admin/exchange_go
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1、重写

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This commit is contained in:
hucan
2025-02-06 18:03:09 +08:00
parent 07847a2d9e
commit c0b8749eef
15 changed files with 546 additions and 720 deletions
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239
services/binanceservice/spotreset.go
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@ -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) {