSn(apiUserInfo DbModels.LineApiUser,
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return nil
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}
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// CalcEntryCashPriceByOrder 计算现货主单均价
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func CalcEntryCashPriceByOrder(orderInfo *DbModels.LinePreOrder, orm *gorm.DB) (EntryPriceResult, error) {
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//找到主单成交的记录
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var id int
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if orderInfo.Pid > 0 {
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id = orderInfo.Pid
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} else {
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id = orderInfo.Id
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}
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orderLists := make([]DbModels.LinePreOrder, 0)
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orm.Model(&DbModels.LinePreOrder{}).Where(" symbol = ? AND site = 'BUY' AND order_type in ('1','8') AND status ='9' AND (id = ? OR pid = ?)", orderInfo.Symbol, id, id).Find(&orderLists)
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var (
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totalNum decimal.Decimal //总成交数量
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totalMoney decimal.Decimal //总金额
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entryPrice decimal.Decimal //均价
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initPrice decimal.Decimal //主单下单价格
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firstId int //主单id
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)
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for _, list := range orderLists {
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num, _ := decimal.NewFromString(list.Num)
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totalNum = totalNum.Add(num)
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price, _ := decimal.NewFromString(list.Price)
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totalMoney = totalMoney.Add(num.Mul(price))
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if list.OrderType == "1" {
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firstId = list.Id
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initPrice, _ = decimal.NewFromString(list.Price)
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}
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}
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if totalNum.GreaterThan(decimal.Zero) {
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entryPrice = totalMoney.Div(totalNum)
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}
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return EntryPriceResult{
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TotalNum: totalNum,
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EntryPrice: entryPrice,
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FirstPrice: initPrice,
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FirstId: firstId,
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TotalMoney: totalMoney,
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}, nil
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}
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// ClosePosition 平仓
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// symbol 交易对
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// orderSn 平仓单号
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@ -459,135 +405,15 @@ func GetClient(apiUserInfo *DbModels.LineApiUser) *helper.BinanceClient {
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return client
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}
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/*
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重下止盈单
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*/
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func (e SpotRestApi) reTakeOrder(parentOrderInfo DbModels.LinePreOrder, orm *gorm.DB) {
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price, _ := decimal.NewFromString(parentOrderInfo.Price)
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num, _ := decimal.NewFromString(parentOrderInfo.Num)
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parentId := parentOrderInfo.Id
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if parentOrderInfo.Pid > 0 {
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parentId = parentOrderInfo.Pid
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}
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var takePrice decimal.Decimal
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holdeAKey := fmt.Sprintf(rediskey.HoldeA, parentId)
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holdeAVal, _ := helper.DefaultRedis.GetString(holdeAKey)
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holdeA := HoldeData{}
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if holdeAVal != "" {
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sonic.Unmarshal([]byte(holdeAVal), &holdeA)
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}
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//查询持仓失败
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if holdeA.Id == 0 {
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log.Error("查询A账号持仓失败")
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return
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}
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//加仓次数大于0 就需要使用均价
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if holdeA.PositionIncrementCount > 0 {
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price = holdeA.AveragePrice
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num = holdeA.TotalQuantity
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}
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if parentOrderInfo.Site == "BUY" {
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takePrice = price.Mul(decimal.NewFromInt(100).Add(parentOrderInfo.ProfitRate)).Div(decimal.NewFromInt(100))
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} else {
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takePrice = price.Mul(decimal.NewFromInt(100).Sub(parentOrderInfo.ProfitRate)).Div(decimal.NewFromInt(100))
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}
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var takeOrder, oldTakeOrder DbModels.LinePreOrder
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if err := orm.Model(&oldTakeOrder).Where("pid= ? AND order_type ='5'", parentId).First(&oldTakeOrder).Error; err != nil {
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log.Error("查询止盈单失败")
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return
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}
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tradeset, _ := GetTradeSet(oldTakeOrder.Symbol, 0)
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if tradeset.Coin == "" {
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log.Error("查询交易对失败")
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return
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}
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copier.Copy(&takeOrder, &oldTakeOrder)
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takeOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
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takeOrder.Price = takePrice.Truncate(int32(tradeset.PriceDigit)).String()
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takeOrder.Num = num.Mul(decimal.NewFromFloat(0.995)).Truncate(int32(tradeset.AmountDigit)).String()
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takeOrder.Desc = ""
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takeOrder.Status = 0
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takeOrder.Id = 0
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if err := orm.Create(&takeOrder).Error; err != nil {
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log.Error("创建新止盈单失败")
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return
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}
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params := OrderPlacementService{
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ApiId: parentOrderInfo.ApiId,
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Symbol: parentOrderInfo.Symbol,
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Price: utility.StrToDecimal(takeOrder.Price),
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Quantity: utility.StringToDecimal(takeOrder.Num),
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Side: "SELL",
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Type: "TAKE_PROFIT_LIMIT",
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TimeInForce: "GTC",
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StopPrice: utility.StrToDecimal(takeOrder.Price),
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NewClientOrderId: takeOrder.OrderSn,
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}
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apiUserInfo, _ := GetApiInfo(parentOrderInfo.ApiId)
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if apiUserInfo.Id == 0 {
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log.Error("获取用户api失败")
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return
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}
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if err := CancelSpotOrder(parentOrderInfo.Symbol, &apiUserInfo, "SELL"); err != nil {
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log.Error("取消旧止盈失败 err:", err)
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} else {
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if err := orm.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_type =5 AND status in ('0','1','5') AND order_sn !=?", parentId, takeOrder.OrderSn).Update("status", "4").Error; err != nil {
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log.Error("更新旧止盈单取消状态失败 err:", err)
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}
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}
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var err error
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for x := 1; x <= 4; x++ {
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err = e.OrderPlace(orm, params)
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if err == nil {
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break
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}
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log.Error("下止盈单失败 第", utility.IntToString(x), "次", " err:", err)
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time.Sleep(2 * time.Second * time.Duration(x))
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}
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if err != nil {
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log.Error("重新下单止盈失败 err:", err)
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if err1 := orm.Model(&DbModels.LinePreOrder{}).Where("order_sn =?", takeOrder.OrderSn).
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Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error; err1 != nil {
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log.Error("重新下单止盈 修改订单失败 pid:", parentId, " takePrice:", takePrice, " err:", err1)
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}
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}
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//修改止盈单信息
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if err := orm.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type ='5'", parentId).
