1、重写
This commit is contained in:
@ -2,13 +2,24 @@ package binanceservice
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import (
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"context"
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"errors"
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"fmt"
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"go-admin/app/admin/models"
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DbModels "go-admin/app/admin/models"
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"go-admin/app/admin/service/dto"
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"go-admin/common/const/rediskey"
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"go-admin/common/global"
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"go-admin/common/helper"
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models2 "go-admin/models"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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"strings"
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"time"
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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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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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/*
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@ -56,7 +67,327 @@ func ChangeFutureOrder(mapData map[string]interface{}) {
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logger.Error("订单回调失败,没有状态:", string(mapStr))
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return
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}
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// 更新订单状态
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orderStatus, reason := parseOrderStatus(status, mapData)
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//todo
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if orderStatus == 0 {
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logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
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return
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}
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if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
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logger.Error("修改订单状态失败:", orderSn, " err:", err)
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return
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}
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handleFutOrderByType(db, preOrder, orderStatus)
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}
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// 合约回调
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func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) {
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switch {
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//主单成交
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case preOrder.OrderType == 0 && orderStatus == 6:
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handleFutMainOrderFilled(db, preOrder)
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//止盈成交
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case preOrder.OrderType == 1 && orderStatus == 6:
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handleTakeProfit(db, preOrder)
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//止损成交
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case preOrder.OrderType == 2 && orderStatus == 6:
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handleStopLoss(db, preOrder)
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//平仓成交
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case preOrder.OrderType == 3 && orderStatus == 6:
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handleClosePosition(db, preOrder)
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}
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}
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// 平仓单成交
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func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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panic("unimplemented")
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}
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// 止损单成交
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func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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// 获取主订单
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order, err := GetOrderById(db, preOrder.Pid)
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if err != nil {
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logger.Errorf("止损单成交 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err)
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return
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}
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// 检查订单类型
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if order.OrderCategory != 1 {
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if err := db.Model(&order).Where("pid =? AND order_status <9 AND order_type =0", preOrder.Pid).Error; err != nil {
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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)
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}
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return
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}
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// 修改主单状态
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if err := db.Model(&order).Where("id =? AND order_status < 9", preOrder.Pid).Error; err != nil {
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logger.Errorf("止损单成交 修改主单状态失败 订单号:%s err:%v", order.OrderSn, err)
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return
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}
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// 检查是否有对冲
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if order.CoverType <= 0 {
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return
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}
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// 获取交易对配置
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symbolName := utility.ReplaceSuffix(order.Symbol, order.QuoteSymbol, "USDT")
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tradeSet, err := GetTradeSet(symbolName, 1)
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if tradeSet.Coin == "" || err != nil {
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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)
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return
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}
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// 检查对冲单购买金额
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if order.HedgeBuyTotal.Cmp(decimal.Zero) <= 0 {
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logger.Errorf("止损单成交 对冲单购买金额为0 订单号:%s", order.OrderSn)
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return
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}
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// 获取系统设置
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setting, err := GetSystemSetting(db)
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if err != nil {
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logger.Errorf("止损单成交 获取系统设置失败 订单号:%s err:%v", order.OrderSn, err)
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return
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}
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// 获取API信息
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apiInfo, err := GetChildApiInfo(order.ApiId)
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if err != nil {
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logger.Errorf("止损单成交 获取api信息失败 订单号:%s err:%v", order.OrderSn, err)
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return
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}
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// 计算价格
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price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
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if order.CoverType == 2 {
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price = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
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}
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if price.Cmp(decimal.Zero) <= 0 {
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logger.Errorf("单价异常 price:%v 止损单编号:%s 行情:%v", price, order.OrderSn, tradeSet)
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return
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}
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// 创建对冲订单
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hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder := createHedgeOrders(order, price, &tradeSet, &apiInfo, &setting)
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orders := []DbModels.LinePreOrder{hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder}
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// 批量插入订单
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if err := db.Model(&DbModels.LinePreOrder{}).CreateInBatches(orders, 1).Error; err != nil {
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logger.Errorf("主单止损 重下对冲失败，止损单id：%s err:%v", order.OrderSn, err)
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return
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}
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// 调用API下单
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if err := placeFutOrder(db, hedgeOrder, price, &apiInfo); err != nil {
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logger.Errorf("主单止损 重下对冲失败，止损单号：%s err:%v", order.OrderSn, err)
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}
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}
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// 创建对冲订单
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func createHedgeOrders(order DbModels.LinePreOrder, price decimal.Decimal, tradeSet *models2.TradeSet, apiInfo *DbModels.LineApiUser, setting *DbModels.LineSystemSetting) (DbModels.LinePreOrder, DbModels.LinePreOrder, DbModels.LinePreOrder) {
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hedgeOrder := DbModels.LinePreOrder{
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ApiId: apiInfo.Id,
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ExchangeType: order.ExchangeType,
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Pid: order.Pid,
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Symbol: order.Symbol,
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SymbolType: global.SYMBOL_FUTURES,
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SignPrice: order.Price,
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SignPriceType: "new",
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Rate: "0",
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BuyPrice: order.HedgeBuyTotal.String(),
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OrderCategory: 2,
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OrderSn: utility.Int64ToString(snowflakehelper.GetOrderId()),
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OrderType: 0,
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CoverType: 0,
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MainOrderType: order.HedgeOrderType,
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}
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hedgeStoplossOrder := order
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hedgeTakeProfitOrder := order
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if order.Site == "BUY" {
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hedgeOrder.Site = "SELL"
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hedgeStoplossOrder.Site = "BUY"
