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| Author | SHA1 | Date | |
|---|---|---|---|
| 5e4286de50 | |||
| 0f9b966fdb | |||
| 7b50873de3 | |||
| 44ba8bfbf1 | |||
| 79af1ab2c1 | |||
| e3a737a7d6 | |||
| d4c8e692a7 |
@ -2,6 +2,7 @@ package models
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import (
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"go-admin/common/models"
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"time"
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)
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type LineApiUser struct {
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@ -9,22 +10,21 @@ type LineApiUser struct {
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ExchangeType string `json:"exchangeType" gorm:"type:varchar(20);comment:交易所类型(字典 exchange_type)"`
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UserId int64 `json:"userId" gorm:"type:int unsigned;comment:用户id"`
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JysId int64 `json:"jysId" gorm:"type:int;comment:关联交易所账号id"`
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ApiName string `json:"apiName" gorm:"type:varchar(255);comment:api用户名"`
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ApiKey string `json:"apiKey" gorm:"type:varchar(255);comment:apiKey"`
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ApiSecret string `json:"apiSecret" gorm:"type:varchar(255);comment:apiSecret"`
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IpAddress string `json:"ipAddress" gorm:"type:varchar(255);comment:代理地址"`
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UserPass string `json:"userPass" gorm:"type:varchar(255);comment:代码账号密码"`
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AdminId int64 `json:"adminId" gorm:"type:int unsigned;comment:管理员id"`
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Affiliation int64 `json:"affiliation" gorm:"type:int;comment:归属:1=现货,2=合约,3=现货合约"`
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AdminShow int64 `json:"adminShow" gorm:"type:int;comment:是否超管可见:1=是,0=否"`
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Site string `json:"site" gorm:"type:enum('1','2','3');comment:允许下单的方向:1=多;2=空;3=多空"`
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Subordinate string `json:"subordinate" gorm:"type:enum('0','1','2');comment:从属关系:0=未绑定关系;1=主账号;2=副帐号"`
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GroupId int64 `json:"groupId" gorm:"type:int unsigned;comment:所属组id"`
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OpenStatus int64 `json:"openStatus" gorm:"type:int unsigned;comment:开启状态 0=关闭 1=开启"`
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// AdminId int64 `json:"adminId" gorm:"type:int unsigned;comment:管理员id"`
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Affiliation int64 `json:"affiliation" gorm:"type:int;comment:归属:1=现货,2=合约,3=现货合约"`
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AdminShow int64 `json:"adminShow" gorm:"type:int;comment:是否超管可见:1=是,0=否"`
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Site string `json:"site" gorm:"type:enum('1','2','3');comment:允许下单的方向:1=多;2=空;3=多空"`
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Subordinate string `json:"subordinate" gorm:"type:enum('0','1','2');comment:从属关系:0=未绑定关系;1=主账号;2=副帐号"`
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GroupId int64 `json:"groupId" gorm:"type:int unsigned;comment:所属组id"`
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OpenStatus int64 `json:"openStatus" gorm:"type:int unsigned;comment:开启状态 0=关闭 1=开启"`
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SpotLastTime string `json:"spotLastTime" gorm:"-"` //现货websocket最后通信时间
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FuturesLastTime string `json:"futuresLastTime" gorm:"-"` //合约websocket最后通信时间
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SpotLastTime *time.Time `json:"spotLastTime" gorm:"-"` //现货websocket最后通信时间
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FuturesLastTime *time.Time `json:"futuresLastTime" gorm:"-"` //合约websocket最后通信时间
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models.ModelTime
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models.ControlBy
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}
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@ -14,7 +14,7 @@ type LineStrategyTemplate struct {
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Percentag decimal.Decimal `json:"percentag" gorm:"type:decimal(10,2);comment:涨跌点数"`
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CompareType int `json:"compareType" gorm:"type:tinyint;comment:比较类型 1-大于 2-大于等于 3-小于 4-小于等于 5等于 "`
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TimeSlotStart int `json:"timeSlotStart" gorm:"type:int;comment:时间段开始(分)"`
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TimeSlotEnd int `json:"timeSlotEnd" gorm:"type:int;comment:时间断截至(分)"`
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// TimeSlotEnd int `json:"timeSlotEnd" gorm:"type:int;comment:时间断截至(分)"`
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models.ModelTime
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models.ControlBy
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}
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@ -14,9 +14,9 @@ type LineApiUserGetPageReq struct {
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}
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type LineApiUserOrder struct {
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Id string `form:"idOrder" search:"type:order;column:id;table:line_api_user"`
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UserId string `form:"userIdOrder" search:"type:order;column:user_id;table:line_api_user"`
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JysId string `form:"jysIdOrder" search:"type:order;column:jys_id;table:line_api_user"`
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Id string `form:"idOrder" search:"type:order;column:id;table:line_api_user"`
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UserId string `form:"userIdOrder" search:"type:order;column:user_id;table:line_api_user"`
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// JysId string `form:"jysIdOrder" search:"type:order;column:jys_id;table:line_api_user"`
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ApiName string `form:"apiNameOrder" search:"type:order;column:api_name;table:line_api_user"`
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ApiKey string `form:"apiKeyOrder" search:"type:order;column:api_key;table:line_api_user"`
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ApiSecret string `form:"apiSecretOrder" search:"type:order;column:api_secret;table:line_api_user"`
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@ -44,19 +44,19 @@ type LineApiUserInsertReq struct {
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Id int `json:"-" comment:"id"` // id
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ExchangeType string `json:"exchangeType" comment:"交易所code"`
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UserId int64 `json:"userId" comment:"用户id"`
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JysId int64 `json:"jysId" comment:"关联交易所账号id"`
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ApiName string `json:"apiName" comment:"api用户名"`
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ApiKey string `json:"apiKey" comment:"apiKey"`
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ApiSecret string `json:"apiSecret" comment:"apiSecret"`
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IpAddress string `json:"ipAddress" comment:"代理地址"`
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UserPass string `json:"userPass" comment:"代码账号密码"`
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AdminId int64 `json:"adminId" comment:"管理员id"`
