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1撤销限价后 市价分单

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hucan
2025-03-27 16:18:32 +08:00
parent 8cede57a70
commit ee148ed144
31 changed files with 1627 additions and 248 deletions
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54
services/binanceservice/futures_callback.go Normal file
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@ -0,0 +1,54 @@
package binanceservice
import (
"go-admin/app/admin/models"
"go-admin/pkg/utility"
"go-admin/services/cacheservice"
"go-admin/services/positionservice"
"time"
models2 "go-admin/models"
"github.com/go-admin-team/go-admin-core/logger"
"gorm.io/gorm"
)
// HandleMarketSliceTakeProfit
// @Description: 限价拆分为市价后处理止盈止损
func HandleMarketSliceTakeProfit(db *gorm.DB, orderCopy models.LinePreOrder, extOrderId int, apiUserInfo models.LineApiUser, tradeSet models2.TradeSet) {
HandleNextFuturesReduce(db, apiUserInfo, orderCopy, tradeSet)
//延时执行
time.AfterFunc(15*time.Second, func() {
utility.SafeGo(func() {
orderExt := models.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
positionService := positionservice.BinancePositionManagement{}
var side = ""
if orderCopy.OrderType != 0 {
if orderCopy.Site == "BUY" {
side = "SELL"
} else {
side = "BUY"
}
} else {
side = orderCopy.Site
}
positionData, err := positionService.GetPosition(orderCopy.ApiId, orderCopy.SymbolType, orderCopy.ExchangeType, orderCopy.Symbol, side)
if err != nil {
logger.Errorf("获取持仓信息失败,err:", err)
} else {
sysConfig := cacheservice.GetConfigCacheByKey(db, "market_take_profit_ratio")
stopSysConfig := cacheservice.GetConfigCacheByKey(db, "market_stop_loss_ratio")
marketTakeProfitRatio := utility.StrToDecimal(sysConfig.ConfigValue)
marketStopLossRatio := utility.StrToDecimal(stopSysConfig.ConfigValue)
FutTakeProfit(db, &orderCopy, apiUserInfo, tradeSet, positionData, orderExt, marketTakeProfitRatio, marketStopLossRatio)
}
})
})
}

5
services/binanceservice/futuresbinancerest.go
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@ -226,6 +226,11 @@ func GetAndReloadSymbols(data *map[string]models.TradeSet) error {
tradeSet.MinBuyVal = utility.StringAsFloat(*filter.MinPrice)
case "LOT_SIZE":
tradeSet.AmountDigit = utility.GetPrecision(*filter.StepSize)
tradeSet.MaxQty = utility.StringAsFloat(*filter.MaxQty)
tradeSet.MinQty = utility.StringAsFloat(*filter.MinQty)
case "MARKET_LOT_SIZE":
tradeSet.MarketMaxQty = utility.StringAsFloat(*filter.MaxQty)
tradeSet.MarketMinQty = utility.StringAsFloat(*filter.MinQty)
case "MIN_NOTIONAL":
tradeSet.MinNotional = *filter.Notional
case "MAX_NOTIONAL":

