1、合约止盈止损单在减仓单成交之后再取消

app/admin/service/line_pre_order.go

@@ -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()

common/const/rediskey/redis_key.go

@@ -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

services/binanceservice/futures_judge_service_test.go

@@ -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)

services/binanceservice/futuresbinancerest.go

@@ -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

services/binanceservice/futuresjudgeservice.go

@@ -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

services/binanceservice/futuresrest.go

@@ -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 {

services/binanceservice/orderservice.go

@@ -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) {

services/binanceservice/strategy_order_service.go

@@ -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)
+	var startPrice decimal.Decimal
-	lastPrice := utility.StrToDecimal(lastPrices[0].Member.(string))
+	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
+		var ext models.LinePreOrderExt
-		if mainOrder.Child[index].OrderType == 1 {
+		for _, v := range exts {
-			var ext models.LinePreOrderExt
+			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 {
+		//主单止盈、止损
-				if v.OrderId == mainOrder.Child[index].Id {
+		if mainOrder.Child[index].Pid == mainOrder.Child[index].MainId && (mainOrder.Child[index].OrderType == 1 || mainOrder.Child[index].OrderType == 2) {
-					ext = v
+			var percent decimal.Decimal
-					break
+
-				}
+			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 {
+			childPrice := lastPrice.Mul(percent.Div(decimal.NewFromInt(100).Truncate(4))).Truncate(int32(tradeSet.PriceDigit))
-				var percent decimal.Decimal
+			mainOrder.Child[index].Price = childPrice.String()
-				//多
+			mainOrder.Child[index].Num = totalNum.String()
-				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()
-			}
 		} 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

services/futureservice/binancemarket.go

@@ -162,14 +162,19 @@ func handleTickerAllMessage(msg []byte) {
 			}
 		}
 
-		//行情存储时间
+		val, _ := helper.DefaultRedis.GetAllList(rediskey.CacheSymbolLastPrice)
-		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)
-		}
 
-		if err := helper.DefaultRedis.AddSortSet(lastPriceKey, float64(utcTime), lastPrice.String()); err != nil {
+		if utility.ContainsStr(val, symbol) {
-			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)
+			//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)
+			}
 		}
 	}
 

services/spotservice/binancemarket.go

@@ -250,15 +250,20 @@ func handleTickerMessage(msg []byte) {
 			}
 		}
 
-		//行情存储时间
+		val, _ := helper.DefaultRedis.GetAllList(rediskey.CacheSymbolLastPrice)
-		lastUtc := utcTime - 1000*60*60
 
-		if _, err := helper.DefaultRedis.RemoveBeforeScore(lastPriceKey, float64(lastUtc)); err != nil {
+		if utility.ContainsStr(val, symbolName) {
-			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)
+			//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 {
+			if _, err := helper.DefaultRedis.RemoveBeforeScore(lastPriceKey, float64(lastUtc)); 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)
+				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)
+			}
 		}
 	}