1、减仓策略
2、减仓后减仓节点(60%)
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134
services/binanceservice/reduce_order_strategy_service.go
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134
services/binanceservice/reduce_order_strategy_service.go
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package binanceservice
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import (
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"fmt"
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"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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"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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// 缓存减仓节点和重新生成
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// reduceOrder:原始减仓单
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// reduceOrderStrategy:减仓策略
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func CacheOrderStrategyAndReCreate(db *gorm.DB, reduceOrder ReduceListItem, symbolType int, tradeSet models2.TradeSet, setting models.LineSystemSetting) error {
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reduceOrderStrategy := models.LineReduceStrategy{}
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var key string
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if symbolType == 1 {
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key = fmt.Sprintf(rediskey.SpotOrderReduceStrategyList, global.EXCHANGE_BINANCE)
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} else {
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key = fmt.Sprintf(rediskey.FutOrderReduceStrategyList, global.EXCHANGE_BINANCE)
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}
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if err := db.Model(&reduceOrderStrategy).Where("order_id =?", reduceOrder.Id).Find(reduceOrderStrategy).Error; err != nil {
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logger.Errorf("获取减仓策略失败,err:%v", err)
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return err
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}
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if reduceOrderStrategy.Id > 0 {
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strategyCache := dto.LineOrderReduceStrategyResp{
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OrderId: reduceOrder.Id,
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}
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for _, item := range reduceOrderStrategy.Items {
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var rate decimal.Decimal
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var triggerRate decimal.Decimal
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if reduceOrder.Side == "BUY" {
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rate = (decimal.NewFromInt(100).Sub(item.LossPercent)).Div(decimal.NewFromInt(100))
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if setting.ReduceEarlyTriggerPercent.Cmp(decimal.Zero) > 0 {
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triggerRate = rate.Add(setting.ReduceEarlyTriggerPercent.Div(decimal.NewFromInt(100)))
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} else {
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triggerRate = rate
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}
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} else {
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rate = (decimal.NewFromInt(100).Add(item.LossPercent)).Div(decimal.NewFromInt(100))
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if setting.ReduceEarlyTriggerPercent.Cmp(decimal.Zero) > 0 {
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triggerRate = rate.Sub(setting.ReduceEarlyTriggerPercent.Div(decimal.NewFromInt(100)))
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} else {
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triggerRate = rate
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}
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}
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price := reduceOrder.Price.Mul(rate).Truncate(int32(tradeSet.PriceDigit))
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triggerPrice := reduceOrder.Price.Mul(triggerRate).Truncate(int32(tradeSet.PriceDigit))
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strategyCache.Items = append(strategyCache.Items, dto.LineOrderReduceStrategyRespItem{
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LossPercent: item.LossPercent,
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OrderType: item.OrderType,
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Price: price,
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TriggerPrice: triggerPrice,
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})
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}
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str, _ := sonic.MarshalString(reduceOrderStrategy)
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if str != "" {
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if err := helper.DefaultRedis.SetString(key, str); err != nil {
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logger.Errorf("减仓单缓存减仓策略,err:%v", err)
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}
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}
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}
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return nil
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}
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// 根据订单id获取订单减仓策略
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func GetReduceStrategyById(db *gorm.DB, orderId int) (models.LineOrderReduceStrategy, error) {
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result := models.LineOrderReduceStrategy{}
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if err := db.Model(result).Where("order_id =?", orderId).Select("id", "order_id").First(&result).Error; err != nil {
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return result, err
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}
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return result, nil
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}
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// 减仓单成功回调
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func ReduceCallBack(db *gorm.DB, preOrder *models.LinePreOrder) error {
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reduceOrderId := preOrder.Id
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var key string
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if preOrder.ReduceOrderId > 0 {
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reduceOrderId = preOrder.ReduceOrderId
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}
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switch preOrder.SymbolType {
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case 1:
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key = fmt.Sprintf(rediskey.SpotOrderReduceStrategyList, global.EXCHANGE_BINANCE)
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case 2:
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key = fmt.Sprintf(rediskey.FutOrderReduceStrategyList, global.EXCHANGE_BINANCE)
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default:
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return fmt.Errorf("交易对类型错误")
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}
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arrays, _ := helper.DefaultRedis.GetAllList(key)
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cache := dto.LineOrderReduceStrategyResp{}
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for _, v := range arrays {
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sonic.Unmarshal([]byte(v), &cache)
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if cache.OrderId == reduceOrderId {
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if _, err := helper.DefaultRedis.LRem(key, v); err != nil {
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logger.Errorf("移除减仓单减仓策略失败redis err:%v", err)
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}
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}
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}
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orderReduceStrategy, _ := GetReduceStrategyById(db, reduceOrderId)
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if orderReduceStrategy.Id > 0 {
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if err := db.Model(&orderReduceStrategy).Update("actived", 1).Error; err != nil {
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logger.Errorf("更新减仓单减仓策略状态失败 order_id:%d err:%v", orderReduceStrategy.OrderId, err)
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}
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}
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return nil
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}
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