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Updates(map[string]interface{}{"price": takePrice, "rate": parentOrderInfo.ProfitRate}).Error; err != nil {
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log.Error("重新下单止盈 修改订单失败 pid:", parentId, " takePrice:", takePrice, " rate:", parentOrderInfo.ProfitRate, " err:", err)
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}
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}
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/*
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判断是否触发
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*/
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func JudgeSpotPrice(trade models.TradeSet) {
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preOrderVal, _ := helper.DefaultRedis.GetAllList(rediskey.PreSpotOrderList)
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key := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
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preOrderVal, _ := helper.DefaultRedis.GetAllList(key)
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db := GetDBConnection()
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if len(preOrderVal) == 0 {
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// log.Debug("没有现货预下单")
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return
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}
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@ -622,35 +448,20 @@ func SpotOrderLock(db *gorm.DB, v *dto.PreOrderRedisList, item string, spotApi S
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} else if ok {
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defer lock.Release()
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key := fmt.Sprintf(rediskey.UserHolding, v.ApiId)
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symbols, err := helper.DefaultRedis.GetAllList(key)
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if err != nil && err != redis.Nil {
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log.Error("获取用户持仓失败", err)
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return
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}
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key := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
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preOrder := DbModels.LinePreOrder{}
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if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
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log.Error("获取预下单失败", err)
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if errors.Is(err, gorm.ErrRecordNotFound) {
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log.Error("不存在待触发主单", item)
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helper.DefaultRedis.LRem(rediskey.PreSpotOrderList, item)
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helper.DefaultRedis.LRem(key, item)
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}
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return
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}
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//获取代币 是否已有持仓
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coin := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
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if utility.ContainsStr(symbols, coin) {
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log.Debug("已有持仓")
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return
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}
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hasrecord, _ := helper.DefaultRedis.IsElementInList(rediskey.PreSpotOrderList, item)
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hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
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if !hasrecord {
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log.Error("不存在待触发主单", item)
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@ -673,14 +484,14 @@ func SpotOrderLock(db *gorm.DB, v *dto.PreOrderRedisList, item string, spotApi S
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if err := spotApi.OrderPlace(db, params); err != nil {
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log.Error("下单失败", v.Symbol, " err:", err)
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err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
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err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
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if err != nil {
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log.Error("下单失败后修改订单失败")
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}
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if preOrderVal != "" {
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if _, err := helper.DefaultRedis.LRem(rediskey.PreSpotOrderList, preOrderVal); err != nil {
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if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
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log.Error("删除redis 预下单失败:", err)
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}
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}
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@ -689,31 +500,14 @@ func SpotOrderLock(db *gorm.DB, v *dto.PreOrderRedisList, item string, spotApi S
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}
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if preOrderVal != "" {
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if _, err := helper.DefaultRedis.LRem(rediskey.PreSpotOrderList, preOrderVal); err != nil {
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if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
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log.Error("删除redis 预下单失败:", err)
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}
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// spotPreOrders, _ := helper.DefaultRedis.GetAllList(rediskey.PreSpotOrderList)
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// futuresPreOrders, _ := helper.DefaultRedis.GetAllList(rediskey.PreFutOrderList)
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// var order dto.PreOrderRedisList
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// for _, item := range spotPreOrders {
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// sonic.Unmarshal([]byte(item), &order)
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// if order.QuoteSymbol == "" {
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// }
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// }
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}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil {
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log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
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}
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if err := helper.DefaultRedis.RPushList(key, coin); err != nil {
