1、减仓策略

2、减仓后减仓节点(60%)
This commit is contained in:
2025-04-03 18:32:23 +08:00
parent 0b95e32655
commit cdd3f951a2
41 changed files with 2944 additions and 406 deletions

View File

@ -10,6 +10,7 @@ import (
"go-admin/common/global"
"go-admin/common/helper"
"go-admin/models"
"go-admin/services/cacheservice"
"strings"
"time"
@ -151,19 +152,37 @@ func JudgeFuturesReduce(trade models.TradeSet) {
key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
reduceVal, _ := helper.DefaultRedis.GetAllList(key)
if len(reduceVal) == 0 {
return
}
db := GetDBConnection()
futApi := FutRestApi{}
setting, err := GetSystemSetting(db)
setting, err := cacheservice.GetSystemSetting(db)
if err != nil {
log.Error("获取系统设置失败")
return
}
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//减仓单减仓策略
orderReduceVal, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.SpotOrderReduceStrategyList, global.EXCHANGE_BINANCE))
reduceOrderStrategy := dto.LineOrderReduceStrategyResp{}
for _, item := range orderReduceVal {
sonic.Unmarshal([]byte(item), &reduceOrderStrategy)
for _, item2 := range reduceOrderStrategy.Items {
if reduceOrderStrategy.Symbol == trade.Coin+trade.Currency {
//买入
if item2.TriggerPrice.Cmp(decimal.Zero) > 0 &&
tradePrice.Cmp(decimal.Zero) > 0 &&
((strings.ToUpper(reduceOrderStrategy.Side) == "SELL" && item2.TriggerPrice.Cmp(tradePrice) >= 0) ||
(strings.ToUpper(reduceOrderStrategy.Side) == "BUY" && item2.TriggerPrice.Cmp(tradePrice) <= 0)) {
//todo 生成订单并触发
// SpotReduceTrigger(db, reduceOrder, spotApi, setting, key, item)
}
}
}
}
for _, item := range reduceVal {
reduceOrder := ReduceListItem{}
if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil {
@ -173,7 +192,6 @@ func JudgeFuturesReduce(trade models.TradeSet) {
if reduceOrder.Symbol == trade.Coin+trade.Currency {
orderPrice := reduceOrder.Price
tradePrice, _ := decimal.NewFromString(trade.LastPrice)
//买入
if orderPrice.Cmp(decimal.Zero) > 0 &&
tradePrice.Cmp(decimal.Zero) > 0 &&
@ -188,7 +206,7 @@ func JudgeFuturesReduce(trade models.TradeSet) {
// 触发合约减仓
func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRestApi, setting DbModels.LineSystemSetting, key, item string) {
tradeSet, _ := GetTradeSet(reduceOrder.Symbol, 1)
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, reduceOrder.Symbol, 1)
if tradeSet.LastPrice == "" {
return
@ -239,17 +257,6 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
positionSide = "LONG"
}
// params := FutOrderPlace{
// ApiId: reduceOrder.ApiId,
// Side: reduceOrder.Side,
// OrderType: "STOP",
// Symbol: reduceOrder.Symbol,
// Price: price,
// StopPrice: price,
// Quantity: num,
// NewClientOrderId: reduceOrder.OrderSn,
// }
if err := futApi.ClosePositionLoop(reduceOrder.Symbol, reduceOrder.OrderSn, num, reduceOrder.Side, positionSide, apiInfo, "LIMIT", "0", price, 3); err != nil {
log.Errorf("合约减仓挂单失败 id%s err:%v", reduceOrder.Id, err)
@ -267,6 +274,9 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
Where("id = ? AND status =0", reduceOrder.Id).Updates(map[string]interface{}{"status": 1}).Error; err != nil {
log.Errorf("合约减仓更新状态失败 id%s err:%v", reduceOrder.Id, err)
}
//处理减仓单减仓策略
CacheOrderStrategyAndReCreate(db, reduceOrder, 2, tradeSet, setting)
}
if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
@ -322,8 +332,8 @@ func FutAddPositionTrigger(db *gorm.DB, v *AddPositionList, item string, futApi
} else if ok {
defer lock.Release()
setting, _ := GetSystemSetting(db)
tradeSet, _ := GetTradeSet(v.Symbol, 1)
setting, _ := cacheservice.GetSystemSetting(db)
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, v.Symbol, 1)
if tradeSet.LastPrice == "" {
log.Errorf("合约加仓触发 查询交易对失败 交易对:%s ordersn:%s", v.Symbol, v.OrderSn)