admin/exchange_go
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1、合约止盈止损单在减仓单成交之后再取消

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This commit is contained in:
hucan
2025-04-11 09:06:09 +08:00
parent a9fc1c87f5
commit d4c8e692a7
10 changed files with 142 additions and 86 deletions
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1
app/admin/service/line_pre_order.go
View File

@ -1015,7 +1015,6 @@ func createPreReduceOrder(preOrder *models.LinePreOrder, ext models.LinePreOrder
stopOrder.OrderType = 4
stopOrder.Status = 0
stopOrder.Rate = ext.PriceRatio.String()
stopOrder.Num = ext.TotalAfter.Sub(ext.TotalBefore).Abs().Truncate(int32(tradeSet.AmountDigit)).String()
stopOrder.BuyPrice = "0"
stopOrder.Rate = ext.PriceRatio.String()

4
common/const/rediskey/redis_key.go
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@ -95,9 +95,9 @@ const (
)
const (
//现货最后成交价 sort set {exchangeType,symbol}
//现货最后成交价 sort set key:={exchangeType,symbol} content:={utc:price}
SpotTickerLastPrice = "spot_ticker_last_price:%s:%s"
//合约最后成交价 sort set {exchangeType,symbol}
//合约最后成交价 sort set {exchangeType,symbol} content:={utc:price}
FutureTickerLastPrice = "fut_ticker_last_price:%s:%s"
//允许缓存交易对价格的交易对 list

2
services/binanceservice/futures_judge_service_test.go
View File

@ -28,7 +28,7 @@ func TestFutureJudge(t *testing.T) {
// }
key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
item := `{"id":50,"apiId":49,"mainId":47,"pid":47,"symbol":"ADAUSDT","price":"0.5936","side":"SELL","num":"12","orderSn":"397913127842217984"}`
item := `{"id":10,"apiId":49,"mainId":7,"pid":7,"symbol":"ADAUSDT","price":"0.6244","side":"BUY","num":"12","orderSn":"398690240274890752"}`
reduceOrder := ReduceListItem{}
futApi := FutRestApi{}
setting, err := cacheservice.GetSystemSetting(db)

44
services/binanceservice/futuresbinancerest.go
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@ -555,50 +555,6 @@ func (e FutRestApi) OrderPlace(orm *gorm.DB, params FutOrderPlace) error {
return nil
}
// ClosePositionB 平仓B对应的交易对
// bApiUserInfo B 账户api-user信息
// symbol 需要平仓的交易对
// closeType 平仓模式 ALL = 全平 reduceOnly = 只减仓
// func (e FutRestApi) ClosePositionB(orm *gorm.DB, bApiUserInfo *DbModels.LineApiUser, symbol string, closeType string) error {
// if bApiUserInfo == nil {
// return errors.New("缺失平仓账户信息")
// }
// if symbol == "" {
// return errors.New("缺失平仓交易对信息")
// }
// risks, err := e.GetPositionV3(bApiUserInfo, symbol)
// if err != nil {
// return err
// }
// for _, risk := range risks {
// if risk.Symbol == strings.ToUpper(symbol) {
// //持仓数量
// positionAmt, _ := decimal.NewFromString(risk.PositionAmt)
// side := "BUY"
// if positionAmt.GreaterThan(decimal.Zero) {
// side = "SELL"
// }
// var closeAmt decimal.Decimal
// if strings.ToUpper(closeType) == "ALL" { //全部平仓
// closeAmt = positionAmt
// } else {
// //如果是只减仓的话 数量=仓位数量*比例
// closeAmt = positionAmt.Mul(decimal.NewFromFloat(reduceOnlyRate))
// }
// err = e.ClosePosition(symbol, closeAmt, side, *bApiUserInfo, "MARKET", "", decimal.Zero)
// if err != nil {
// return err
// }
// orm.Model(&DbModels.LinePreOrder{}).Where("api_id = ? AND symbol = ?", bApiUserInfo.Id, symbol).Updates(map[string]interface{}{
// "status": "6",
// })
// }
// }
// return nil
// }
// 获取合约 持仓价格、数量
// symbol:交易对
// side:方向