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Affiliation int64 `json:"affiliation" comment:"归属:1=现货,2=合约,3=现货合约"`
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AdminShow int64 `json:"adminShow" comment:"是否超管可见:1=是,0=否"`
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Site string `json:"site" comment:"允许下单的方向:1=多;2=空;3=多空"`
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Subordinate string `json:"subordinate" comment:"从属关系:0=未绑定关系;1=主账号;2=副帐号"`
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GroupId int64 `json:"groupId" comment:"所属组id"`
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OpenStatus int64 `json:"openStatus" comment:"开启状态 0=关闭 1=开启"`
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// JysId int64 `json:"jysId" comment:"关联交易所账号id"`
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ApiName string `json:"apiName" comment:"api用户名"`
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ApiKey string `json:"apiKey" comment:"apiKey"`
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ApiSecret string `json:"apiSecret" comment:"apiSecret"`
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IpAddress string `json:"ipAddress" comment:"代理地址"`
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UserPass string `json:"userPass" comment:"代码账号密码"`
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AdminId int64 `json:"adminId" comment:"管理员id"`
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Affiliation int64 `json:"affiliation" comment:"归属:1=现货,2=合约,3=现货合约"`
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AdminShow int64 `json:"adminShow" comment:"是否超管可见:1=是,0=否"`
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Site string `json:"site" comment:"允许下单的方向:1=多;2=空;3=多空"`
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Subordinate string `json:"subordinate" comment:"从属关系:0=未绑定关系;1=主账号;2=副帐号"`
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GroupId int64 `json:"groupId" comment:"所属组id"`
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OpenStatus int64 `json:"openStatus" comment:"开启状态 0=关闭 1=开启"`
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common.ControlBy
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}
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@ -66,13 +66,13 @@ func (s *LineApiUserInsertReq) Generate(model *models.LineApiUser) {
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}
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model.ExchangeType = s.ExchangeType
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model.UserId = s.UserId
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model.JysId = s.JysId
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// model.JysId = s.JysId
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model.ApiName = s.ApiName
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model.ApiKey = s.ApiKey
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model.ApiSecret = s.ApiSecret
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model.IpAddress = s.IpAddress
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model.UserPass = s.UserPass
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model.AdminId = s.AdminId
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// model.AdminId = s.AdminId
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model.Affiliation = s.Affiliation
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model.AdminShow = s.AdminShow
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model.Site = s.Site
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@ -90,19 +90,19 @@ type LineApiUserUpdateReq struct {
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Id int `uri:"id" comment:"id"` // id
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ExchangeType string `json:"exchangeType" comment:"交易所code"`
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UserId int64 `json:"userId" comment:"用户id"`
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JysId int64 `json:"jysId" comment:"关联交易所账号id"`
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ApiName string `json:"apiName" comment:"api用户名"`
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ApiKey string `json:"apiKey" comment:"apiKey"`
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ApiSecret string `json:"apiSecret" comment:"apiSecret"`
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IpAddress string `json:"ipAddress" comment:"代理地址"`
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UserPass string `json:"userPass" comment:"代码账号密码"`
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AdminId int64 `json:"adminId" comment:"管理员id"`
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Affiliation int64 `json:"affiliation" comment:"归属:1=现货,2=合约,3=现货合约"`
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AdminShow int64 `json:"adminShow" comment:"是否超管可见:1=是,0=否"`
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Site string `json:"site" comment:"允许下单的方向:1=多;2=空;3=多空"`
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Subordinate string `json:"subordinate" comment:"从属关系:0=未绑定关系;1=主账号;2=副帐号"`
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GroupId int64 `json:"groupId" comment:"所属组id"`
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OpenStatus int64 `json:"openStatus" comment:"开启状态 0=关闭 1=开启"`
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// JysId int64 `json:"jysId" comment:"关联交易所账号id"`
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ApiName string `json:"apiName" comment:"api用户名"`
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ApiKey string `json:"apiKey" comment:"apiKey"`
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ApiSecret string `json:"apiSecret" comment:"apiSecret"`
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IpAddress string `json:"ipAddress" comment:"代理地址"`
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UserPass string `json:"userPass" comment:"代码账号密码"`
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// AdminId int64 `json:"adminId" comment:"管理员id"`
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Affiliation int64 `json:"affiliation" comment:"归属:1=现货,2=合约,3=现货合约"`
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AdminShow int64 `json:"adminShow" comment:"是否超管可见:1=是,0=否"`
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Site string `json:"site" comment:"允许下单的方向:1=多;2=空;3=多空"`
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Subordinate string `json:"subordinate" comment:"从属关系:0=未绑定关系;1=主账号;2=副帐号"`
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GroupId int64 `json:"groupId" comment:"所属组id"`
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OpenStatus int64 `json:"openStatus" comment:"开启状态 0=关闭 1=开启"`
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common.ControlBy
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}
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@ -112,13 +112,13 @@ func (s *LineApiUserUpdateReq) Generate(model *models.LineApiUser) {
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}
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model.ExchangeType = s.ExchangeType
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model.UserId = s.UserId
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model.JysId = s.JysId
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// model.JysId = s.JysId
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model.ApiName = s.ApiName
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model.ApiKey = s.ApiKey
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model.ApiSecret = s.ApiSecret
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model.IpAddress = s.IpAddress
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model.UserPass = s.UserPass