82
services/binanceservice/futuresrest.go
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@ -11,12 +11,14 @@ import (
"go-admin/common/global"
"go-admin/common/helper"
models2 "go-admin/models"
"go-admin/models/positiondto"
"go-admin/pkg/utility"
"strings"
"time"
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
log "github.com/go-admin-team/go-admin-core/logger"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
@ -148,26 +150,53 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
return
}
positionData := savePosition(db, preOrder)
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 {
log.Error("获取锁失败", err)
return
} else if ok {
defer lock.Release()
positionData := savePosition(db, preOrder)
//市价单就跳出 市价减仓不设止盈止损
if preOrder.MainOrderType == "MARKET" {
return
}
//亏损大于0 重新计算比例
FutTakeProfit(db, preOrder, apiUserInfo, tradeSet, positionData, orderExt, decimal.Zero, decimal.Zero)
//处理下一个减仓
HandleNextFuturesReduce(db, apiUserInfo, *preOrder, tradeSet)
}
}
// 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 {
orders := make([]models.LinePreOrder, 0)
if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status = 0", preOrder.Id).Find(&orders).Error; err != nil {
logger.Errorf("handleMainReduceFilled 获取待触发订单失败,订单号:%s", preOrder.OrderSn)
return
return true
}
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
futApi := FutRestApi{}
mainId := preOrder.Id
if preOrder.MainId > 0 {
mainId = preOrder.MainId
}
for _, v := range orders {
if v.OrderType == 1 {
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
//手动设置百分比
if manualTakeRatio.Cmp(decimal.Zero) > 0 {
v.Rate = manualTakeRatio.String()
percentag := manualTakeRatio.Div(decimal.NewFromInt(100))
if positionData.PositionSide == "LONG" {
v.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
v.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
} else if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(totalNum).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
v.Rate = percentag.String()
@ -182,9 +211,32 @@ func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
processFutTakeProfitOrder(db, futApi, v, totalNum)
} else if v.OrderType == 2 {
if manualStopRatio.Cmp(decimal.Zero) > 0 {
v.Rate = manualStopRatio.String()
percentag := manualStopRatio.Div(decimal.NewFromInt(100))
if positionData.PositionSide == "LONG" {
v.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
v.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
}
}
return false
}
// 处理下一个待触发
func HandleNextFuturesReduce(db *gorm.DB, apiUserInfo DbModels.LineApiUser, preOrdedr DbModels.LinePreOrder, tradeSet models2.TradeSet) {
mainId := preOrdedr.Id
if preOrdedr.MainId > 0 {
mainId = preOrdedr.MainId
}
totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, &preOrdedr, tradeSet)
nextFuturesReduceTrigger(db, mainId, totalNum, tradeSet)
}
@ -307,7 +359,7 @@ func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if apiUserInfo.Id > 0 {
mainIds := []int{preOrder.MainId}
if err := cancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
if err := CancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
logger.Errorf("平仓单成功 取消其它订单失败 订单号：%s:", err)
}
}
@ -328,7 +380,7 @@ func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if apiUserInfo.Id > 0 {
mainIds := []int{preOrder.MainId}
if err := cancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
if err := CancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
logger.Errorf("止损单成功 取消其它订单失败 订单号：%s:", err)
}
}
@ -356,7 +408,7 @@ func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
if apiUserInfo.Id > 0 {
mainIds := []int{preOrder.MainId}
if err := cancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
if err := CancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
logger.Errorf("止损单成功 取消其它订单失败 订单号：%s:", err)
}
}
@ -508,7 +560,7 @@ func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrd
switch order.OrderType {
case 1: // 止盈
//亏损大于0 重新计算比例
if first && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
if first && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 && preOrder.SignPriceType != "mixture" {
percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
order.Rate = percentag.String()
@ -591,14 +643,14 @@ func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, pr
// 批量取消订单
err = cancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, changeMainOrderStatus)
err = CancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, changeMainOrderStatus)
return err
}
// 根据mainid 取消订单
// @changeMainOrderStatus 是否更新主单状态
func cancelMainOrders(mainIds []int, db *gorm.DB, apiUserInfo DbModels.LineApiUser, symbol string, changeMainOrderStatus bool) error {
func CancelMainOrders(mainIds []int, db *gorm.DB, apiUserInfo DbModels.LineApiUser, symbol string, changeMainOrderStatus bool) error {
if len(mainIds) > 0 {
orderSns, err := GetOpenOrderSns(db, mainIds)
if err != nil {

63
services/binanceservice/spot_callback.go Normal file
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@ -0,0 +1,63 @@
package binanceservice
import (
"go-admin/app/admin/models"
models2 "go-admin/models"
"go-admin/pkg/utility"
"go-admin/services/cacheservice"
"go-admin/services/positionservice"
"time"
"github.com/go-admin-team/go-admin-core/logger"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
// HandleMarketSliceTakeProfit
// @Description: 限价拆分为市价后处理止盈止损
func HandleSpotMarketSliceTakeProfit(db *gorm.DB, orderCopy models.LinePreOrder, extOrderId int, apiUserInfo models.LineApiUser, tradeSet models2.TradeSet) {
mainId := orderCopy.Id
if orderCopy.MainId > 0 {
mainId = orderCopy.MainId
}
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, &orderCopy, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
nextSpotReduceTrigger(db, mainId, totalNum, tradeSet)
//延时执行
time.AfterFunc(15*time.Second, func() {
utility.SafeGo(func() {
orderExt := models.LinePreOrderExt{}
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
positionService := positionservice.BinancePositionManagement{}
var side = ""
if orderCopy.OrderType != 0 {
if orderCopy.Site == "BUY" {
side = "SELL"
} else {
side = "BUY"
}
} else {
side = orderCopy.Site
}
positionData, err := positionService.GetPosition(orderCopy.ApiId, orderCopy.SymbolType, orderCopy.ExchangeType, orderCopy.Symbol, side)
if err != nil {
logger.Errorf("获取持仓信息失败,err:", err)
} else {
sysConfig := cacheservice.GetConfigCacheByKey(db, "market_take_profit_ratio")
stopSysConfig := cacheservice.GetConfigCacheByKey(db, "market_stop_loss_ratio")
marketTakeProfitRatio := utility.StrToDecimal(sysConfig.ConfigValue)
marketStopLossRatio := utility.StrToDecimal(stopSysConfig.ConfigValue)
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, &orderCopy, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
SpotTakeProfit(db, &orderCopy, totalNum, positionData, orderExt, tradeSet, marketTakeProfitRatio, marketStopLossRatio)
}
})
})
}