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log.Error("写入用户持仓失败", v.Symbol)
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}
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return
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} else {
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log.Error("获取锁失败")
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@ -2,13 +2,14 @@ package binanceservice
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import (
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"fmt"
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"github.com/bytedance/sonic"
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"go-admin/app/admin/models"
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"go-admin/common/helper"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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"testing"
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"github.com/bytedance/sonic"
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"github.com/shopspring/decimal"
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"gorm.io/driver/mysql"
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"gorm.io/gorm"
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@ -53,16 +54,6 @@ func TestPositionV3(t *testing.T) {
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fmt.Println(v3)
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}
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func TestInsertLog(t *testing.T) {
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dsn := "root:root@tcp(192.168.1.12:3306)/gp-bian?charset=utf8mb4&parseTime=True&loc=Local&timeout=1000ms"
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db, _ := gorm.Open(mysql.Open(dsn), &gorm.Config{})
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//初始redis 链接
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helper.InitDefaultRedis("192.168.1.12:6379", "", 0)
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helper.InitLockRedisConn("192.168.1.12:6379", "", "0")
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InsertProfitLogs(db, "367452130811838464", decimal.NewFromInt(20), decimal.NewFromFloat(0.34078000))
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}
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func TestCancelSpotOrder(t *testing.T) {
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//dsn := "root:root@tcp(192.168.1.12:3306)/gp-bian?charset=utf8mb4&parseTime=True&loc=Local&timeout=1000ms"
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//db, _ := gorm.Open(mysql.Open(dsn), &gorm.Config{})
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@ -16,6 +16,7 @@ import (
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"github.com/bytedance/sonic"
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"github.com/go-admin-team/go-admin-core/logger"
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log "github.com/go-admin-team/go-admin-core/logger"
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"github.com/go-admin-team/go-admin-core/sdk"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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@ -329,3 +330,21 @@ func MainClosePositionClearCache(mainOrderId int, coverType int) {
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}
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}
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}
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// 获取数据库连接
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func GetDBConnection() *gorm.DB {
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dbs := sdk.Runtime.GetDb()
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for _, db := range dbs {
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return db
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}
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return nil
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}
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// 查询订单
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func getPreOrder(db *gorm.DB, orderSn interface{}) (*DbModels.LinePreOrder, error) {
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preOrder := &DbModels.LinePreOrder{}
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if err := db.Model(preOrder).Where("order_sn = ?", orderSn).First(preOrder).Error; err != nil {
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return nil, err
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}
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return preOrder, nil
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}
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@ -13,12 +13,10 @@ import (
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"go-admin/models/futuresdto"
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"go-admin/pkg/httputils"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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"strconv"
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"strings"
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"time"
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"github.com/jinzhu/copier"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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@ -722,11 +720,10 @@ func (e FutRestApi) ClosePosition(symbol string, orderSn string, quantity decima
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判断合约触发
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*/
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func JudgeFuturesPrice(tradeSet models.TradeSet) {
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preOrderVal, _ := helper.DefaultRedis.GetAllList(rediskey.PreFutOrderList)
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preOrderVal, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE))
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db := GetDBConnection()
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if len(preOrderVal) == 0 {
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// log.Debug("没有合约预下单")
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return
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}
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futApi := FutRestApi{}
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@ -766,32 +763,21 @@ func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi
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return
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} else if ok {
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defer lock.Release()
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key := fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE)
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preOrder := DbModels.LinePreOrder{}
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key := fmt.Sprintf(rediskey.UserHolding, v.ApiId)
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symbols, err := helper.DefaultRedis.GetAllList(key)