5
services/binanceservice/futuresjudgeservice.go
View File

@ -277,9 +277,10 @@ func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRes
} else if ok {
defer lock.Release()
takeOrders := make([]DbModels.LinePreOrder, 0)
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type IN (1,2,4) AND status IN (1,5)", reduceOrder.MainId).Find(&takeOrders).Error; err != nil {
//只取消减仓单 止盈止损减仓成功后取消
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type IN 4 AND status IN (1,5)", reduceOrder.MainId).Find(&takeOrders).Error; err != nil {
log.Error("查询止盈单失败")
return false
// return false
}
var hasrecord bool

32
services/binanceservice/futuresrest.go
View File

@ -158,6 +158,8 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return
}
//取消委托中的止盈止损
cancelTakeProfitByReduce(db, apiUserInfo, preOrder.Symbol, preOrder.MainId, preOrder.SymbolType)
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutReducecCallback, preOrder.ApiId, preOrder.Symbol), 120, 20, 100*time.Millisecond)
if ok, err := lock.AcquireWait(context.Background()); err != nil {
@ -179,6 +181,36 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
}
// 减仓成功后取消止盈止损
func cancelTakeProfitByReduce(db *gorm.DB, apiUserInfo DbModels.LineApiUser, symbol string, mainId int, symbolType int) {
orders, err := GetSymbolTakeAndStop(db, mainId, symbolType)
futApi := FutRestApi{}
if err != nil {
logger.Errorf("mainId:%d 获取委托中的止盈止损失败:%v", mainId, err)
}
orderSns := make([]string, 0)
for _, v := range orders {
if v.OrderType != 1 && v.OrderType != 2 {
continue
}
orderSns = append(orderSns, v.OrderSn)
}
arr := utility.SplitSlice(orderSns, 10)
for _, v := range arr {
err := futApi.CancelBatchFutOrder(apiUserInfo, symbol, v)
if err != nil {
logger.Errorf("mainId:%d 取消止盈止损失败:%v", mainId, err)
}
}
}
// 减仓处理止盈止损
func FutTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder, apiUserInfo DbModels.LineApiUser, tradeSet models2.TradeSet,
positionData positiondto.PositionDto, orderExt DbModels.LinePreOrderExt, manualTakeRatio, manualStopRatio decimal.Decimal) bool {

2
services/binanceservice/orderservice.go
View File

@ -134,7 +134,7 @@ func GetTotalLossAmount(db *gorm.DB, mainId int) (decimal.Decimal, error) {
return totalLossAmountU, nil
}
// 获取交易对的 委托中的止盈止损
// 获取交易对的 委托中的止盈止损、减仓单
// mainId 主单id
// symbolType 交易对类型
func GetSymbolTakeAndStop(db *gorm.DB, mainId int, symbolType int) ([]models.LinePreOrder, error) {