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model.AdminId = s.AdminId
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// model.AdminId = s.AdminId
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model.Affiliation = s.Affiliation
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model.AdminShow = s.AdminShow
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model.Site = s.Site
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@ -197,7 +197,7 @@ type LineAddPreOrderReq struct {
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Site string `json:"site" ` //购买方向
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BuyPrice string `json:"buy_price" vd:"$>0"` //购买金额 U
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PricePattern string `json:"price_pattern"` //价格模式
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Price string `json:"price" vd:"$>0"` //下单价百分比
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Price string `json:"price"` //下单价百分比
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Profit string `json:"profit" vd:"$>0"` //止盈价
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ProfitNumRatio decimal.Decimal `json:"profit_num_ratio"` //止盈数量百分比
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ProfitTpTpPriceRatio decimal.Decimal `json:"profit_tp_tp_price_ratio"` //止盈后止盈价百分比
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@ -295,7 +295,7 @@ func (req LineAddPreOrderReq) Valid() error {
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return errors.New("主单减仓数量百分比不能为空")
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}
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if req.ReducePriceRatio.IsZero() || req.ReducePriceRatio.Cmp(decimal.NewFromInt(100)) >= 0 {
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if req.PricePattern != "mixture" && (req.ReducePriceRatio.IsZero() || req.ReducePriceRatio.Cmp(decimal.NewFromInt(100)) >= 0) {
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return errors.New("主单减仓价格百分比错误")
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}
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@ -447,7 +447,7 @@ func (req LineBatchAddPreOrderReq) CheckParams() error {
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return errors.New("主单减仓数量百分比不能为空")
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}
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if req.ReducePriceRatio.Cmp(decimal.Zero) <= 0 || req.ReducePriceRatio.Cmp(decimal.NewFromInt(100)) >= 0 {
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if req.PricePattern != "mixture" && (req.ReducePriceRatio.Cmp(decimal.Zero) <= 0 || req.ReducePriceRatio.Cmp(decimal.NewFromInt(100)) >= 0) {
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return errors.New("主单减仓价格百分比错误")
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}
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@ -41,8 +41,8 @@ type LineStrategyTemplateInsertReq struct {
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Direction int `json:"direction" comment:"涨跌方向 1-涨 2-跌"`
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Percentag decimal.Decimal `json:"percentag" comment:"涨跌点数"`
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CompareType int `json:"compareType" comment:"比较类型 1-大于 2-大于等于 3-小于 4-小于等于 5等于 "`
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TimeSlotStart int `json:"timeSlotStart" comment:"时间段开始(分)"`
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TimeSlotEnd int `json:"timeSlotEnd" comment:"时间断截至(分)"`
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TimeSlotStart int `json:"timeSlotStart" comment:"时间段(分)"`
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// TimeSlotEnd int `json:"timeSlotEnd" comment:"时间断截至(分)"`
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common.ControlBy
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}
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@ -63,13 +63,13 @@ func (s *LineStrategyTemplateInsertReq) Valid() error {
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return errors.New("比较类型不合法")
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}
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if s.TimeSlotStart < 0 || s.TimeSlotEnd > 59 {
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if s.TimeSlotStart < 0 {
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return errors.New("时间段不合法")
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}
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if s.TimeSlotEnd < s.TimeSlotStart {
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return errors.New("时间段不合法")
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}
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// if s.TimeSlotEnd < s.TimeSlotStart {
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// return errors.New("时间段不合法")
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// }
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return nil
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}
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@ -83,7 +83,7 @@ func (s *LineStrategyTemplateInsertReq) Generate(model *models.LineStrategyTempl
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model.Percentag = s.Percentag
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model.CompareType = s.CompareType
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model.TimeSlotStart = s.TimeSlotStart
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model.TimeSlotEnd = s.TimeSlotEnd
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// model.TimeSlotEnd = s.TimeSlotEnd
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model.CreateBy = s.CreateBy // 添加这而，需要记录是被谁创建的
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}
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@ -97,8 +97,8 @@ type LineStrategyTemplateUpdateReq struct {
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Direction int `json:"direction" comment:"涨跌方向 1-涨 2-跌"`
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Percentag decimal.Decimal `json:"percentag" comment:"涨跌点数"`
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CompareType int `json:"compareType" comment:"比较类型 1-大于 2-大于等于 3-小于 4-小于等于 5等于 "`
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TimeSlotStart int `json:"timeSlotStart" comment:"时间段开始(分)"`
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TimeSlotEnd int `json:"timeSlotEnd" comment:"时间断截至(分)"`
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TimeSlotStart int `json:"timeSlotStart" comment:"时间段(分)"`
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// TimeSlotEnd int `json:"timeSlotEnd" comment:"时间断截至(分)"`
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common.ControlBy
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}
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@ -120,13 +120,13 @@ func (s *LineStrategyTemplateUpdateReq) Valid() error {
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return errors.New("比较类型不合法")
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}
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if s.TimeSlotStart < 0 || s.TimeSlotEnd > 59 {
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if s.TimeSlotStart < 0 {
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return errors.New("时间段不合法")
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}
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if s.TimeSlotEnd < s.TimeSlotStart {
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return errors.New("时间段不合法")
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}
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// if s.TimeSlotEnd < s.TimeSlotStart {
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// return errors.New("时间段不合法")
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// }
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return nil
