1、减仓策略
2、减仓后减仓节点（60%）
This commit is contained in:
232
services/binanceservice/strategy_order_service.go
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232
services/binanceservice/strategy_order_service.go
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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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"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/services/cacheservice"
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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/sdk/service"
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"github.com/shopspring/decimal"
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)
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type BinanceStrategyOrderService struct {
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service.Service
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}
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// 判断是否触发波段订单
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func (e *BinanceStrategyOrderService) TriggerStrategyOrder(exchangeType string) {
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//现货
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orderStrs, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.StrategyFutOrderList, exchangeType))
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e.DoJudge(orderStrs, 1, exchangeType)
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//合约
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futOrdedrStrs, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.StrategyFutOrderList, exchangeType))
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e.DoJudge(futOrdedrStrs, 2, exchangeType)
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}
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// 处理订单
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func (e *BinanceStrategyOrderService) DoJudge(orderStrs []string, symbolType int, exchangeType string) {
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for _, orderStr := range orderStrs {
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var lockKey string
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orderItem := dto.StrategyOrderRedisList{}
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err := sonic.Unmarshal([]byte(orderStr), &orderItem)
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if err != nil || orderItem.Symbol == "" {
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continue
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}
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if symbolType == 1 {
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lockKey = rediskey.StrategySpotTriggerLock
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} else {
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lockKey = rediskey.StrategyFutTriggerLock
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}
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lock := helper.NewRedisLock(fmt.Sprintf(lockKey, orderItem.ApiId, orderItem.Symbol), 200, 50, 100*time.Millisecond)
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if ok, err := lock.AcquireWait(context.Background()); err != nil {
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e.Log.Debug("获取锁失败", err)
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return
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} else if ok {
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defer lock.Release()
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//判断是否符合条件
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success, err := e.JudgeStrategy(orderItem, 1, exchangeType)
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if err != nil {
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e.Log.Errorf("order_id:%d err:%v", orderItem.Id, err)
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}
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if success {
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e.TriggerOrder(orderItem, symbolType)
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}
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}
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}
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}
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// 判断是否符合触发条件
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func (e *BinanceStrategyOrderService) JudgeStrategy(order dto.StrategyOrderRedisList, symbolType int, exchangeType string) (bool, error) {
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var symbolKey string
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result := false
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nowUtc := time.Now().UnixMilli()
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switch symbolType {
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case 1:
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symbolKey = fmt.Sprintf(rediskey.SpotTickerLastPrice, exchangeType, order.Symbol)
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case 2:
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symbolKey = fmt.Sprintf(rediskey.FutureTickerLastPrice, exchangeType, order.Symbol)
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}
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lastUtc := nowUtc - (int64(order.TimeSlotStart) * 60 * 1000)
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beforePrice, _ := helper.DefaultRedis.GetNextAfterScore(symbolKey, float64(lastUtc))
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lastPrices, _ := helper.DefaultRedis.GetLastSortSet(symbolKey)
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if beforePrice == "" || len(lastPrices) == 0 {
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return result, errors.New("获取交易对起止价格失败")
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}
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score := lastPrices[0].Score
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startPrice := utility.StrToDecimal(beforePrice)
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lastPrice := utility.StrToDecimal(lastPrices[0].Member.(string))
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//时间差超过10s
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if (nowUtc-int64(score))/1000 > 10 {
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return result, fmt.Errorf("时间差超过 %ss", "10")
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}
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if startPrice.Cmp(decimal.Zero) == 0 || lastPrice.Cmp(decimal.Zero) == 0 {
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return result, errors.New("获取交易对起止价格有一个为0")
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}
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percentag := lastPrice.Div(startPrice).Sub(decimal.NewFromInt(1)).Truncate(6)
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//价格没有变动
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if percentag.Cmp(decimal.Zero) == 0 {
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return result, nil
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}
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//满足条件
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switch order.CompareType {
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case 1:
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result = percentag.Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) > 0
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case 2:
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result = percentag.Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) >= 0
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case 5:
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result = percentag.Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) == 0
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default:
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return result, errors.New("没有对应的类型")
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}
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return result, nil
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}
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// 触发委托单
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func (e *BinanceStrategyOrderService) TriggerOrder(order dto.StrategyOrderRedisList, symbolType int) error {
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orders := make([]models.LinePreOrder, 0)
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if err := e.Orm.Model(&models.LinePreOrder{}).Where("main_id =?", order.Id).Find(&orders).Error; err != nil {
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e.Log.Errorf("order_id:%d 获取委托单失败:%s", order.Id, err.Error())
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return err
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}
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setting, _ := cacheservice.GetSystemSetting(e.Orm)
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if setting.Id == 0 {
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return errors.New("获取系统设置失败")
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}
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tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, symbolType)
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if tradeSet.Coin == "" {
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return errors.New("获取交易对行情失败")
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}
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lastPrice := utility.StrToDecimal(tradeSet.LastPrice)
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if lastPrice.Cmp(decimal.Zero) <= 0 {
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return errors.New("最新成交价小于等于0")
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}
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var mainOrder models.LinePreOrder
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for _, v := range orders {
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if v.MainId == 0 {
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mainOrder = v
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break
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}
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}
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GetOrderByPid(&mainOrder, orders, mainOrder.Id)
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return nil
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}
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// 重新计算订单单价、数量
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// tradeSet 交易对行情
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// mainOrder 主订单
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// setting 系统设置
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func (e *BinanceStrategyOrderService) RecalculateOrder(tradeSet models2.TradeSet, mainOrder *models.LinePreOrder, setting models.LineSystemSetting) error {
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exts := make([]models.LinePreOrderExt, 0)
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if err := e.Orm.Model(models.LinePreOrderExt{}).Where("main_id =?", mainOrder.Id).Find(&exts).Error; err != nil {
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return errors.New("获取拓展信息失败")
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}
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lastPrice := utility.StrToDecimal(tradeSet.LastPrice)
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rate := utility.StrToDecimal(mainOrder.Rate)
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newPrice := lastPrice.Mul(decimal.NewFromInt(1).Add(rate.Div(decimal.NewFromInt(100)).Truncate(4))).Truncate(int32(tradeSet.PriceDigit))
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buyPrice := utility.StrToDecimal(mainOrder.BuyPrice)
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totalNum := buyPrice.Div(newPrice).Truncate(int32(tradeSet.AmountDigit))
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mainOrder.SignPrice = lastPrice.String()
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mainOrder.Price = newPrice.String()
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mainOrder.Num = totalNum.String()
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for index := range mainOrder.Childs {
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//主单止盈
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if mainOrder.Child[index].OrderType == 1 {
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var ext models.LinePreOrderExt
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for _, v := range exts {
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if v.OrderId == mainOrder.Child[index].Id {
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ext = v
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break
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}
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}
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if ext.Id > 0 {
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var percent decimal.Decimal
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//多
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if mainOrder.Site == "BUY" {
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percent = decimal.NewFromInt(100).Add(ext.TakeProfitRatio)
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} else {
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percent = decimal.NewFromInt(100).Sub(ext.StopLossRatio)
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}
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childPrice := lastPrice.Mul(percent.Div(decimal.NewFromInt(100).Truncate(4))).Truncate(int32(tradeSet.PriceDigit))
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mainOrder.Child[index].Price = childPrice.String()
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}
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} else {
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//todo 重新计算
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}
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}
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return nil
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}
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// 递归订单树
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func GetOrderByPid(order *models.LinePreOrder, orders []models.LinePreOrder, pid int) {
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for _, v := range orders {
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if v.Pid == pid {
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GetOrderByPid(&v, orders, v.Id)
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order.Childs = append(order.Childs, v)
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}
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}
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}
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