100
services/binanceservice/strategy_order_service.go
View File

@ -12,9 +12,11 @@ import (
models2 "go-admin/models"
"go-admin/pkg/utility"
"go-admin/services/cacheservice"
"strings"
"time"
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/go-admin-team/go-admin-core/sdk/service"
"github.com/shopspring/decimal"
)
@ -95,8 +97,16 @@ func (e *BinanceStrategyOrderService) JudgeStrategy(order dto.StrategyOrderRedis
}
score := lastPrices[0].Score
startPrice := utility.StrToDecimal(beforePrice)
lastPrice := utility.StrToDecimal(lastPrices[0].Member.(string))
var startPrice decimal.Decimal
var lastPrice decimal.Decimal
startPriceArgs := strings.Split(beforePrice, ":")
endPricecArgs := strings.Split(lastPrices[0].Member.(string), ":")
if len(startPriceArgs) == 0 || len(endPricecArgs) == 0 {
return result, errors.New("获取交易对起止价格失败")
}
startPrice = utility.StrToDecimal(startPriceArgs[len(startPriceArgs)-1])
lastPrice = utility.StrToDecimal(endPricecArgs[len(endPricecArgs)-1])
//时间差超过10s
if (nowUtc-int64(score))/1000 > 10 {
@ -188,33 +198,81 @@ func (e *BinanceStrategyOrderService) RecalculateOrder(tradeSet models2.TradeSet
mainOrder.SignPrice = lastPrice.String()
mainOrder.Price = newPrice.String()
mainOrder.Num = totalNum.String()
remainQuantity := totalNum
for index := range mainOrder.Childs {
//主单止盈
if mainOrder.Child[index].OrderType == 1 {
var ext models.LinePreOrderExt
var ext models.LinePreOrderExt
for _, v := range exts {
if v.OrderId == mainOrder.Child[index].Id {
ext = v
break
}
}
if ext.Id <= 0 {
logger.Errorf("子订单ext不存在 id:%d", mainOrder.Child[index].Id)
continue
}
for _, v := range exts {
if v.OrderId == mainOrder.Child[index].Id {
ext = v
break
}
//主单止盈、止损
if mainOrder.Child[index].Pid == mainOrder.Child[index].MainId && (mainOrder.Child[index].OrderType == 1 || mainOrder.Child[index].OrderType == 2) {
var percent decimal.Decimal
switch {
// 加价
case mainOrder.Child[index].OrderType == 1 && mainOrder.Site == "BUY", mainOrder.Child[index].OrderType == 2 && mainOrder.Site == "SELL":
percent = decimal.NewFromInt(100).Add(ext.TakeProfitRatio)
//减价
case mainOrder.Child[index].OrderType == 2 && mainOrder.Site == "BUY", mainOrder.Child[index].OrderType == 1 && mainOrder.Site == "SELL":
percent = decimal.NewFromInt(100).Sub(ext.StopLossRatio)
}
if ext.Id > 0 {
var percent decimal.Decimal
//多
if mainOrder.Site == "BUY" {
percent = decimal.NewFromInt(100).Add(ext.TakeProfitRatio)
} else {
percent = decimal.NewFromInt(100).Sub(ext.StopLossRatio)
}
childPrice := lastPrice.Mul(percent.Div(decimal.NewFromInt(100).Truncate(4))).Truncate(int32(tradeSet.PriceDigit))
mainOrder.Child[index].Price = childPrice.String()
mainOrder.Child[index].Num = totalNum.String()
childPrice := lastPrice.Mul(percent.Div(decimal.NewFromInt(100).Truncate(4))).Truncate(int32(tradeSet.PriceDigit))
mainOrder.Child[index].Price = childPrice.String()
}
} else {
//todo 重新计算
lastNum := remainQuantity
//过期时间
if ext.ExpirateHour <= 0 {
mainOrder.Child[index].ExpireTime = time.Now().AddDate(10, 0, 0)
} else {
mainOrder.Child[index].ExpireTime = time.Now().Add(time.Hour * time.Duration(ext.ExpirateHour))
}
switch {
//加仓单
case mainOrder.Child[index].OrderType == 1 && mainOrder.Child[index].OrderCategory == 3:
var percentage decimal.Decimal
if mainOrder.Site == "BUY" {
percentage = decimal.NewFromInt(1).Sub(ext.PriceRatio.Div(decimal.NewFromInt(100)))
} else {
percentage = decimal.NewFromInt(1).Add(ext.PriceRatio.Div(decimal.NewFromInt(100)))
}
dataPrice := utility.StrToDecimal(mainOrder.Price).Mul(percentage).Truncate(int32(tradeSet.PriceDigit))
mainOrder.Child[index].Price = dataPrice.String()
if ext.AddPositionType == 1 {
buyPrice := utility.StrToDecimal(mainOrder.BuyPrice).Mul(utility.SafeDiv(ext.AddPositionVal, decimal.NewFromInt(100))).Truncate(2)
mainOrder.Child[index].Num = utility.SafeDiv(buyPrice, dataPrice).Truncate(int32(tradeSet.AmountDigit)).String()
} else {
mainOrder.Child[index].Num = utility.SafeDiv(ext.AddPositionVal.Truncate(2), dataPrice).Truncate(int32(tradeSet.AmountDigit)).String()
}
//加库存
lastNum = lastNum.Add(utility.StrToDecimal(mainOrder.Child[index].Num))
//todo 计算子订单
//减仓单
case mainOrder.Child[index].OrderType == 4:
// todo 计算
//减库存
lastNum = lastNum.Add(utility.StrToDecimal(mainOrder.Child[index].Num))
//todo 计算子订单
}
}
}
return nil