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}
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@ -139,7 +139,7 @@ func (s *LineStrategyTemplateUpdateReq) Generate(model *models.LineStrategyTempl
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model.Percentag = s.Percentag
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model.CompareType = s.CompareType
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model.TimeSlotStart = s.TimeSlotStart
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model.TimeSlotEnd = s.TimeSlotEnd
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// model.TimeSlotEnd = s.TimeSlotEnd
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model.UpdateBy = s.UpdateBy // 添加这而，需要记录是被谁更新的
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}
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@ -52,19 +52,19 @@ func (e *LineApiUser) GetPage(c *dto.LineApiUserGetPageReq, p *actions.DataPermi
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return err
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}
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var userSub binancedto.UserSubscribeState
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for index := range *list {
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val, _ := helper.DefaultRedis.GetString(fmt.Sprintf(global.USER_SUBSCRIBE, (*list)[index].ApiKey))
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var userSub binancedto.UserSubscribeState
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if val != "" {
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sonic.Unmarshal([]byte(val), &userSub)
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if userSub.FuturesLastTime != nil {
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(*list)[index].FuturesLastTime = userSub.FuturesLastTime.Format("2006-01-02 15:04:05")
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(*list)[index].FuturesLastTime = userSub.FuturesLastTime
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}
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if userSub.SpotLastTime != nil {
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(*list)[index].SpotLastTime = userSub.SpotLastTime.Format("2006-01-02 15:04:05")
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(*list)[index].SpotLastTime = userSub.SpotLastTime
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}
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}
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}
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@ -279,6 +279,8 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
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futReduceVal, _ := helper.DefaultRedis.GetAllList(spotAddPositionKey)
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spotAddPositionVal, _ := helper.DefaultRedis.GetAllList(futReduceKey)
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spotReduceVal, _ := helper.DefaultRedis.GetAllList(spotReduceKey)
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spotStrategyMap := e.GetStrategyOrderListMap(1)
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futStrategyMap := e.GetStrategyOrderListMap(2)
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for _, v := range futAddPositionVal {
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sonic.Unmarshal([]byte(v), &addPosition)
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@ -337,8 +339,14 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
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if val, ok := spotRedces[order.Id]; ok {
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helper.DefaultRedis.LRem(spotReduceKey, val)
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}
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var tradedSetKey string
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if order.SymbolType == 1 {
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tradedSetKey = fmt.Sprintf(global.TICKER_SPOT, order.ExchangeType, order.Symbol)
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} else {
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tradedSetKey = fmt.Sprintf(global.TICKER_FUTURES, order.ExchangeType, order.Symbol)
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}
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tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, fmt.Sprintf(global.TICKER_SPOT, order.ExchangeType, order.Symbol))
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tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, tradedSetKey)
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redisList.Price = utility.StringToDecimal(redisList.Price).Truncate(int32(tradeSet.PriceDigit)).String()
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marshal, _ := sonic.Marshal(redisList)
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||||
if order.SymbolType == 1 {
|
||||
@ -349,6 +357,13 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
|
||||
helper.DefaultRedis.LRem(listKey, string(marshal))
|
||||
}
|
||||
|
||||
switch {
|
||||
case order.StrategyTemplateType == 1 && order.SymbolType == 1:
|
||||
e.RemoveStrategyOrderCache(order.Id, order.SymbolType, order.ExchangeType, &spotStrategyMap)
|
||||
case order.StrategyTemplateType == 1 && order.SymbolType == 2:
|
||||
e.RemoveStrategyOrderCache(order.Id, order.SymbolType, order.ExchangeType, &futStrategyMap)
|
||||
}
|
||||
|
||||
//会影响持仓的
|
||||
removeSymbolKey := fmt.Sprintf("%v_%s_%s_%s_%v", order.ApiId, order.ExchangeType, order.Symbol, order.Site, order.SymbolType)
|
||||
|
||||
@ -363,6 +378,7 @@ func (e *LinePreOrder) Remove(d *dto.LinePreOrderDeleteReq, p *actions.DataPermi
|
||||
}
|
||||
|
||||
binanceservice.MainClosePositionClearCache(order.Id, order.SymbolType)
|
||||
binanceservice.RemoveReduceReduceCacheByMainId(order.Id, order.SymbolType)
|
||||
|
||||
ints = append(ints, order.Id)
|
||||
}
|
||||
@ -576,6 +592,7 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, apiUserIds []int
|
||||
|
||||
preOrderStatus := models.LinePreOrderStatus{}
|
||||
preOrderStatus.OrderSn = AddOrder.OrderSn
|
||||
mainPrice := utility.StringToDecimal(AddOrder.Price)
|
||||
|
||||
//订单配置信息
|
||||
preOrderExts := make([]models.LinePreOrderExt, 0)
|
||||
@ -590,6 +607,12 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, apiUserIds []int
|
||||
TpTpPriceRatio: req.ProfitTpTpPriceRatio,
|
||||
TpSlPriceRatio: req.ProfitTpSlPriceRatio,
|
||||
}
|
||||
|
||||
if req.PricePattern == "mixture" {
|
||||
defultExt.TakeProfitRatio = mainPrice.Div(utility.StrToDecimal(req.Profit)).Sub(decimal.NewFromInt(1)).Abs().Mul(decimal.NewFromInt(100)).Truncate(2)
|
||||
defultExt.StopLossRatio = mainPrice.Div(req.StopLoss).Sub(decimal.NewFromInt(1)).Abs().Mul(decimal.NewFromInt(100)).Truncate(2)
|
||||
}
|
||||
|
||||
//减仓单
|
||||
defultExt2 := models.LinePreOrderExt{
|
||||
AddType: 2,
|
||||
@ -601,17 +624,12 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, apiUserIds []int
|
||||
TakeProfitNumRatio: decimal.NewFromInt(100), //减仓止盈默认100%
|
||||
StopLossRatio: req.ReduceStopLossRatio,
|
||||
}
|
||||
mainPrice := utility.StringToDecimal(AddOrder.Price)
|
||||
mainAmount := utility.SafeDiv(buyPrice, mainPrice)
|
||||
defultExt.TotalAfter = utility.StrToDecimal(AddOrder.Num).Truncate(int32(tradeSet.AmountDigit))
|
||||
defultExt2.TotalBefore = defultExt.TotalAfter
|
||||
|
||||
default2NumPercent := utility.SafeDiv(decimal.NewFromInt(100).Sub(req.ReduceNumRatio), decimal.NewFromInt(100))
|
||||
defultExt2.TotalAfter = mainAmount.Mul(default2NumPercent).Truncate(int32(tradeSet.AmountDigit))
|
||||
defultExt2.ReTakeRatio = utility.SafeDiv(req.ReducePriceRatio, default2NumPercent).Truncate(2)
|
||||
|
||||
preOrderExts = append(preOrderExts, defultExt)
|
||||