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hedgeTakeProfitOrder.Site = "BUY"
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} else {
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hedgeOrder.Site = "BUY"
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hedgeStoplossOrder.Site = "SELL"
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hedgeTakeProfitOrder.Site = "SELL"
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}
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// 计算止盈止损价格
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if hedgeOrder.Site == "BUY" {
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hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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} else {
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hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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if hedgeOrder.MainOrderType == "LIMIT" {
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coverRate := utility.StrToDecimal(setting.CoverOrderTypeBRate)
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price = price.Mul(decimal.NewFromInt(1).Add(coverRate)).Truncate(int32(tradeSet.PriceDigit))
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}
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num := order.HedgeBuyTotal.Div(price).Truncate(int32(tradeSet.AmountDigit))
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hedgeOrder.Price = price.String()
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hedgeOrder.Num = num.String()
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hedgeStoplossOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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hedgeStoplossOrder.Rate = order.HedgeStopLoss.String()
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hedgeStoplossOrder.Num = num.String()
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hedgeTakeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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hedgeTakeProfitOrder.Rate = order.HedgeTakeProfit.String()
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hedgeTakeProfitOrder.Num = num.String()
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return hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder
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}
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// 调用合约API下单
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func placeFutOrder(db *gorm.DB, hedgeOrder DbModels.LinePreOrder, price decimal.Decimal, apiInfo *DbModels.LineApiUser) error {
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futApi := FutRestApi{}
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params := FutOrderPlace{
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ApiId: apiInfo.Id,
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Symbol: hedgeOrder.Symbol,
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Side: hedgeOrder.Site,
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Quantity: utility.StrToDecimal(hedgeOrder.Num),
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Price: price,
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NewClientOrderId: hedgeOrder.OrderSn,
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SideType: hedgeOrder.MainOrderType,
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OrderType: hedgeOrder.MainOrderType,
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}
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return futApi.OrderPlace(db, params)
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}
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// 止盈单成交
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func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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if preOrder.OrderCategory == 1 {
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//主单止盈成交
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", preOrder.Pid).Update("order_type", 3).Error; err != nil {
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logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err)
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}
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} else {
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//对冲单止盈成交
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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 {
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logger.Errorf("对冲止盈成功修改主单状态失败 订单号：%s:", err)
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}
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}
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}
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// 主单成交 处理止盈止损订单
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// preOrder 主单
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func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
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orders := []models.LinePreOrder{}
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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 {
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logger.Error("订单回调查询止盈止损单失败:", err)
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return
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}
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futApi := FutRestApi{}
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num, _ := decimal.NewFromString(preOrder.Num)
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tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
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if tradeSet.Coin == "" {
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logger.Error("获取交易对失败")
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return
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}
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for i, order := range orders {
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if i >= 2 { // 最多处理 2 个订单
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break
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}
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num = num.Truncate(int32(tradeSet.AmountDigit))
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if err := db.Model(&order).Update("num", num).Error; err != nil {
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logger.Errorf("修改止盈止损数量失败 订单号:%s err:%v", order.OrderSn, err)
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}
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switch order.OrderType {
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case 1: // 止盈
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processFutTakeProfitOrder(db, futApi, order, num)
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case 2: // 止损
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processFutStopLossOrder(order)
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}
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}
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}
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// 处理止盈订单
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func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) {
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price, _ := decimal.NewFromString(order.Price)
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params := FutOrderPlace{
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ApiId: order.ApiId,
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Symbol: order.Symbol,
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Side: order.Site,
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Price: price,
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Quantity: num,
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OrderType: "TAKE_PROFIT_LIMIT",
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StopPrice: price,
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NewClientOrderId: order.OrderSn,
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}
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err := futApi.OrderPlace(db, params)
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if err != nil {
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for x := 0; x < 5; x++ {
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if strings.Contains(err.Error(), "LOT_SIZE") {
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break
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}
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err = futApi.OrderPlace(db, params)
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if err == nil {
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break
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}
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}
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}
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if err != nil {
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logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err)
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
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Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
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logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
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}
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} else {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status =0", order.Id).
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Updates(map[string]interface{}{"status": "1", "num": num.String()}).Error; err != nil {
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logger.Error("合约止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
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}
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}
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}
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// 处理止损订单
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// order 止损单
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func processFutStopLossOrder(order models.LinePreOrder) error {
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price := utility.StrToDecimal(order.Price)
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stopLoss := dto.StopLossRedisList{
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Id: order.Id,
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PId: order.Pid,
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ApiId: order.ApiId,
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OrderTye: order.OrderType,
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OrderCategory: order.OrderCategory,
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Price: price,
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SymbolType: order.SymbolType,
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Symbol: order.Symbol,
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Site: order.Site,
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}
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stoplossVal, _ := sonic.MarshalString(&stopLoss)
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stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
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if stoplossVal == "" {
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return errors.New("stoplossVal is empty")
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}
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if err := helper.DefaultRedis.RPushList(stoplossKey, stoplossVal); err != nil {
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return err
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}
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return nil
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}
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Reference in New Issue
Block a user