admin/exchange_go
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1、累计亏损

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This commit is contained in:
hucan
2025-03-03 17:35:41 +08:00
parent a1a390aa9c
commit ca92638554
5 changed files with 65 additions and 28 deletions
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18
services/binanceservice/commonservice.go
View File

@ -422,8 +422,8 @@ func savePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) positiondto.Posi
SymbolType: preOrder.SymbolType,
Symbol: preOrder.Symbol,
Price: utility.StrToDecimal(preOrder.Price),
Side: preOrder.Site,
Quantity: utility.StrToDecimal(preOrder.Num),
// Side: preOrder.Site,
Quantity: utility.StrToDecimal(preOrder.Num),
}
switch {
@ -436,8 +436,16 @@ func savePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) positiondto.Posi
}
//减仓单 数量为负
if preOrder.OrderType == 4 {
if preOrder.OrderType != 0 {
if preOrder.Site == "BUY" {
positionReq.Side = "SELL"
} else {
positionReq.Side = "BUY"
}
positionReq.Quantity = positionReq.Quantity.Mul(decimal.NewFromInt(-1))
} else {
positionReq.Side = preOrder.Site
}
positionData, err := positionManage.SavePosition(&positionReq, global.EXCHANGE_BINANCE)
@ -453,9 +461,9 @@ func getOpenPositionMainOrderId(db *gorm.DB, newId, apiId, symbolType int, excha
mainOrders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&DbModels.LinePreOrder{}).
Where("api_id =? AND status>4 AND status<7 AND symbol=? AND symbol_type =? AND side= ? AND exchange_type=? AND id!=?",
Where("api_id =? AND status>4 AND status<7 AND symbol=? AND symbol_type =? AND site= ? AND exchange_type=? AND id!=?",
apiId, symbol, symbolType, side, exchangeType, newId).
Select("id", "order_sn").Find(&mainOrders).Error; err != nil {
Select("id", "main_id", "order_sn").Find(&mainOrders).Error; err != nil {
return nil, err
}

7
services/binanceservice/futuresjudgeservice.go
View File

@ -87,13 +87,6 @@ func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi
return
}
//判断是否有已触发交易对
count, _ := GetSymbolTriggerCount(db, v.Symbol, v.ApiId, 2)
if count > 0 {
return
}
price, _ := decimal.NewFromString(v.Price)
num, _ := decimal.NewFromString(preOrder.Num)

18
services/binanceservice/futuresrest.go
View File

@ -160,7 +160,7 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if v.OrderType == 1 {
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(totalNum).Div(price)
percentag := positionData.TotalLoss.Div(totalNum).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
v.Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100))
@ -434,6 +434,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
// 获取和保存持仓数据
positionData := savePosition(db, preOrder)
orderExt := models.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", preOrder.Id).First(&orderExt)
num := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet).Truncate(int32(tradeSet.AmountDigit))
// 更新订单数量并处理止盈、止损、减仓
@ -449,7 +450,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
case 1: // 止盈
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(num).Div(price)
percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
order.Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100))
@ -492,8 +493,13 @@ func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, pr
mainIds := []int{}
for _, mainOrder := range mainOrders {
removeFutLossAndAddPosition(mainOrder.Id, mainOrder.OrderSn)
mainIds = append(mainIds, mainOrder.Id)
mainId := mainOrder.Id
if mainOrder.MainId > 0 {
mainId = mainOrder.MainId
}
removeFutLossAndAddPosition(mainId, mainOrder.OrderSn)
mainIds = append(mainIds, mainId)
}
if len(mainIds) > 0 {
@ -512,6 +518,10 @@ func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, pr
logger.Errorf("批量取消订单失败 orderSns:%v", item)
}
}
if err := db.Exec("UPDATE line_pre_order SET `status`=4, `desc`=CONCAT(`desc`, ' 新单触发取消') WHERE id IN ? AND `status` =6", mainIds).Error; err != nil {
logger.Errorf("合约 新下单成功后更新主单取消状态失败, 新主单号：%s, 错误信息：%v", preOrder.MainId, err)
}
}
return nil
}

29
services/binanceservice/spotreset.go
View File

@ -211,7 +211,7 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if orders[index].OrderType == 1 {
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(totalNum).Div(price)
percentag := positionData.TotalLoss.Div(totalNum).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
orders[index].Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100))
@ -429,11 +429,11 @@ func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return err
}
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0").Update("status", 4).Error; err != nil {
logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新取消状态失败:%v", preOrder.OrderSn, err)
// if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0",).Update("status", 4).Error; err != nil {
// logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新取消状态失败:%v", preOrder.OrderSn, err)
return err
}
// return err
// }
return nil
})
@ -522,8 +522,19 @@ func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
mainOrders, _ := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site)
if len(mainOrders) > 0 {
mainIds := []int{}
for _, mainOrder := range mainOrders {
removeSpotLossAndAddPosition(mainOrder.Id, mainOrder.OrderSn)
mainId := mainOrder.Id
if mainOrder.MainId > 0 {
mainId = mainOrder.MainId
}
removeSpotLossAndAddPosition(mainId, mainOrder.OrderSn)
if !utility.ContainsInt(mainIds, mainId) {
mainIds = append(mainIds, mainId)
}
}
spotApi := SpotRestApi{}
@ -531,6 +542,10 @@ func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if err != nil {
logger.Errorf("取消未成交订单失败, 交易对:%s 主单号：%s, 错误信息：%v", preOrder.Symbol, preOrder.MainId, err)
} else if len(mainIds) > 0 {
if err := db.Exec("UPDATE line_pre_order SET status=4,desc=desc +' 新单触发取消' WHERE id IN ? AND status =6", mainIds).Error; err != nil {
logger.Errorf("新下单成功后更新主单取消状态失败, 新主单号：%s, 错误信息：%v", preOrder.MainId, err)
}
}
}
}
@ -658,7 +673,7 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
case 1: // 止盈
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(num).Div(price)
percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
order.Rate = percentag.String()
percentag = percentag.Div(decimal.NewFromInt(100))

21
services/positionservice/position_management.go
View File

@ -56,20 +56,31 @@ func (e *BinancePositionManagement) SavePosition(data *positiondto.PositionAddRe
}
var totalLoss decimal.Decimal
if result.LastPrice.Cmp(decimal.Zero) > 0 {
switch {
//多 买入
case data.PositionSide == "LONG":
totalLoss = result.LastPrice.Sub(data.Price).Abs().Mul(result.Quantity)
totalLoss = result.LastPrice.Sub(data.Price).Mul(result.Quantity)
if data.Price.Cmp(result.LastPrice) < 0 {
result.LastPrice = data.Price
}
case data.PositionSide == "SHORT":
totalLoss = data.Price.Sub(result.LastPrice).Abs().Mul(result.Quantity)
totalLoss = data.Price.Sub(result.LastPrice).Mul(result.Quantity)
if data.Price.Cmp(result.LastPrice) > 0 {
result.LastPrice = data.Price
}
}
} else {
//默认没有金额的时候
result.LastPrice = data.Price
}
if totalLoss.Cmp(decimal.Zero) > 0 {
result.TotalLoss = result.TotalLoss.Add(totalLoss)
}
result.LastPrice = data.Price
result.TotalLoss = result.TotalLoss.Add(totalLoss)
result.Quantity = data.Quantity.Add(result.Quantity)
dataVal, _ := sonic.MarshalString(result)