preOrderExts = append(preOrderExts, defultExt2)
|
||||
|
||||
calculateResp := dto.CalculateBreakEvenRatioResp{}
|
||||
mainParam := dto.CalculateBreakEevenRatioReq{
|
||||
@ -627,15 +645,22 @@ func (e *LinePreOrder) AddPreOrder(req *dto.LineAddPreOrderReq, apiUserIds []int
|
||||
AddPositionVal: req.ReduceNumRatio,
|
||||
}
|
||||
|
||||
if req.PricePattern == "mixture" {
|
||||
mainParam.LossEndPercent = mainPrice.Div(req.ReducePriceRatio).Sub(decimal.NewFromInt(1)).Abs().Mul(decimal.NewFromInt(100)).Truncate(2)
|
||||
defultExt2.PriceRatio = mainParam.LossEndPercent
|
||||
}
|
||||
|
||||
//计算减仓后
|
||||
mainParam.LossEndPercent = req.ReducePriceRatio
|
||||
defultExt2.ReTakeRatio = utility.SafeDiv(mainParam.LossEndPercent, default2NumPercent).Truncate(2)
|
||||
mainParam.RemainingQuantity = mainAmount
|
||||
e.CalculateBreakEvenRatio(&mainParam, &calculateResp, tradeSet)
|
||||
mainParam.RemainingQuantity = calculateResp.RemainingQuantity //mainAmount.Mul(decimal.NewFromInt(100).Sub(req.ReduceNumRatio).Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
|
||||
mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU //buyPrice.Mul(req.ReducePriceRatio.Div(decimal.NewFromInt(100)).Truncate(4)).Truncate(int32(tradeSet.PriceDigit))
|
||||
req.ReduceReTakeProfitRatio = calculateResp.Ratio
|
||||
mainParam.LossBeginPercent = req.ReducePriceRatio
|
||||
mainParam.LossBeginPercent = mainParam.LossEndPercent
|
||||
// defultExt.ReTakeRatio = calculateResp.Ratio
|
||||
preOrderExts = append(preOrderExts, defultExt)
|
||||
preOrderExts = append(preOrderExts, defultExt2)
|
||||
|
||||
for index, addPosition := range req.Ext {
|
||||
ext := models.LinePreOrderExt{
|
||||
@ -907,7 +932,6 @@ func saveOrderCache(req *dto.LineAddPreOrderReq, AddOrder models.LinePreOrder, l
|
||||
list.Percentag = linestrategyTemplate.Percentag
|
||||
list.CompareType = linestrategyTemplate.CompareType
|
||||
list.TimeSlotStart = linestrategyTemplate.TimeSlotStart
|
||||
list.TimeSlotEnd = linestrategyTemplate.TimeSlotEnd
|
||||
|
||||
marshal, _ = sonic.Marshal(&list)
|
||||
if AddOrder.SymbolType == global.SYMBOL_SPOT {
|
||||
@ -1015,7 +1039,6 @@ 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()
|
||||
@ -1244,14 +1267,25 @@ func (e *LinePreOrder) AddBatchPreOrder(batchReq *dto.LineBatchAddPreOrderReq, p
|
||||
var symbolGroupInfo models.LineSymbolGroup
|
||||
e.Orm.Model(&models.LineSymbolGroup{}).Where("id = ?", utility.StringToInt(batchReq.SymbolGroupId)).Find(&symbolGroupInfo)
|
||||
if symbolGroupInfo.Id <= 0 || symbolGroupInfo.Symbol == "" {
|
||||
*errs = append(*errs, errors.New(fmt.Sprintf("选择的交易对组:%s不存在或交易对组的交易对为空", batchReq.SymbolGroupId)))
|
||||
*errs = append(*errs, fmt.Errorf("选择的交易对组:%s不存在或交易对组的交易对为空", batchReq.SymbolGroupId))
|
||||
return nil
|
||||
}
|
||||
|
||||
if batchReq.StrategyTemplateType == 1 && batchReq.StrategyTemplateId > 0 {
|
||||
cachePriceSymbols, _ := helper.DefaultRedis.GetAllList(rediskey.CacheSymbolLastPrice)
|
||||
symbols := strings.Split(symbolGroupInfo.Symbol, ",")
|
||||
|
||||
for _, symbol := range symbols {
|
||||
if !utility.ContainsStr(cachePriceSymbols, symbol) {
|
||||
*errs = append(*errs, fmt.Errorf("交易对[%s]涨跌幅缓存不存在", symbol))
|
||||
return nil
|
||||
}
|
||||
}
|
||||
}
|
||||
batchReq.Symbol = symbolGroupInfo.Symbol
|
||||
}
|
||||
|
||||
//脚本次数
|
||||
// if batchReq.OrderNum > 0 {
|
||||
apiUserIds := strings.Split(batchReq.ApiUserId, ",")
|
||||
var tickerSymbol string
|
||||
if batchReq.SymbolType == global.SYMBOL_SPOT {
|
||||
@ -1276,7 +1310,7 @@ func (e *LinePreOrder) AddBatchPreOrder(batchReq *dto.LineBatchAddPreOrderReq, p
|
||||
log.ScriptParams = string(marshal)
|
||||
log.AdminId = 0
|
||||
log.Status = "0"
|
||||
//scriptLogs = append(scriptLogs, log)
|
||||
|
||||
err := e.Orm.Model(&models.LinePreScript{}).Create(&log).Error
|
||||
if err != nil {
|
||||
*errs = append(*errs, fmt.Errorf("记录脚本失败:%+v", err.Error()))
|
||||
@ -1316,6 +1350,8 @@ func (e *LinePreOrder) AddBatchPreOrder(batchReq *dto.LineBatchAddPreOrderReq, p
|
||||
req.ReduceStopLossRatio = batchReq.ReduceStopLossRatio
|
||||
req.ReduceTakeProfitRatio = batchReq.ReduceTakeProfitRatio
|
||||
req.CreateBy = batchReq.CreateBy
|
||||
req.StrategyTemplateId = batchReq.StrategyTemplateId
|
||||
req.StrategyTemplateType = batchReq.StrategyTemplateType
|
||||
|
||||
e.AddPreOrderCheck(&req, p, errs, tickerSymbol)
|
||||
}
|
||||
@ -1995,6 +2031,8 @@ func (e *LinePreOrder) ClearUnTriggered() error {
|
||||
var orderLists []models.LinePreOrder
|
||||
positions := map[string]positiondto.LinePreOrderPositioinDelReq{}
|
||||
e.Orm.Model(&models.LinePreOrder{}).Where("main_id = 0 AND pid = 0 AND status = '0'").Find(&orderLists).Unscoped().Delete(&models.LinePreOrder{})
|
||||
spotStrategyMap := e.GetStrategyOrderListMap(1)
|
||||
futStrategyMap := e.GetStrategyOrderListMap(2)
|
||||
|
||||
for _, order := range orderLists {
|
||||
redisList := dto.PreOrderRedisList{
|
||||
@ -2006,17 +2044,35 @@ func (e *LinePreOrder) ClearUnTriggered() error {
|
||||
OrderSn: order.OrderSn,
|
||||
QuoteSymbol: order.QuoteSymbol,
|
||||
}
|
||||
tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, fmt.Sprintf(global.TICKER_SPOT, order.ExchangeType, order.Symbol))
|
||||
|
||||
var tradedSetKey string
|
||||
if order.SymbolType == 1 {
|
||||
tradedSetKey = fmt.Sprintf(global.TICKER_SPOT, order.ExchangeType, order.Symbol)
|
||||
} else {
|
||||
tradedSetKey = fmt.Sprintf(global.TICKER_FUTURES, order.ExchangeType, order.Symbol)
|
||||
}
|
||||
|
||||
tradeSet, _ := helper.GetObjString[models2.TradeSet](helper.DefaultRedis, tradedSetKey)
|
||||
redisList.Price = utility.StringToDecimal(redisList.Price).Truncate(int32(tradeSet.PriceDigit)).String()
|
||||
marshal, _ := sonic.Marshal(redisList)
|
||||
|
||||
if order.SymbolType == 1 {
|
||||
key := fmt.Sprintf(rediskey.PreFutOrderList, order.ExchangeType)
|
||||
|
||||
helper.DefaultRedis.LRem(key, string(marshal))
|
||||
} else {
|
||||
key := fmt.Sprintf(rediskey.PreSpotOrderList, order.ExchangeType)
|
||||
|
||||
helper.DefaultRedis.LRem(key, string(marshal))
|
||||
}
|
||||
|
||||
switch {
|
||||
case order.StrategyTemplateType == 1 && order.SymbolType == 1:
|
||||
e.RemoveStrategyOrderCache(order.Id, order.SymbolType, order.ExchangeType, &spotStrategyMap)
|
||||
case order.StrategyTemplateType == 1 && order.SymbolType == 2:
|
||||
e.RemoveStrategyOrderCache(order.Id, order.SymbolType, order.ExchangeType, &futStrategyMap)
|
||||
}
|
||||
|
||||
//会影响持仓的
|
||||
removeSymbolKey := fmt.Sprintf("%v_%s_%s_%s_%v", order.ApiId, order.ExchangeType, order.Symbol, order.Site, order.SymbolType)
|
||||
|
||||
@ -2056,6 +2112,60 @@ func (e *LinePreOrder) ClearUnTriggered() error {
|
||||
return nil
|
||||
}
|
||||
|
||||
// 移除待策略待触发单
|
||||
func (e *LinePreOrder) RemoveStrategyOrderCache(orderId int, symbolType int, exchangeType string, caches *map[string][]dto.StrategyOrderRedisList) {
|
||||
strategys, _ := (*caches)[exchangeType]
|
||||
var strategyListKey string
|
||||
|
||||
if symbolType == 1 {
|
||||
strategyListKey = fmt.Sprintf(rediskey.StrategySpotOrderList, exchangeType)
|
||||
} else {
|
||||
strategyListKey = fmt.Sprintf(rediskey.StrategyFutOrderList, exchangeType)
|
||||
}
|
||||
|
||||
for _, strategy := range strategys {
|
||||
if strategy.Id == orderId {
|
||||
strategyVal, _ := sonic.MarshalString(strategy)
|
||||
helper.DefaultRedis.LRem(strategyListKey, strategyVal)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// 获取策略订单缓存列表
|
||||
// symbolType 1现货 2合约
|
||||
func (e *LinePreOrder) GetStrategyOrderListMap(symbolType int) map[string][]dto.StrategyOrderRedisList {
|
||||
result := make(map[string][]dto.StrategyOrderRedisList)
|
||||
var key string
|
||||
exchanges := []string{global.EXCHANGE_BINANCE}
|
||||
|
||||
if symbolType == 1 {
|
||||
key = rediskey.StrategySpotOrderList
|
||||
} else {
|