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if err != nil && err != redis.Nil {
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log.Error("获取用户持仓失败", err)
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return
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}
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if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
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log.Error("获取预下单失败", err)
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if errors.Is(err, gorm.ErrRecordNotFound) {
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log.Error("不存在待触发主单", item)
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helper.DefaultRedis.LRem(rediskey.PreFutOrderList, item)
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helper.DefaultRedis.LRem(key, item)
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}
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return
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}
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coin := utility.ReplaceSuffix(v.Symbol, preOrder.QuoteSymbol, "")
|
||||
if utility.ContainsStr(symbols, coin) {
|
||||
log.Info("用户已经持有", coin)
|
||||
return
|
||||
}
|
||||
hasrecord, _ := helper.DefaultRedis.IsElementInList(rediskey.PreFutOrderList, item)
|
||||
hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
|
||||
|
||||
if !hasrecord {
|
||||
log.Debug("预下单缓存中不存在", item)
|
||||
@ -827,7 +813,7 @@ func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi
|
||||
}
|
||||
|
||||
if preOrderVal != "" {
|
||||
if _, err := helper.DefaultRedis.LRem(rediskey.PreFutOrderList, preOrderVal); err != nil {
|
||||
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
|
||||
log.Error("删除redis 预下单失败:", err)
|
||||
}
|
||||
}
|
||||
@ -836,7 +822,7 @@ func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi
|
||||
}
|
||||
|
||||
if preOrderVal != "" {
|
||||
if _, err := helper.DefaultRedis.LRem(rediskey.PreFutOrderList, preOrderVal); err != nil {
|
||||
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
|
||||
log.Error("删除redis 预下单失败:", err)
|
||||
}
|
||||
}
|
||||
@ -845,10 +831,6 @@ func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi
|
||||
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
|
||||
}
|
||||
|
||||
if err := helper.DefaultRedis.RPushList(key, coin); err != nil {
|
||||
log.Error("写入用户持仓失败", v.Symbol)
|
||||
}
|
||||
|
||||
return
|
||||
} else {
|
||||
log.Error("获取锁失败")
|
||||
@ -1010,125 +992,3 @@ func (e FutRestApi) GetFutSymbolLastPrice(targetSymbol string) (lastPrice decima
|
||||
}
|
||||
return lastPrice
|
||||
}
|
||||
|
||||
/*
|
||||
重下止盈单
|
||||
*/
|
||||
func (e FutRestApi) reTakeOrder(parentOrderInfo DbModels.LinePreOrder, orm *gorm.DB) {
|
||||
parentId := parentOrderInfo.Id
|
||||
|
||||
if parentOrderInfo.Pid > 0 {
|
||||
parentId = parentOrderInfo.Pid
|
||||
}
|
||||
|
||||
price, _ := decimal.NewFromString(parentOrderInfo.Price)
|
||||
num, _ := decimal.NewFromString(parentOrderInfo.Num)
|
||||
takePrice := decimal.Zero
|
||||
holdeAKey := fmt.Sprintf(rediskey.HoldeA, parentId)
|
||||
holdeAVal, _ := helper.DefaultRedis.GetString(holdeAKey)
|
||||
holdeA := HoldeData{}
|
||||
|
||||
if holdeAVal != "" {
|
||||
sonic.Unmarshal([]byte(holdeAVal), &holdeA)
|
||||
}
|
||||
|
||||
//查询持仓失败
|
||||
if holdeA.Id == 0 {
|
||||
log.Error("查询A账号持仓失败")
|
||||
return
|
||||
}
|
||||
|
||||
takeOrder := DbModels.LinePreOrder{}
|
||||
if err := orm.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type ='3'").First(&takeOrder).Error; err != nil {
|
||||
log.Error("查询止盈单失败", err)
|
||||
return
|
||||
}
|
||||
|
||||
apiUserInfo, _ := GetApiInfo(takeOrder.ApiId)
|
||||
if apiUserInfo.Id == 0 {
|
||||
log.Error("重下止盈 查询api信息失败")
|
||||
return
|
||||
}
|
||||
|
||||
newTakeOrder := DbModels.LinePreOrder{}
|
||||
copier.Copy(&newTakeOrder, &takeOrder)
|
||||
newTakeOrder.Id = 0
|
||||
newTakeOrder.OrderType = 1
|
||||
newTakeOrder.Status = 0
|
||||
newTakeOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
|
||||
|
||||
//加仓次数大于0 就需要使用均价
|
||||
if holdeA.PositionIncrementCount > 0 {
|
||||
price = holdeA.AveragePrice
|
||||
}
|
||||
|
||||
if parentOrderInfo.Site == "BUY" {
|
||||
takePrice = price.Mul(decimal.NewFromInt(100).Add(parentOrderInfo.ProfitRate)).Div(decimal.NewFromInt(100))
|
||||
} else {
|
||||
takePrice = price.Mul(decimal.NewFromInt(100).Sub(parentOrderInfo.ProfitRate)).Div(decimal.NewFromInt(100))
|
||||
}
|
||||
|
||||
tradeset, _ := GetTradeSet(takeOrder.Symbol, 1)
|
||||
|
||||
if tradeset.Coin == "" {
|
||||
log.Error("查询交易对失败")
|
||||
return
|
||||
}
|
||||
|
||||
newTakeOrder.Price = takePrice.Truncate(int32(tradeset.PriceDigit)).String()
|
||||
newTakeOrder.Num = num.Mul(decimal.NewFromFloat(0.995)).Truncate(int32(tradeset.AmountDigit)).String()
|
||||
|
||||
if err := orm.Create(&newTakeOrder).Error; err != nil {
|
||||
log.Error("重新止盈单创建失败", err)
|
||||
return
|
||||
}
|
||||
|
||||
params := FutOrderPlace{
|
||||
ApiId: newTakeOrder.ApiId,
|
||||
Symbol: newTakeOrder.Symbol,
|
||||
Price: utility.StringToDecimal(newTakeOrder.Price),
|
||||
Quantity: utility.StringToDecimal(newTakeOrder.Num),
|
||||
Side: newTakeOrder.Site,
|
||||
OrderType: "TAKE_PROFIT_MARKET",
|
||||
Profit: utility.StringToDecimal(newTakeOrder.Price),
|
||||
NewClientOrderId: newTakeOrder.OrderSn,
|
||||
}
|
||||
|
||||
if err := e.CancelFutOrder(apiUserInfo, takeOrder.Symbol, takeOrder.OrderSn); err != nil {
|
||||
log.Error("取消老止盈单失败:", err)
|
||||
|
||||
orm.Model(&newTakeOrder).Updates(map[string]interface{}{"status": "2", "desc": "取消老止盈单失败," + err.Error()})
|
||||
return
|
||||
} else {
|
||||
if err := orm.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_type =5 AND status in ('0','1','5') AND order_sn !=?", parentId, newTakeOrder.OrderSn).Update("status", "4").Error; err != nil {
|
||||
log.Error("更新旧止盈单取消状态失败 err:", err)
|
||||
}
|
||||
}
|
||||
|
||||
var err error
|
||||
for x := 0; x < 3; x++ {
|
||||
err = e.OrderPlace(orm, params)
|
||||
|
||||
if err == nil {
|
||||
break
|
||||
}
|
||||
|
||||
log.Error("下止盈单失败 第", utility.IntToString(x), "次", " err:", err)
|
||||
time.Sleep(2 * time.Second * time.Duration(x))
|
||||
}
|
||||
|
||||
if err != nil {
|
||||
log.Error("重新下单止盈失败 err:", err)
|
||||
|
||||
if err1 := orm.Model(&DbModels.LinePreOrder{}).Where("id =?", newTakeOrder.Id).
|
||||
Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error; err1 != nil {
|
||||
log.Error("重新下单止盈 修改止盈订单失败 id:", newTakeOrder.Id, " takePrice:", takePrice, " err:", err1)
|
||||
}
|
||||
}
|
||||
|
||||
//修改止盈单信息
|
||||
if err := orm.Model(&DbModels.LinePreOrder{}).Where("id =?", newTakeOrder.Id).
|
||||
Updates(map[string]interface{}{"price": takePrice, "rate": parentOrderInfo.ProfitRate}).Error; err != nil {
|
||||
log.Error("重新下单止盈 修改订单失败 id:", newTakeOrder.Id, " takePrice:", takePrice, " rate:", parentOrderInfo.ProfitRate, " err:", err)
|
||||
}
|
||||
}
|
||||
|
||||
@ -2,13 +2,24 @@ package binanceservice
|
||||
|
||||
import (
|
||||
"context"
|
||||
"errors"
|
||||
"fmt"
|
||||
"go-admin/app/admin/models"
|
||||
