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This commit is contained in:
hucan
2025-04-12 11:33:12 +08:00
parent d4c8e692a7
commit e3a737a7d6
2 changed files with 87 additions and 7 deletions
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4
services/binanceservice/futuresrest.go
View File

@ -145,6 +145,8 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
}
// rate := utility.StringAsFloat(orderExt.AddPositionVal)
//取消委托中的止盈止损
cancelTakeProfitByReduce(db, apiUserInfo, preOrder.Symbol, preOrder.MainId, preOrder.SymbolType)
// 100%减仓 终止流程
if orderExt.AddPositionVal.Cmp(decimal.NewFromInt(100)) >= 0 {
//缓存
@ -158,8 +160,6 @@ 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 {

90
services/binanceservice/strategy_order_service.go
View File

@ -165,7 +165,7 @@ func (e *BinanceStrategyOrderService) TriggerOrder(order dto.StrategyOrderRedisL
return errors.New("最新成交价小于等于0")
}
var mainOrder models.LinePreOrder
mainOrder := models.LinePreOrder{}
for _, v := range orders {
if v.MainId == 0 {
@ -176,6 +176,12 @@ func (e *BinanceStrategyOrderService) TriggerOrder(order dto.StrategyOrderRedisL
GetOrderByPid(&mainOrder, orders, mainOrder.Id)
e.RecalculateOrder(tradeSet, &mainOrder, setting)
if err := e.Orm.Save(&mainOrder).Error; err != nil {
e.Log.Errorf("order_id:%d 波段触发保存委托单失败:%s", mainOrder.Id, err.Error())
}
return nil
}
@ -265,19 +271,93 @@ func (e *BinanceStrategyOrderService) RecalculateOrder(tradeSet models2.TradeSet
//加库存
lastNum = lastNum.Add(utility.StrToDecimal(mainOrder.Child[index].Num))
//todo 计算子订单
// 计算子订单
if len(mainOrder.Child[index].Child) > 0 {
calculateChildOrder(&mainOrder.Child, &tradeSet, ext, lastNum, dataPrice, false)
}
//减仓单
case mainOrder.Child[index].OrderType == 4:
// todo 计算
percentage := decimal.NewFromInt(1)
if mainOrder.Site == "BUY" && ext.PriceRatio.Cmp(decimal.Zero) > 0 {
percentage = decimal.NewFromInt(1).Sub(ext.PriceRatio.Div(decimal.NewFromInt(100)))
} else if ext.PriceRatio.Cmp(decimal.Zero) > 0 {
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()
//百分比减仓
if ext.AddPositionType == 1 {
mainOrder.Child[index].Num = lastNum.Mul(ext.AddPositionVal.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
} else {
logger.Error("减仓不能是固定数值")
}
//减库存
lastNum = lastNum.Add(utility.StrToDecimal(mainOrder.Child[index].Num))
//todo 计算子订单
lastNum = lastNum.Sub(utility.StrToDecimal(mainOrder.Child[index].Num))
// 计算子订单
if len(mainOrder.Child[index].Child) > 0 {
calculateChildOrder(&mainOrder.Child, &tradeSet, ext, lastNum, dataPrice, false)
}
}
}
}
return nil
}
// 计算子订单信息
// isTpTp 是否是止盈后止损止盈
func calculateChildOrder(orders *[]models.LinePreOrder, tradeSet *models2.TradeSet, ext models.LinePreOrderExt, lastNum decimal.Decimal, price decimal.Decimal, isTpTp bool) error {
for index := range *orders {
orderQuantity := lastNum.Truncate(int32(tradeSet.AmountDigit))
percentage := decimal.NewFromInt(1)
var addPercentage decimal.Decimal
switch {
//止盈
case !isTpTp && (*orders)[index].OrderType == 1:
addPercentage = ext.TakeProfitRatio
if ext.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 {
orderQuantity = lastNum.Mul(ext.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
}
//止损
case !isTpTp && (*orders)[index].OrderType == 2:
addPercentage = ext.StopLossRatio
//止盈后止盈
case isTpTp && (*orders)[index].OrderType == 1:
addPercentage = ext.TpTpPriceRatio
//止盈后止损
case isTpTp && (*orders)[index].OrderType == 2:
addPercentage = ext.TpSlPriceRatio
}
switch {
//做多止盈、做空止损
case (*orders)[index].OrderType == 1 && (*orders)[index].Site == "SELL", (*orders)[index].OrderType == 2 && (*orders)[index].Site == "BUY":
percentage = decimal.NewFromInt(100).Add(addPercentage).Div(decimal.NewFromInt(100))
//做多止损、做空止盈
case (*orders)[index].OrderType == 2 && (*orders)[index].Site == "SELL", (*orders)[index].OrderType == 1 && (*orders)[index].Site == "BUY":
percentage = decimal.NewFromInt(100).Sub(addPercentage).Div(decimal.NewFromInt(100))
}
orderPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit))
(*orders)[index].Price = orderPrice.String()
(*orders)[index].Num = orderQuantity.String()
lastOrderQuantity := lastNum.Sub(orderQuantity).Truncate(int32(tradeSet.AmountDigit))
//止盈后止盈、止盈后止损
if len((*orders)[index].Child) > 0 && lastOrderQuantity.Cmp(decimal.Zero) > 0 {
calculateChildOrder(&(*orders)[index].Child, tradeSet, ext, lastOrderQuantity, orderPrice, true)
}
}
return nil
}
// 递归订单树
func GetOrderByPid(order *models.LinePreOrder, orders []models.LinePreOrder, pid int) {
for _, v := range orders {