||||
key = rediskey.StrategyFutOrderList
|
||||
}
|
||||
|
||||
for _, exchange := range exchanges {
|
||||
newKey := fmt.Sprintf(key, exchange)
|
||||
vals, _ := helper.DefaultRedis.GetAllList(newKey)
|
||||
itemData := make([]dto.StrategyOrderRedisList, 0)
|
||||
item := dto.StrategyOrderRedisList{}
|
||||
|
||||
for _, v := range vals {
|
||||
sonic.Unmarshal([]byte(v), &item)
|
||||
|
||||
if item.Id > 0 {
|
||||
itemData = append(itemData, item)
|
||||
}
|
||||
}
|
||||
|
||||
if len(itemData) > 0 {
|
||||
result[exchange] = itemData
|
||||
}
|
||||
}
|
||||
|
||||
return result
|
||||
}
|
||||
|
||||
func (e *LinePreOrder) QueryOrder(req *dto.QueryOrderReq) (res interface{}, err error) {
|
||||
var apiUserInfo models.LineApiUser
|
||||
e.Orm.Model(&models.LineApiUser{}).Where("id = ?", req.ApiId).Find(&apiUserInfo)
|
||||
@ -2149,15 +2259,18 @@ func (e *LinePreOrder) GenerateOrder(req *dto.LineAddPreOrderReq) error {
|
||||
AddPositionVal: req.ReduceNumRatio,
|
||||
}
|
||||
|
||||
if req.PricePattern == "mixture" {
|
||||
mainParam.LossEndPercent = price.Div(req.ReducePriceRatio).Sub(decimal.NewFromInt(1)).Abs().Mul(decimal.NewFromInt(100)).Truncate(2)
|
||||
}
|
||||
|
||||
//计算减仓后
|
||||
mainParam.LossEndPercent = req.ReducePriceRatio
|
||||
mainParam.RemainingQuantity = mainAmount
|
||||
mainParam.AddType = 2
|
||||
e.CalculateBreakEvenRatio(&mainParam, &calculateResp, tradeSet)
|
||||
mainParam.RemainingQuantity = calculateResp.RemainingQuantity
|
||||
mainParam.TotalLossAmountU = calculateResp.TotalLossAmountU
|
||||
req.ReduceReTakeProfitRatio = calculateResp.Ratio
|
||||
lossBeginPercent = req.ReducePriceRatio
|
||||
lossBeginPercent = mainParam.LossEndPercent
|
||||
|
||||
//顺序排序
|
||||
sort.Slice(req.Ext, func(i, j int) bool {
|
||||
|
||||
67
app/jobs/account_job.go
Normal file
67
app/jobs/account_job.go
Normal file
@ -0,0 +1,67 @@
|
||||
package jobs
|
||||
|
||||
import (
|
||||
binancedto "go-admin/models/binancedto"
|
||||
"go-admin/services/binanceservice"
|
||||
|
||||
DbModels "go-admin/app/admin/models"
|
||||
|
||||
"github.com/go-admin-team/go-admin-core/logger"
|
||||
"github.com/shopspring/decimal"
|
||||
)
|
||||
|
||||
type BinanceSpotAccountJob struct{}
|
||||
|
||||
type BinanceFuturesAccountJob struct{}
|
||||
|
||||
// 币安账户划转
|
||||
func (t BinanceSpotAccountJob) Exec(arg interface{}) error {
|
||||
db := getDefaultDb()
|
||||
req := binancedto.BinanceTransfer{
|
||||
Type: "MAIN_UMFUTURE",
|
||||
Asset: "USDT",
|
||||
Amount: decimal.NewFromFloat(0.1),
|
||||
FromSymbol: "USDT",
|
||||
ToSymbol: "USDT",
|
||||
}
|
||||
var apis []DbModels.LineApiUser
|
||||
|
||||
if err := db.Model(&DbModels.LineApiUser{}).Where("open_status = 1").Find(&apis).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
for _, apiUserInfo := range apis {
|
||||
err := binanceservice.TradeAmount(db, &req, apiUserInfo)
|
||||
|
||||
if err != nil {
|
||||
logger.Errorf("现货划转合约失败, err: %s", err)
|
||||
}
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// 币安账户划转
|
||||
func (t BinanceFuturesAccountJob) Exec(arg interface{}) error {
|
||||
db := getDefaultDb()
|
||||
req := binancedto.BinanceTransfer{
|
||||
Type: "UMFUTURE_MAIN",
|
||||
Asset: "USDT",
|
||||
Amount: decimal.NewFromFloat(0.1),
|
||||
FromSymbol: "USDT",
|
||||
ToSymbol: "USDT",
|
||||
}
|
||||
var apis []DbModels.LineApiUser
|
||||
if err := db.Model(&DbModels.LineApiUser{}).Where("open_status = 1").Find(&apis).Error; err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
for _, apiUserInfo := range apis {
|
||||
err := binanceservice.TradeAmount(db, &req, apiUserInfo)
|
||||
|
||||
if err != nil {
|
||||
logger.Errorf("合约划转现货失败, err: %s", err)
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
34
app/jobs/account_job_test.go
Normal file
34
app/jobs/account_job_test.go
Normal file
@ -0,0 +1,34 @@
|
||||
package jobs
|
||||
|
||||
import (
|
||||
"go-admin/common/helper"
|
||||
"testing"
|
||||
|
||||
"github.com/go-admin-team/go-admin-core/sdk"
|
||||
"gorm.io/driver/mysql"
|
||||
"gorm.io/gorm"
|
||||
)
|
||||
|
||||
func TestAccountJob(t *testing.T) {
|
||||
dsn := "root:123456@tcp(127.0.0.1:3306)/go_exchange_single?charset=utf8mb4&parseTime=True&loc=Local&timeout=1000ms"
|
||||
db, _ := gorm.Open(mysql.Open(dsn), &gorm.Config{})
|
||||
sdk.Runtime.SetDb("default", db)
|
||||
|
||||
helper.InitDefaultRedis("127.0.0.1:6379", "", 2)
|
||||
helper.InitLockRedisConn("127.0.0.1:6379", "", "2")
|
||||
|
||||
accountJob := BinanceSpotAccountJob{}
|
||||
accountJob.Exec(nil)
|
||||
}
|
||||
|
||||
func TestFutureAccountJob(t *testing.T) {
|
||||
dsn := "root:123456@tcp(127.0.0.1:3306)/go_exchange_single?charset=utf8mb4&parseTime=True&loc=Local&timeout=1000ms"
|
||||
db, _ := gorm.Open(mysql.Open(dsn), &gorm.Config{})
|
||||
sdk.Runtime.SetDb("default", db)
|
||||
|
||||
helper.InitDefaultRedis("127.0.0.1:6379", "", 2)
|
||||
helper.InitLockRedisConn("127.0.0.1:6379", "", "2")
|
||||
|
||||
accountJob := BinanceFuturesAccountJob{}
|
||||
accountJob.Exec(nil)
|
||||
}
|
||||
@ -38,6 +38,9 @@ func InitJob() {
|
||||
"MemberExpirationJob": MemberExpirationJob{}, //会员到期处理
|
||||
"MemberRenwalOrderExpirationJob": MemberRenwalOrderExpirationJob{}, //会员续费订单过期处理
|
||||
"TrxQueryJobs": TrxQueryJobs{}, //订单支付监听
|
||||
"StrategyJob": StrategyJob{}, //下单策略触发
|
||||
"BinanceSpotAccountJob": BinanceSpotAccountJob{}, //币安现货划转
|
||||
"BinanceFuturesAccountJob": BinanceFuturesAccountJob{}, //币安合约划转
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@ -3,6 +3,7 @@ package jobs
|
||||
import (
|
||||
"fmt"
|
||||
models2 "go-admin/app/jobs/models"
|
||||
"runtime"
|
||||
"time"
|
||||
|
||||
log "github.com/go-admin-team/go-admin-core/logger"
|
||||
@ -43,7 +44,10 @@ type ExecJob struct {
|
||||
func (e *ExecJob) Run() {
|
||||
defer func() {
|
||||
if err := recover(); err != nil {
|
||||
log.Errorf("脚本任务失败:%v", err)
|
||||
// 获取调用栈信息
|
||||
buf := make([]byte, 1<<16) // 64KB 缓冲区
|
||||
n := runtime.Stack(buf, false)
|
||||
log.Errorf("脚本任务失败: %v\n%s", err, buf[:n])
|
||||
}
|
||||
}()
|
||||
|
||||
|
||||
25
app/jobs/strategy_job.go
Normal file
25
app/jobs/strategy_job.go
Normal file
@ -0,0 +1,25 @@
|
||||
package jobs
|
||||
|
||||
import (
|
||||
"go-admin/common/global"
|
||||
"go-admin/services/binanceservice"
|
||||
|
||||
"github.com/go-admin-team/go-admin-core/logger"
|
||||
"github.com/go-admin-team/go-admin-core/sdk"
|
||||
)
|
||||
|
||||
type StrategyJob struct {
|
||||
}
|
||||
|
||||
// 策略下单任务
|
||||
func (j StrategyJob) Exec(arg interface{}) error {
|
||||
strategyService := binanceservice.BinanceStrategyOrderService{}
|
||||
db := getDefaultDb()
|
||||
strategyService.Orm = db
|
||||
strategyService.Log = logger.NewHelper(sdk.Runtime.GetLogger()).WithFields(map[string]interface{}{})
|
||||
|
||||
//触发币安策略下单
|
||||
strategyService.TriggerStrategyOrder(global.EXCHANGE_BINANCE)
|
||||
|
||||
return nil
|
||||
}
|
||||
22
app/jobs/strategy_job_test.go
Normal file
22
app/jobs/strategy_job_test.go
Normal file
@ -0,0 +1,22 @@
|
||||
package jobs
|
||||
|
||||
import (
|
||||
"go-admin/common/helper"
|
||||
"testing"
|
||||
|
||||
"github.com/go-admin-team/go-admin-core/sdk"
|
||||
"gorm.io/driver/mysql"
|
||||
"gorm.io/gorm"
|
||||
)
|
||||
|
||||
func TestStrategyJob(t *testing.T) {
|
||||
dsn := "root:123456@tcp(127.0.0.1:3306)/go_exchange_single?charset=utf8mb4&parseTime=True&loc=Local&timeout=1000ms"
|
||||
db, _ := gorm.Open(mysql.Open(dsn), &gorm.Config{})
|
||||
sdk.Runtime.SetDb("default", db)
|
||||
helper.InitDefaultRedis("127.0.0.1:6379", "", 2)
|
||||
helper.InitLockRedisConn("127.0.0.1:6379", "", "2")
|
||||
|
||||
job := StrategyJob{}
|
||||
|
||||
job.Exec([]string{})
|
||||
}
|
||||
@ -46,9 +46,9 @@ const (
|
||||
SpotTrigger = "spot_trigger_lock:%v_%s" //现货触发 {apiuserid|symbol}
|
||||
FutTrigger = "fut_trigger_lock:%v_%s" //合约触发 {apiuserid|symbol}