DbModels "go-admin/app/admin/models"
|
||||
"go-admin/app/admin/service/dto"
|
||||
"go-admin/common/const/rediskey"
|
||||
"go-admin/common/global"
|
||||
"go-admin/common/helper"
|
||||
models2 "go-admin/models"
|
||||
"go-admin/pkg/utility"
|
||||
"go-admin/pkg/utility/snowflakehelper"
|
||||
"strings"
|
||||
"time"
|
||||
|
||||
"github.com/bytedance/sonic"
|
||||
"github.com/go-admin-team/go-admin-core/logger"
|
||||
"github.com/shopspring/decimal"
|
||||
"gorm.io/gorm"
|
||||
)
|
||||
|
||||
/*
|
||||
@ -56,7 +67,327 @@ func ChangeFutureOrder(mapData map[string]interface{}) {
|
||||
logger.Error("订单回调失败,没有状态:", string(mapStr))
|
||||
return
|
||||
}
|
||||
// 更新订单状态
|
||||
orderStatus, reason := parseOrderStatus(status, mapData)
|
||||
|
||||
//todo
|
||||
if orderStatus == 0 {
|
||||
logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
|
||||
return
|
||||
}
|
||||
|
||||
if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
|
||||
logger.Error("修改订单状态失败:", orderSn, " err:", err)
|
||||
return
|
||||
}
|
||||
|
||||
handleFutOrderByType(db, preOrder, orderStatus)
|
||||
}
|
||||
|
||||
// 合约回调
|
||||
func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) {
|
||||
switch {
|
||||
//主单成交
|
||||
case preOrder.OrderType == 0 && orderStatus == 6:
|
||||
handleFutMainOrderFilled(db, preOrder)
|
||||
//止盈成交
|
||||
case preOrder.OrderType == 1 && orderStatus == 6:
|
||||
handleTakeProfit(db, preOrder)
|
||||
//止损成交
|
||||
case preOrder.OrderType == 2 && orderStatus == 6:
|
||||
handleStopLoss(db, preOrder)
|
||||
//平仓成交
|
||||
case preOrder.OrderType == 3 && orderStatus == 6:
|
||||
handleClosePosition(db, preOrder)
|
||||
}
|
||||
}
|
||||
|
||||
// 平仓单成交
|
||||
func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||
panic("unimplemented")
|
||||
}
|
||||
|
||||
// 止损单成交
|
||||
func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||
// 获取主订单
|
||||
order, err := GetOrderById(db, preOrder.Pid)
|
||||
if err != nil {
|
||||
logger.Errorf("止损单成交 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err)
|
||||
return
|
||||
}
|
||||
|
||||
// 检查订单类型
|
||||
if order.OrderCategory != 1 {
|
||||
if err := db.Model(&order).Where("pid =? AND order_status <9 AND order_type =0", preOrder.Pid).Error; err != nil {
|
||||
logger.Errorf("对冲止损单成交 修改对冲主单状态失败 订单号:%s err:%v", order.OrderSn, err)
|
||||
}
|
||||
return
|
||||
}
|
||||
|
||||
// 修改主单状态
|
||||
if err := db.Model(&order).Where("id =? AND order_status < 9", preOrder.Pid).Error; err != nil {
|
||||
logger.Errorf("止损单成交 修改主单状态失败 订单号:%s err:%v", order.OrderSn, err)
|
||||
return
|
||||
}
|
||||
|
||||
// 检查是否有对冲
|
||||
if order.CoverType <= 0 {
|
||||
return
|
||||
}
|
||||
|
||||
// 获取交易对配置
|
||||
symbolName := utility.ReplaceSuffix(order.Symbol, order.QuoteSymbol, "USDT")
|
||||
tradeSet, err := GetTradeSet(symbolName, 1)
|
||||
if tradeSet.Coin == "" || err != nil {
|
||||
logger.Errorf("止损单成交 获取交易对配置失败 交易对:%s 订单号:%s err:%v", symbolName, order.OrderSn, err)
|
||||
return
|
||||
}
|
||||
|
||||
// 检查对冲单购买金额
|
||||
if order.HedgeBuyTotal.Cmp(decimal.Zero) <= 0 {
|
||||
logger.Errorf("止损单成交 对冲单购买金额为0 订单号:%s", order.OrderSn)
|
||||
return
|
||||
}
|
||||
|
||||
// 获取系统设置
|
||||
setting, err := GetSystemSetting(db)
|
||||
if err != nil {
|
||||
logger.Errorf("止损单成交 获取系统设置失败 订单号:%s err:%v", order.OrderSn, err)
|
||||
return
|
||||
}
|
||||
|
||||
// 获取API信息
|
||||
apiInfo, err := GetChildApiInfo(order.ApiId)
|
||||
if err != nil {
|
||||
logger.Errorf("止损单成交 获取api信息失败 订单号:%s err:%v", order.OrderSn, err)
|
||||
return
|
||||
}
|
||||
|
||||
// 计算价格
|
||||
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
|
||||
if order.CoverType == 2 {
|
||||
price = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
|
||||
}
|
||||
if price.Cmp(decimal.Zero) <= 0 {
|
||||
logger.Errorf("单价异常 price:%v 止损单编号:%s 行情:%v", price, order.OrderSn, tradeSet)
|
||||
return
|
||||
}
|
||||
|
||||
// 创建对冲订单
|
||||
hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder := createHedgeOrders(order, price, &tradeSet, &apiInfo, &setting)
|
||||
orders := []DbModels.LinePreOrder{hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder}
|
||||
|
||||
// 批量插入订单
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).CreateInBatches(orders, 1).Error; err != nil {
|
||||
logger.Errorf("主单止损 重下对冲失败,止损单id:%s err:%v", order.OrderSn, err)
|
||||
return
|
||||
}
|
||||
|
||||
// 调用API下单
|
||||
if err := placeFutOrder(db, hedgeOrder, price, &apiInfo); err != nil {
|
||||
logger.Errorf("主单止损 重下对冲失败,止损单号:%s err:%v", order.OrderSn, err)
|
||||
}
|
||||
}
|
||||
|
||||
// 创建对冲订单
|
||||
func createHedgeOrders(order DbModels.LinePreOrder, price decimal.Decimal, tradeSet *models2.TradeSet, apiInfo *DbModels.LineApiUser, setting *DbModels.LineSystemSetting) (DbModels.LinePreOrder, DbModels.LinePreOrder, DbModels.LinePreOrder) {
|
||||
hedgeOrder := DbModels.LinePreOrder{
|
||||
ApiId: apiInfo.Id,
|
||||
ExchangeType: order.ExchangeType,
|
||||
Pid: order.Pid,
|
||||
Symbol: order.Symbol,
|
||||
SymbolType: global.SYMBOL_FUTURES,
|
||||
SignPrice: order.Price,
|
||||
SignPriceType: "new",
|
||||
Rate: "0",
|
||||
BuyPrice: order.HedgeBuyTotal.String(),
|
||||
OrderCategory: 2,
|
||||
OrderSn: utility.Int64ToString(snowflakehelper.GetOrderId()),
|
||||
OrderType: 0,
|
||||
CoverType: 0,
|
||||
MainOrderType: order.HedgeOrderType,
|
||||
}
|
||||
|
||||
hedgeStoplossOrder := order
|
||||
hedgeTakeProfitOrder := order
|
||||
|
||||
if order.Site == "BUY" {
|
||||
hedgeOrder.Site = "SELL"
|
||||
hedgeStoplossOrder.Site = "BUY"
|
||||
hedgeTakeProfitOrder.Site = "BUY"
|
||||
} else {
|
||||
hedgeOrder.Site = "BUY"
|
||||
hedgeStoplossOrder.Site = "SELL"
|
||||
hedgeTakeProfitOrder.Site = "SELL"
|
||||
}
|
||||
|
||||
// 计算止盈止损价格
|
||||
if hedgeOrder.Site == "BUY" {
|
||||
hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
||||
hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
||||
} else {
|
||||
hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
||||
hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
||||
}
|
||||
|
||||
if hedgeOrder.MainOrderType == "LIMIT" {
|
||||
coverRate := utility.StrToDecimal(setting.CoverOrderTypeBRate)
|
||||
price = price.Mul(decimal.NewFromInt(1).Add(coverRate)).Truncate(int32(tradeSet.PriceDigit))
|
||||
}
|
||||
|
||||
num := order.HedgeBuyTotal.Div(price).Truncate(int32(tradeSet.AmountDigit))
|
||||
hedgeOrder.Price = price.String()
|
||||
hedgeOrder.Num = num.String()
|
||||
|
||||
hedgeStoplossOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
|
||||
hedgeStoplossOrder.Rate = order.HedgeStopLoss.String()
|
||||
hedgeStoplossOrder.Num = num.String()
|
||||
|
||||
hedgeTakeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
|
||||
hedgeTakeProfitOrder.Rate = order.HedgeTakeProfit.String()
|
||||
hedgeTakeProfitOrder.Num = num.String()
|
||||
|
||||
return hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder
|
||||
}
|
||||
|
||||
// 调用合约API下单
|
||||
func placeFutOrder(db *gorm.DB, hedgeOrder DbModels.LinePreOrder, price decimal.Decimal, apiInfo *DbModels.LineApiUser) error {
|
||||
futApi := FutRestApi{}
|
||||
params := FutOrderPlace{
|