19
services/futureservice/binancemarket.go
View File

@ -162,14 +162,19 @@ func handleTickerAllMessage(msg []byte) {
}
}
//行情存储时间
lastUtc := utcTime - 1000*60*60
if _, err := helper.DefaultRedis.RemoveBeforeScore(lastPriceKey, float64(lastUtc)); err != nil {
log.Errorf("移除 合约交易对:%s %d之前的最新成交价失败,err:%v", symbol, lastUtc, err)
}
val, _ := helper.DefaultRedis.GetAllList(rediskey.CacheSymbolLastPrice)
if err := helper.DefaultRedis.AddSortSet(lastPriceKey, float64(utcTime), lastPrice.String()); err != nil {
log.Errorf("添加 合约交易对:%s %d之前的最新成交价失败,err:%v", symbol, lastUtc, err)
if utility.ContainsStr(val, symbol) {
//行情存储时间
lastUtc := utcTime - 1000*60*60
content := fmt.Sprintf("%d:%s", utcTime, lastPrice.String())
if _, err := helper.DefaultRedis.RemoveBeforeScore(lastPriceKey, float64(lastUtc)); err != nil {
log.Errorf("移除 合约交易对:%s %d之前的最新成交价失败,err:%v", symbol, lastUtc, err)
}
if err := helper.DefaultRedis.AddSortSet(lastPriceKey, float64(utcTime), content); err != nil {
log.Errorf("添加 合约交易对:%s %d之前的最新成交价失败,err:%v", symbol, lastUtc, err)
}
}
}

19
services/spotservice/binancemarket.go
View File

@ -250,15 +250,20 @@ func handleTickerMessage(msg []byte) {
}
}
//行情存储时间
lastUtc := utcTime - 1000*60*60
val, _ := helper.DefaultRedis.GetAllList(rediskey.CacheSymbolLastPrice)
if _, err := helper.DefaultRedis.RemoveBeforeScore(lastPriceKey, float64(lastUtc)); err != nil {
log.Errorf("移除 现货交易对:%s %d之前的最新成交价失败,err:%v", symbolName, lastUtc, err)
}
if utility.ContainsStr(val, symbolName) {
//行情存储时间
lastUtc := utcTime - 1000*60*60
content := fmt.Sprintf("%d:%s", utcTime, lastPrice.String())
if err := helper.DefaultRedis.AddSortSet(lastPriceKey, float64(utcTime), lastPrice.String()); err != nil {
log.Errorf("添加 现货交易对:%s %d之前的最新成交价失败,err:%v", symbolName, lastUtc, err)
if _, err := helper.DefaultRedis.RemoveBeforeScore(lastPriceKey, float64(lastUtc)); err != nil {
log.Errorf("移除 现货交易对:%s %d之前的最新成交价失败,err:%v", symbolName, lastUtc, err)
}
if err := helper.DefaultRedis.AddSortSet(lastPriceKey, float64(utcTime), content); err != nil {
log.Errorf("添加 现货交易对:%s %d之前的最新成交价失败,err:%v", symbolName, lastUtc, err)
}
}
}