|
||||
|
||||
//波段现货触发{apiuserid|symbol}
|
||||
//波段现货触发{apiuserid|ordersn}
|
||||
StrategySpotTriggerLock = "strategy_spot_trigger_l:%v_%s"
|
||||
//波段合约触发{apiuserid|symbol}
|
||||
//波段合约触发{apiuserid|ordersn}
|
||||
StrategyFutTriggerLock = "strategy_fut_trigger_l:%v_%s"
|
||||
|
||||
//减仓波段合约触发 {apiuserid|symbol}
|
||||
@ -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
|
||||
|
||||
@ -3,6 +3,7 @@ package helper
|
||||
import (
|
||||
"context"
|
||||
"errors"
|
||||
"fmt"
|
||||
"go-admin/pkg/utility"
|
||||
"math/rand"
|
||||
"strconv"
|
||||
@ -60,6 +61,8 @@ func InitLockRedisConn(host, password, dbIndex string) {
|
||||
log.Error("Failed to connect to Redis", zap.Error(err))
|
||||
panic(err)
|
||||
}
|
||||
|
||||
fmt.Println("redis lock初始化完毕")
|
||||
})
|
||||
}
|
||||
|
||||
@ -106,6 +109,9 @@ func (rl *RedisLock) AcquireWait(ctx context.Context) (bool, error) {
|
||||
baseInterval = time.Second
|
||||
}
|
||||
|
||||
if baseInterval <= 0 {
|
||||
baseInterval = time.Millisecond * 100 // 至少 100ms
|
||||
}
|
||||
// 随机退避
|
||||
retryInterval := time.Duration(rand.Int63n(int64(baseInterval))) // 随机退避
|
||||
if retryInterval < time.Millisecond*100 {
|
||||
@ -129,6 +135,13 @@ func (rl *RedisLock) AcquireWait(ctx context.Context) (bool, error) {
|
||||
return false, ErrFailed
|
||||
}
|
||||
|
||||
func safeRandomDuration(max time.Duration) time.Duration {
|
||||
if max <= 0 {
|
||||
return 100 * time.Millisecond // fallback default
|
||||
}
|
||||
return time.Duration(rand.Int63n(int64(max)))
|
||||
}
|
||||
|
||||
// Release 释放锁
|
||||
func (rl *RedisLock) Release() (bool, error) {
|
||||
return rl.releaseCtx(context.Background())
|
||||
|
||||
@ -13,6 +13,7 @@ import (
|
||||
"go-admin/services/futureservice"
|
||||
"go-admin/services/scriptservice"
|
||||
"os"
|
||||
"time"
|
||||
|
||||
"github.com/bytedance/sonic"
|
||||
"github.com/go-admin-team/go-admin-core/logger"
|
||||
@ -23,9 +24,11 @@ import (
|
||||
|
||||
// 业务初始化
|
||||
func BusinessInit(db *gorm.DB) {
|
||||
|
||||
httputils.InitProxy(config.ExtConfig.ProxyUrl)
|
||||
|
||||
if err := loadApiUser(db); err != nil { //加载api用户
|
||||
fmt.Printf("加载api用户失败 err:%v", err)
|
||||
os.Exit(-1)
|
||||
}
|
||||
|
||||
@ -37,6 +40,9 @@ func BusinessInit(db *gorm.DB) {
|
||||
symbolPriceService.Log = logger.NewHelper(sdk.Runtime.GetLogger()).WithFields(map[string]interface{}{})
|
||||
symbolPriceService.InitCache()
|
||||
|
||||
//清理交易对缓存价格
|
||||
clearSymbolPrice()
|
||||
|
||||
//初始化订单配置
|
||||
cacheservice.ResetSystemSetting(db)
|
||||
lineApiUser := service.LineApiUser{}
|
||||
@ -145,3 +151,24 @@ func loadApiUser(db *gorm.DB) error {
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// 清理交易对价格缓存
|
||||
func clearSymbolPrice() error {
|
||||
spotAll, _ := helper.DefaultRedis.ScanKeys("spot_ticker_last_price:*")
|
||||
futAllKey, _ := helper.DefaultRedis.ScanKeys("fut_ticker_last_price:*")
|
||||
beforeTimeUtc := time.Now().UnixMilli()
|
||||
|
||||
for _, item := range spotAll {
|
||||
if _, err := helper.DefaultRedis.RemoveBeforeScore(item, float64(beforeTimeUtc)); err != nil {
|
||||
logger.Error("现货 清理交易对价格缓存失败：", err)
|
||||
}
|
||||
}
|
||||
|
||||
for _, item := range futAllKey {
|
||||
if _, err := helper.DefaultRedis.RemoveBeforeScore(item, float64(beforeTimeUtc)); err != nil {
|
||||
logger.Error("合约 清理交易对价格缓存失败：", err)
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
11
models/binancedto/account.go
Normal file
11
models/binancedto/account.go
Normal file
@ -0,0 +1,11 @@
|
||||
package binancedto
|
||||
|
||||
import "github.com/shopspring/decimal"
|
||||
|
||||
type BinanceTransfer struct {
|
||||
Type string `json:"type" content:"枚举 MAIN_UMFUTURE-现货到u合约"`
|
||||
Asset string `json:"asset" content:"币种"`
|
||||
Amount decimal.Decimal `json:"amount" content:"数量"`
|
||||
FromSymbol string `json:"fromSymbol" content:"转出币种"`
|
||||
ToSymbol string `json:"toSymbol" content:"转入币种"`
|
||||
}
|
||||
@ -640,3 +640,43 @@ func GetSpotUProperty(apiUserInfo DbModels.LineApiUser, data *dto.LineUserProper
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// 万象划转
|
||||
func TradeAmount(db *gorm.DB, req *binancedto.BinanceTransfer, apiUserInfo DbModels.LineApiUser) error {
|
||||
url := "/sapi/v1/asset/transfer"
|
||||
|
||||
client := GetClient(&apiUserInfo)
|
||||
|
||||
params := map[string]string{
|
||||
"type": req.Type,
|
||||
"asset": req.Asset,
|
||||
"amount": req.Amount.String(),
|
||||
"fromSymbol": req.FromSymbol,
|
||||
"toSymbol": req.ToSymbol,
|
||||
"recvWindow": "10000",
|
||||
}
|
||||
|
||||
_, code, err := client.SendSpotAuth(url, "POST", params)
|
||||
if err != nil || code != 200 {
|
||||
log.Error("万向划转失败 参数:", params)
|
||||
log.Error("万向划转失败 code:", code)
|
||||
log.Error("万向划转失败 err:", err)
|
||||
dataMap := make(map[string]interface{})
|
||||
if err.Error() != "" {
|
||||
if err := sonic.Unmarshal([]byte(err.Error()), &dataMap); err != nil {
|
||||
return fmt.Errorf("api_id:%d 万向划转失败:%+v", apiUserInfo.Id, err.Error())
|
||||
}
|
||||
}
|
||||
|
||||
code, ok := dataMap["code"]
|
||||
if ok {
|
||||
return fmt.Errorf("api_id:%d 万向划转失败:%s", apiUserInfo.Id, ErrorMaps[code.(float64)])
|
||||
}
|
||||
if strings.Contains(err.Error(), "Unknown order sent.") {
|
||||
return fmt.Errorf("api_id:%d 万向划转失败:%+v", apiUserInfo.Id, ErrorMaps[-2011])
|
||||
}
|
||||
return fmt.Errorf("api_id:%d 万向划转失败:%+v", apiUserInfo.Id, err.Error())
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
@ -251,11 +251,15 @@ func (e *AddPosition) CalculateAmount(req dto.ManuallyCover, totalNum, lastPrice
|
||||
// mainOrderId 主单id
|
||||
// symbolType 1现货 2合约
|
||||
func MainClosePositionClearCache(mainId int, symbolType int) {
|
||||
strategyDto := dto.StrategyOrderRedisList{}
|
||||
|
||||
if symbolType == 1 {
|
||||
keySpotStop := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
|
||||
keySpotAddposition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
|
||||
spotStopArray, _ := helper.DefaultRedis.GetAllList(keySpotStop)
|
||||
spotAddpositionArray, _ := helper.DefaultRedis.GetAllList(keySpotAddposition)
|
||||
spotStrategyKey := fmt.Sprintf(rediskey.StrategySpotOrderList, global.EXCHANGE_BINANCE)
|
||||
spotStrategyList, _ := helper.DefaultRedis.GetAllList(spotStrategyKey)
|
||||
var position AddPositionList
|
||||
var stop dto.StopLossRedisList
|
||||
|
||||
@ -279,11 +283,23 @@ func MainClosePositionClearCache(mainId int, symbolType int) {
|
||||
}
|
||||
}
|
||||
|
||||
for _, item := range spotStrategyList {
|
||||
sonic.Unmarshal([]byte(item), &strategyDto)
|
||||
|
||||
if strategyDto.Id == mainId {
|
||||
if _, err := helper.DefaultRedis.LRem(spotStrategyKey, item); err != nil {
|
||||
logger.Errorf("id:%d 移除缓存失败,err:%v", mainId, err)
|
||||
}
|
||||
}
|
||||
}
|
||||
} else {
|
||||
keyFutStop := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
|
||||
keyFutAddposition := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
|
||||
futAddpositionArray, _ := helper.DefaultRedis.GetAllList(keyFutStop)
|
||||
futStopArray, _ := helper.DefaultRedis.GetAllList(keyFutAddposition)
|
||||
|
||||
futStrategyKey := fmt.Sprintf(rediskey.StrategyFutOrderList, global.EXCHANGE_BINANCE)
|
||||
futStrategyList, _ := helper.DefaultRedis.GetAllList(futStrategyKey)
|
||||
var position AddPositionList
|
||||
var stop dto.StopLossRedisList
|
||||
|
||||
@ -306,6 +322,16 @@ func MainClosePositionClearCache(mainId int, symbolType int) {
|
||||
helper.DefaultRedis.LRem(keyFutStop, item)
|
||||
}
|
||||
}
|
||||
|
||||
for _, item := range futStrategyList {
|
||||
sonic.Unmarshal([]byte(item), &strategyDto)
|
||||
|
||||
if strategyDto.Id == mainId {
|
||||
if _, err := helper.DefaultRedis.LRem(futStrategyKey, item); err != nil {
|
||||
logger.Errorf("id:%d 移除缓存失败,err:%v", mainId, err)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@ -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)