||||
ApiId: apiInfo.Id,
|
||||
Symbol: hedgeOrder.Symbol,
|
||||
Side: hedgeOrder.Site,
|
||||
Quantity: utility.StrToDecimal(hedgeOrder.Num),
|
||||
Price: price,
|
||||
NewClientOrderId: hedgeOrder.OrderSn,
|
||||
SideType: hedgeOrder.MainOrderType,
|
||||
OrderType: hedgeOrder.MainOrderType,
|
||||
}
|
||||
return futApi.OrderPlace(db, params)
|
||||
}
|
||||
|
||||
// 止盈单成交
|
||||
func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||
if preOrder.OrderCategory == 1 {
|
||||
//主单止盈成交
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", preOrder.Pid).Update("order_type", 3).Error; err != nil {
|
||||
logger.Errorf("主单止盈成功修改主单状态失败 订单号:%s:", err)
|
||||
}
|
||||
} else {
|
||||
//对冲单止盈成交
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 2 AND order_type =0 AND status < 9", preOrder.Pid).Update("status", 9).Error; err != nil {
|
||||
logger.Errorf("对冲止盈成功修改主单状态失败 订单号:%s:", err)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 主单成交 处理止盈止损订单
|
||||
// preOrder 主单
|
||||
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
|
||||
orders := []models.LinePreOrder{}
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 1 AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
|
||||
logger.Error("订单回调查询止盈止损单失败:", err)
|
||||
return
|
||||
}
|
||||
|
||||
futApi := FutRestApi{}
|
||||
num, _ := decimal.NewFromString(preOrder.Num)
|
||||
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
|
||||
|
||||
if tradeSet.Coin == "" {
|
||||
logger.Error("获取交易对失败")
|
||||
return
|
||||
}
|
||||
|
||||
for i, order := range orders {
|
||||
if i >= 2 { // 最多处理 2 个订单
|
||||
break
|
||||
}
|
||||
num = num.Truncate(int32(tradeSet.AmountDigit))
|
||||
|
||||
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)
|
||||
}
|
||||
|
||||
switch order.OrderType {
|
||||
case 1: // 止盈
|
||||
processFutTakeProfitOrder(db, futApi, order, num)
|
||||
case 2: // 止损
|
||||
processFutStopLossOrder(order)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 处理止盈订单
|
||||
func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) {
|
||||
price, _ := decimal.NewFromString(order.Price)
|
||||
|
||||
params := FutOrderPlace{
|
||||
ApiId: order.ApiId,
|
||||
Symbol: order.Symbol,
|
||||
Side: order.Site,
|
||||
Price: price,
|
||||
Quantity: num,
|
||||
OrderType: "TAKE_PROFIT_LIMIT",
|
||||
StopPrice: price,
|
||||
NewClientOrderId: order.OrderSn,
|
||||
}
|
||||
|
||||
err := futApi.OrderPlace(db, params)
|
||||
|
||||
if err != nil {
|
||||
for x := 0; x < 5; x++ {
|
||||
if strings.Contains(err.Error(), "LOT_SIZE") {
|
||||
break
|
||||
}
|
||||
|
||||
err = futApi.OrderPlace(db, params)
|
||||
|
||||
if err == nil {
|
||||
break
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
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).
|
||||
Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
|
||||
logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
|
||||
}
|
||||
} else {
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status =0", order.Id).
|
||||
Updates(map[string]interface{}{"status": "1", "num": num.String()}).Error; err != nil {
|
||||
logger.Error("合约止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 处理止损订单
|
||||
// order 止损单
|
||||
func processFutStopLossOrder(order models.LinePreOrder) error {
|
||||
price := utility.StrToDecimal(order.Price)
|
||||
stopLoss := dto.StopLossRedisList{
|
||||
Id: order.Id,
|
||||
PId: order.Pid,
|
||||
ApiId: order.ApiId,
|
||||
OrderTye: order.OrderType,
|
||||
OrderCategory: order.OrderCategory,
|
||||
Price: price,
|
||||
SymbolType: order.SymbolType,
|
||||
Symbol: order.Symbol,
|
||||
Site: order.Site,
|
||||
}
|
||||
|
||||
stoplossVal, _ := sonic.MarshalString(&stopLoss)
|
||||
stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
|
||||
|
||||
if stoplossVal == "" {
|
||||
return errors.New("stoplossVal is empty")
|
||||
}
|
||||
|
||||
if err := helper.DefaultRedis.RPushList(stoplossKey, stoplossVal); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
@ -2,10 +2,13 @@ package binanceservice
|
||||
|
||||
import (
|
||||
"context"
|
||||
"errors"
|
||||
"fmt"
|
||||
"go-admin/app/admin/models"
|
||||
DbModels "go-admin/app/admin/models"
|
||||
"go-admin/app/admin/service/dto"
|
||||
"go-admin/common/const/rediskey"
|
||||
"go-admin/common/global"
|
||||
"go-admin/common/helper"
|
||||
"go-admin/pkg/utility"
|
||||
"strconv"
|
||||
@ -59,7 +62,7 @@ func ChangeSpotOrder(mapData map[string]interface{}) {
|
||||
}
|
||||
|
||||
// 更新订单状态
|
||||
orderStatus, reason := parseOrderStatus(preOrder, status, mapData)
|
||||
orderStatus, reason := parseOrderStatus(status, mapData)
|
||||
|
||||
if orderStatus == 0 {
|
||||
logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
|
||||
@ -99,43 +102,100 @@ func logMapData(mapData map[string]interface{}) {
|
||||
func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) {
|
||||
switch {
|
||||
// 主单成交
|
||||
case preOrder.OrderType == 0 && (orderStatus == 9 || orderStatus == 6):
|
||||
case preOrder.OrderType == 0 && orderStatus == 6:
|
||||
handleMainOrderFilled(db, preOrder)
|
||||
|
||||
//主单取消
|
||||
case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
|
||||
coin := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
|
||||
removeHoldingCache(preOrder.ApiId, coin, preOrder.Id)
|
||||
handleMainOrderCancel(preOrder)
|
||||
|
||||
// 止盈成交
|
||||
case preOrder.OrderType == 1 && (orderStatus == 9 || orderStatus == 6):
|
||||
case preOrder.OrderType == 1 && orderStatus == 6:
|
||||
handleSpotTakeProfitFilled(db, preOrder)
|
||||
|
||||
//主单平仓
|
||||
case preOrder.OrderType == 3 && orderStatus == 9:
|
||||
//平仓单
|
||||
case preOrder.OrderType == 3 && orderStatus == 6:
|
||||
handleMainOrderClosePosition(db, preOrder)
|
||||
|
||||
//主单止损回调
|
||||
case preOrder.OrderType == 2 && preOrder.OrderCategory == 1 && orderStatus == 6:
|
||||
if preOrder.CoverType == 0 {
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).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)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 主单取消
|
||||
func handleMainOrderCancel(preOrder *DbModels.LinePreOrder) {
|
||||
preOrderKey := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
|
||||
preSpotOrders, _ := helper.DefaultRedis.GetAllList(preOrderKey)
|
||||
preOrderCache := DbModels.LinePreOrder{}
|
||||
|
||||
for _, v := range preSpotOrders {
|
||||
if v == "" {
|
||||
continue
|
||||
}
|
||||
|
||||
sonic.Unmarshal([]byte(v), &preOrderCache)
|
||||
if preOrderCache.Pid == preOrder.Id {
|
||||
_, err := helper.DefaultRedis.LRem(preOrderKey, v)
|
||||
|
||||
if err != nil {
|
||||
logger.Errorf("订单回调失败, 回调订单号:%s 删除缓存失败:%v", preOrder.OrderSn, err)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 平仓单
|
||||
func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||
panic("unimplemented")
|
||||
//主单平仓
|
||||
if preOrder.OrderCategory == 1 {
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).Update("status", 9).Error; err != nil {
|
||||
logger.Errorf("平仓订单回调失败, 回调订单号:%s 更新主单失败:%v", preOrder.OrderSn, err)
|
||||
}
|
||||
} else {
|
||||
//对冲单回调
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).
