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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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91
services/binanceservice/spotreset.go
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@ -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 {