91
services/binanceservice/spotreset.go
View File

@ -20,6 +20,7 @@ import (
"github.com/bytedance/sonic"
"github.com/go-admin-team/go-admin-core/logger"
log "github.com/go-admin-team/go-admin-core/logger"
"github.com/shopspring/decimal"
"gorm.io/gorm"
)
@ -173,34 +174,60 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
orderExt := models.LinePreOrderExt{}
positionData := savePosition(db, preOrder)
orders := make([]models.LinePreOrder, 0)
// rate := utility.StringAsFloat(preOrder.Rate)
if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id =? ", preOrder.MainId).Update("reduce_status", 1).Error; err != nil {
logger.Errorf("handleMainReduceFilled 更新主单减仓状态失败,订单号:%s", preOrder.OrderSn)
}
db.Model(&orderExt).Where("order_id =?", preOrder.Id).Find(&orderExt)
// 100%减仓 终止流程
if orderExt.AddPositionVal.Cmp(decimal.NewFromInt(100)) >= 0 {
//缓存
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotReduceCallback, preOrder.ApiId, preOrder.Symbol), 120, 20, 100*time.Millisecond)
ids := []int{preOrder.MainId, preOrder.Pid}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
logger.Info("100%减仓完毕，终结流程")
}
if ok, err := lock.AcquireWait(context.Background()); err != nil {
log.Error("获取锁失败", err)
return
}
} else if ok {
defer lock.Release()
// 100%减仓 终止流程
if orderExt.AddPositionVal.Cmp(decimal.NewFromInt(100)) >= 0 {
//缓存
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
removePosition(db, preOrder)
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
ids := []int{preOrder.MainId, preOrder.Pid}
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
logger.Info("100%减仓完毕，终结流程")
}
return
}
//市价单跳出
if preOrder.MainOrderType == "MARKET" {
return
}
totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
totalNum = totalNum.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
//亏损大于0 重新计算比例
SpotTakeProfit(db, preOrder, totalNum, positionData, orderExt, tradeSet, decimal.Zero, decimal.Zero)
mainId := preOrder.Id
if preOrder.MainId > 0 {
mainId = preOrder.MainId
}
nextSpotReduceTrigger(db, mainId, totalNum, tradeSet)
}
}
func SpotTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder, totalNum decimal.Decimal,
positionData positiondto.PositionDto, orderExt DbModels.LinePreOrderExt, tradeSet models2.TradeSet, manualTakeRatio, manualStopRatio decimal.Decimal) bool {
price := utility.StrToDecimal(preOrder.Price)
orders := make([]models.LinePreOrder, 0)
if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status=0", preOrder.Id).Find(&orders).Error; err != nil {
logger.Errorf("获取减仓单止盈止损失败 err:%v", err)
return
return true
}
spotApi := SpotRestApi{}
@ -209,8 +236,17 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
orders[index].Num = totalNum.String()
if orders[index].OrderType == 1 {
//亏损大于0 重新计算比例
if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
//手动设置百分比
if manualTakeRatio.Cmp(decimal.Zero) > 0 {
orders[index].Rate = manualTakeRatio.String()
percentag := manualTakeRatio.Div(decimal.NewFromInt(100))
if positionData.PositionSide == "LONG" {
orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
orders[index].Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
} else if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
percentag := positionData.TotalLoss.Div(totalNum).Div(price).Mul(decimal.NewFromInt(100))
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
orders[index].Rate = percentag.String()
@ -220,17 +256,20 @@ func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
processTakeProfitOrder(db, spotApi, orders[index])
} else if orders[index].OrderType == 2 {
if manualStopRatio.Cmp(decimal.Zero) > 0 {
orders[index].Rate = manualStopRatio.String()
percentag := manualStopRatio.Div(decimal.NewFromInt(100))
if positionData.PositionSide == "LONG" {
orders[index].Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
} else {
orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
}
}
processStopLossOrder(orders[index])
}
}
mainId := preOrder.Id
if preOrder.MainId > 0 {
mainId = preOrder.MainId
}
nextSpotReduceTrigger(db, mainId, totalNum, tradeSet)
return false
}
// 缓存下一个减仓单
@ -751,7 +790,7 @@ func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrd
switch order.OrderType {
case 1: // 止盈
//亏损大于0 重新计算比例
if fist && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
if fist && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 && preOrder.SignPriceType != "mixture" {
percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
if fist {

3
services/binanceservice/spotsymbolservice.go
View File

@ -43,6 +43,9 @@ func GetSpotSymbols() (map[string]models.TradeSet, []string, error) {
tradeSet.AmountDigit = utility.GetPrecision(filter.StepSize)
tradeSet.MinQty = utility.StringAsFloat(filter.MinQty)
tradeSet.MaxQty = utility.StringAsFloat(filter.MaxQty)
case "MARKET_LOT_SIZE":
tradeSet.MarketMinQty = utility.StringAsFloat(filter.MinQty)
tradeSet.MarketMinQty = utility.StringAsFloat(filter.MaxQty)
}
}