|
||||
Where("pid =? AND order_category =? AND order_type =0 AND status <9 ", preOrder.Pid, preOrder.OrderCategory).
|
||||
Update("status", 9).Error; err != nil {
|
||||
logger.Errorf("对冲单平仓回调失败, 回调订单号:%s 更新对冲单失败:%v", preOrder.OrderSn, err)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 止盈成交
|
||||
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||
panic("unimplemented")
|
||||
}
|
||||
|
||||
func removeHoldingCache(i1 int, coin string, i2 int) {
|
||||
panic("unimplemented")
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND order_category =?", preOrder.Pid, preOrder.OrderCategory).Update("status", 9).Error; err != nil {
|
||||
logger.Errorf("止盈订单回调失败, 回调订单号:%s 更新主单失败:%v", preOrder.OrderSn, err)
|
||||
}
|
||||
|
||||
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
|
||||
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
|
||||
stoploss := DbModels.LinePreOrder{}
|
||||
|
||||
for _, v := range stoplossVal {
|
||||
sonic.Unmarshal([]byte(v), &stoploss)
|
||||
if stoploss.Pid == preOrder.Id {
|
||||
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
|
||||
|
||||
if err != nil {
|
||||
logger.Errorf("订单回调失败, 回调订单号:%s 删除缓存失败:%v", preOrder.OrderSn, err)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 主单成交
|
||||
func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
||||
panic("unimplemented")
|
||||
processTakeProfitAndStopLossOrders(db, preOrder)
|
||||
}
|
||||
|
||||
// 解析订单状态
|
||||
// 5:委托中 9:完全成交 4:取消
|
||||
func parseOrderStatus(preOrder *DbModels.LinePreOrder, status interface{}, mapData map[string]interface{}) (int, string) {
|
||||
// 5:委托中 6:完全成交 4:取消 9:已平仓
|
||||
func parseOrderStatus(status interface{}, mapData map[string]interface{}) (int, string) {
|
||||
reason, _ := mapData["r"].(string)
|
||||
|
||||
if strings.ToLower(reason) == "none" {
|
||||
@ -146,11 +206,7 @@ func parseOrderStatus(preOrder *DbModels.LinePreOrder, status interface{}, mapDa
|
||||
case "NEW": // 未成交
|
||||
return 5, reason
|
||||
case "FILLED": // 完全成交
|
||||
if preOrder.OrderType < 3 {
|
||||
return 6, reason
|
||||
}
|
||||
|
||||
return 9, reason
|
||||
return 6, reason
|
||||
case "CANCELED", "EXPIRED": // 取消
|
||||
return 4, reason
|
||||
default:
|
||||
@ -179,6 +235,7 @@ func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, r
|
||||
params["num"] = num
|
||||
params["price"] = total.Div(totalAmount)
|
||||
preOrder.Num = num.String()
|
||||
preOrder.Price = params["price"].(string)
|
||||
}
|
||||
case false:
|
||||
status, _ := mapData["X"].(string)
|
||||
@ -189,6 +246,7 @@ func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, r
|
||||
params["price"], _ = mapData["ap"].(string)
|
||||
|
||||
preOrder.Num = num.String()
|
||||
preOrder.Price = params["price"].(string)
|
||||
}
|
||||
}
|
||||
|
||||
@ -197,26 +255,32 @@ 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) {
|
||||
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 {
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 1 AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
|
||||
logger.Error("订单回调查询止盈止损单失败:", err)
|
||||
return
|
||||
}
|
||||
|
||||
spotApi := SpotRestApi{}
|
||||
num, _ := decimal.NewFromString(preOrder.Num)
|
||||
num = num.Mul(decimal.NewFromFloat(0.998))
|
||||
|
||||
for i, order := range orders {
|
||||
if i >= 2 { // 最多处理 2 个订单
|
||||
break
|
||||
}
|
||||
|
||||
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)
|
||||
}
|
||||
|
||||
switch order.OrderType {
|
||||
case 1: // 止盈
|
||||
processTakeProfitOrder(db, spotApi, order, num)
|
||||
case 2: // 止损
|
||||
processStopLossOrder(db, order)
|
||||
processStopLossOrder(order)
|
||||
}
|
||||
}
|
||||
}
|
||||
@ -231,7 +295,6 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
|
||||
}
|
||||
|
||||
price, _ := decimal.NewFromString(order.Price)
|
||||
// num, _ := decimal.NewFromString(order.Num)
|
||||
|
||||
params := OrderPlacementService{
|
||||
ApiId: order.ApiId,
|
||||
@ -264,7 +327,7 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
|
||||
if err != nil {
|
||||
logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
|
||||
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
|
||||
Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error; err != nil {
|
||||
Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
|
||||
logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
|
||||
}
|
||||
} else {
|
||||
@ -277,110 +340,32 @@ func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LineP
|
||||
|
||||
// 处理止损订单
|
||||
// order 止损单
|
||||
func processStopLossOrder(db *gorm.DB, order models.LinePreOrder) error {
|
||||
// var stopOrder models.LinePreOrder
|
||||
// orderTypes := []string{"4", "6", "9", "12"}
|
||||
// parentId := order.Id
|
||||
|
||||
// if order.Pid > 0 {
|
||||
// parentId = order.Pid
|
||||
// }
|
||||
|
||||
// if utility.ContainsStr(orderTypes, order.OrderType) {
|
||||
// var err error
|
||||
// stopOrder, err = GetStopOrder(db, order.Pid)
|
||||
|
||||
// if err != nil {
|
||||
// logger.Error("查询止损单失败:", err)
|
||||
// return err
|
||||
// }
|
||||
// }
|
||||
|
||||
// price, _ := decimal.NewFromString(stopOrder.Price)
|
||||
// stoploss, _ := decimal.NewFromString(order.Rate)
|
||||
|
||||
// if holdeB.Id > 0 {
|
||||
// _, holdeA := GetHoldeA(stopOrder.Pid)
|
||||
// var percent decimal.Decimal
|
||||
// lastPercent, _ := GetStopOrderRate(db, stopOrder.Pid)
|
||||
|
||||
// if stopOrder.Site == "BUY" {
|
||||
// //平仓次数>=最大次数 且余数为0 重新计算触发对冲百分比
|
||||
// // if holdeA.Id > 0 && holdeB.HedgeCloseCount >= stopOrder.HedgeCloseCount && (holdeB.HedgeCloseCount%stopOrder.HedgeCloseCount == 0) {
|
||||
// rand := getRand(stopOrder.HedgeTriggerPercent, stopOrder.HedgeTriggerPercentMax, lastPercent, 1)
|
||||
|
||||
// percent = decimal.NewFromInt(100).Add(rand).Div(decimal.NewFromInt(100))
|
||||
// // } else {
|
||||
// // rate, _ := decimal.NewFromString(stopOrder.Rate)
|
||||
// // percent = decimal.NewFromInt(100).Add(rate).Div(decimal.NewFromInt(100))
|
||||
// // }
|
||||
// } else {
|
||||
// // if holdeA.Id > 0 && holdeB.HedgeCloseCount >= stopOrder.HedgeCloseCount {
|
||||
// rand := getRand(stopOrder.HedgeTriggerPercent, stopOrder.HedgeTriggerPercentMax, lastPercent, 1)
|
||||
|
||||
// percent = decimal.NewFromInt(100).Sub(rand).Div(decimal.NewFromInt(100))
|
||||
// // } else {
|
||||
// // rate, _ := decimal.NewFromString(stopOrder.Rate)
|
||||
// // percent = decimal.NewFromInt(100).Sub(rate).Div(decimal.NewFromInt(100))
|
||||
// // }
|
||||
// }
|
||||
// stoploss = decimal.NewFromInt(100).Sub(percent.Mul(decimal.NewFromInt(100))).Truncate(2)
|
||||
// price = holdeA.AveragePrice.Mul(percent)
|
||||
// }
|
||||
|
||||
// tradeset, _ := GetTradeSet(stopOrder.Symbol, 1)
|
||||
// if tradeset.PriceDigit > 0 {
|
||||
// price = price.Truncate(int32(tradeset.PriceDigit))
|
||||
// }
|
||||
|
||||
// cache := dto.StopLossRedisList{
|
||||
// PId: stopOrder.Pid,
|
||||
// ApiId: stopOrder.ApiId,
|
||||
// Price: price,
|
||||
// OrderTye: stopOrder.OrderType,
|
||||
// Site: stopOrder.Site,
|
||||
// Symbol: stopOrder.Symbol,
|
||||
// Stoploss: stoploss,
|
||||
// }
|
||||
|
||||
// stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList)
|
||||
// cacheVal, _ := sonic.MarshalString(&cache)
|
||||
|
||||
// if stopOrder.OrderType == "4" {
|
||||
// stoplossKey = rediskey.FuturesStopLossList
|
||||
// }
|
||||
|
||||
// stopLossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
|
||||
// for _, itemVal := range stopLossVal {
|
||||
// if strings.Contains(itemVal, fmt.Sprintf("\"pid\":%v,", stopOrder.Pid)) {
|
||||
// helper.DefaultRedis.LRem(stoplossKey, itemVal)
|
||||
// break
|
||||
// }
|
||||
// }
|
||||
|
||||
// //重新保存待触发对冲单
|
||||
// if err := helper.DefaultRedis.RPushList(stoplossKey, cacheVal); err != nil {
|
||||
// logger.Error("B单平仓回调,redis添加止损单失败", err)
|
||||
// }
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// 生成随机数 且不重复
|
||||
// lastPercent 上一次的百分比
|
||||
// floatNum 小数点后几位
|
||||
func getRand(start, end, lastPercent decimal.Decimal, floatNum int) decimal.Decimal {
|
||||
var rand decimal.Decimal
|
||||
|
||||
for x := 0; x < 10; x++ {
|
||||
rand = utility.DecimalRandom(start, end, floatNum)
|
||||
|
||||
if rand.Cmp(lastPercent) != 0 {
|
||||
break
|
||||
}
|
||||
func processStopLossOrder(order models.LinePreOrder) error {
|
||||
price := utility.StrToDecimal(order.Price)
|
||||
stopLoss := dto.StopLossRedisList{
|
||||
Id: order.Id,
|
||||
PId: order.Pid,
|
||||
ApiId: order.ApiId,
|
||||
OrderTye: order.OrderType,
|
||||
OrderCategory: order.OrderCategory,
|
||||
Price: price,
|
||||
SymbolType: order.SymbolType,
|
||||
Symbol: order.Symbol,
|
||||
Site: order.Site,
|
||||
}
|
||||
|
||||
return rand
|
||||
stoplossVal, _ := sonic.MarshalString(&stopLoss)
|
||||
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
|
||||
|
||||
if stoplossVal == "" {
|
||||
return errors.New("stoplossVal is empty")
|
||||
}
|
||||
|
||||
if err := helper.DefaultRedis.RPushList(stoplossKey, stoplossVal); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
func GetSystemSetting(db *gorm.DB) (models.LineSystemSetting, error) {
|
||||
|
||||
Reference in New Issue
Block a user