|
||||
|
||||
@ -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
|
||||
|
||||
@ -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
|
||||
|
||||
@ -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
|
||||
@ -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 {
|
||||
|
||||
@ -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) {
|
||||
|
||||
@ -12,30 +12,42 @@ 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"
|
||||
"gorm.io/gorm"
|
||||
)
|
||||
|
||||
type BinanceStrategyOrderService struct {
|
||||
service.Service
|
||||
Debug bool
|
||||
}
|
||||
|
||||
// 判断是否触发波段订单
|
||||
func (e *BinanceStrategyOrderService) TriggerStrategyOrder(exchangeType string) {
|
||||
//现货
|
||||
orderStrs, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.StrategyFutOrderList, exchangeType))
|
||||
e.DoJudge(orderStrs, 1, exchangeType)
|
||||
orderStrs, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.StrategySpotOrderList, exchangeType))
|
||||
if len(orderStrs) > 0 {
|
||||
e.DoJudge(orderStrs, 1, exchangeType)
|
||||
}
|
||||
|
||||
//合约
|
||||
futOrdedrStrs, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.StrategyFutOrderList, exchangeType))
|
||||
e.DoJudge(futOrdedrStrs, 2, exchangeType)
|
||||
|
||||
if len(futOrdedrStrs) > 0 {
|
||||
e.DoJudge(futOrdedrStrs, 2, exchangeType)
|
||||
}
|
||||
}
|
||||
|
||||
// 处理订单
|
||||
// 判断是否符合条件
|
||||
func (e *BinanceStrategyOrderService) DoJudge(orderStrs []string, symbolType int, exchangeType string) {
|
||||
db := GetDBConnection()
|
||||
// setting, _ := cacheservice.GetSystemSetting(db)
|
||||
|
||||
for _, orderStr := range orderStrs {
|
||||
var lockKey string
|
||||
orderItem := dto.StrategyOrderRedisList{}
|
||||
@ -51,7 +63,7 @@ func (e *BinanceStrategyOrderService) DoJudge(orderStrs []string, symbolType int
|
||||
lockKey = rediskey.StrategyFutTriggerLock
|
||||
}
|
||||
|
||||
lock := helper.NewRedisLock(fmt.Sprintf(lockKey, orderItem.ApiId, orderItem.Symbol), 200, 50, 100*time.Millisecond)
|
||||
lock := helper.NewRedisLock(fmt.Sprintf(lockKey, orderItem.ApiId, orderItem.OrderSn), 60, 20, 300*time.Millisecond)
|
||||
|
||||
if ok, err := lock.AcquireWait(context.Background()); err != nil {
|
||||
e.Log.Debug("获取锁失败", err)
|
||||
@ -60,14 +72,14 @@ func (e *BinanceStrategyOrderService) DoJudge(orderStrs []string, symbolType int
|
||||
defer lock.Release()
|
||||
|
||||
//判断是否符合条件
|
||||
success, err := e.JudgeStrategy(orderItem, 1, exchangeType)
|
||||
success, err := e.JudgeStrategy(orderItem, symbolType, exchangeType)
|
||||
|
||||
if err != nil {
|
||||
e.Log.Errorf("order_id:%d err:%v", orderItem.Id, err)
|
||||
}
|
||||
|
||||
if success {
|
||||
e.TriggerOrder(orderItem, symbolType)
|
||||
if e.Debug || success {
|
||||
e.TriggerOrder(db, orderStr, orderItem, symbolType)
|
||||
}
|
||||
}
|
||||
}
|
||||
@ -95,8 +107,16 @@ 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 {
|
||||
@ -108,31 +128,35 @@ func (e *BinanceStrategyOrderService) JudgeStrategy(order dto.StrategyOrderRedis
|
||||
}
|
||||
|
||||
percentag := lastPrice.Div(startPrice).Sub(decimal.NewFromInt(1)).Truncate(6)
|
||||
|
||||
logger.Infof("百分比:%s", percentag.Mul(decimal.NewFromInt(100)).String())
|
||||
//价格没有变动
|
||||
if percentag.Cmp(decimal.Zero) == 0 {
|
||||
return result, nil
|
||||
}
|
||||
|
||||
//满足条件
|
||||
switch order.CompareType {
|
||||
case 1:
|
||||
result = percentag.Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) > 0
|
||||
case 2:
|
||||
result = percentag.Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) >= 0
|
||||
case 5:
|
||||
result = percentag.Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) == 0
|
||||
default:
|
||||
return result, errors.New("没有对应的类型")
|
||||
switch {
|
||||
//涨价格大于0.5% 跌价格小于-0.5%
|
||||
case order.CompareType == 1 && order.Direction == 1 && percentag.Cmp(decimal.Zero) > 0,
|
||||
order.CompareType == 1 && order.Direction == 2 && percentag.Cmp(decimal.Zero) < 0:
|
||||
result = percentag.Abs().Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) > 0
|
||||
|
||||
case order.CompareType == 2 && order.Direction == 1 && percentag.Cmp(decimal.Zero) > 0,
|
||||
order.CompareType == 2 && order.Direction == 2 && percentag.Cmp(decimal.Zero) < 0:
|
||||
result = percentag.Abs().Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) >= 0
|
||||
|
||||
case order.CompareType == 5 && order.Direction == 1 && percentag.Cmp(decimal.Zero) > 0,
|
||||
order.CompareType == 5 && order.Direction == 2 && percentag.Cmp(decimal.Zero) < 0:
|
||||
result = percentag.Abs().Mul(decimal.NewFromInt(100)).Cmp(order.Percentag) == 0
|
||||
}
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// 触发委托单
|
||||
func (e *BinanceStrategyOrderService) TriggerOrder(order dto.StrategyOrderRedisList, symbolType int) error {
|
||||
func (e *BinanceStrategyOrderService) TriggerOrder(db *gorm.DB, cacheVal string, order dto.StrategyOrderRedisList, symbolType int) error {
|
||||
orders := make([]models.LinePreOrder, 0)
|
||||
if err := e.Orm.Model(&models.LinePreOrder{}).Where("main_id =?", order.Id).Find(&orders).Error; err != nil {
|
||||
if err := e.Orm.Model(&models.LinePreOrder{}).Where("main_id =? or id =?", order.Id, order.Id).Find(&orders).Error; err != nil {
|
||||
e.Log.Errorf("order_id:%d 获取委托单失败:%s", order.Id, err.Error())
|
||||
return err
|
||||
}
|
||||
@ -143,7 +167,16 @@ func (e *BinanceStrategyOrderService) TriggerOrder(order dto.StrategyOrderRedisL
|
||||
return errors.New("获取系统设置失败")
|
||||
}
|
||||
|
||||
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, symbolType)
|
||||
var tradeSet models2.TradeSet
|
||||
|
||||
switch symbolType {
|
||||
case 1:
|
||||
tradeSet, _ = cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 0)
|
||||
case 2:
|
||||
tradeSet, _ = cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)
|
||||
default:
|
||||
return errors.New("获取交易对行情失败,交易对类型错误")
|
||||
}
|
||||
|
||||
if tradeSet.Coin == "" {
|
||||
return errors.New("获取交易对行情失败")
|
||||
@ -155,7 +188,7 @@ 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 {
|
||||
@ -164,62 +197,307 @@ func (e *BinanceStrategyOrderService) TriggerOrder(order dto.StrategyOrderRedisL
|
||||
}
|
||||
}
|
||||
|
||||
if mainOrder.Id == 0 {
|
||||
return errors.New("获取主单失败")
|
||||
}
|
||||
|
||||
GetOrderByPid(&mainOrder, orders, mainOrder.Id)
|
||||
|
||||
e.RecalculateOrder(tradeSet, &mainOrder, setting)
|
||||
|
||||
//事务保存
|
||||
err := e.Orm.Transaction(func(tx *gorm.DB) error {
|
||||
if err1 := tx.Save(&mainOrder).Error; err1 != nil {
|
||||
return err1
|
||||
}
|
||||
|
||||
for _, v := range mainOrder.Childs {
|
||||
if err1 := tx.Save(&v).Error; err1 != nil {
|
||||
return err1
|
||||
}
|
||||
|
||||
for _, v2 := range v.Childs {
|
||||
if err1 := tx.Save(&v2).Error; err1 != nil {
|
||||
return err1
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
})
|
||||
|
||||
if 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 err
|
||||
}
|
||||
|
||||
e.StrategyOrderPlace(db, cacheVal, mainOrder, tradeSet)
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// 策略触发订单
|
||||
// cacheVal:缓存值
|
||||
// mainOrder:主订单
|
||||
// tradeSet:交易对行情
|
||||
func (e *BinanceStrategyOrderService) StrategyOrderPlace(db *gorm.DB, cacheVal string, mainOrder models.LinePreOrder, tradeSet models2.TradeSet) {
|
||||
price := utility.StringToDecimal(mainOrder.Price).Truncate(int32(tradeSet.PriceDigit))
|
||||
num := utility.StringToDecimal(mainOrder.Num).Truncate(int32(tradeSet.AmountDigit))
|
||||
futApi := FutRestApi{}
|
||||
var key string
|
||||
|
||||
switch mainOrder.SymbolType {
|
||||
case 1:
|
||||
key = fmt.Sprintf(rediskey.StrategySpotOrderList, global.EXCHANGE_BINANCE)
|
||||
case 2:
|
||||
key = fmt.Sprintf(rediskey.StrategyFutOrderList, global.EXCHANGE_BINANCE)
|
||||
default:
|
||||
logger.Errorf("id:%d 交易对类型不存在:%d", mainOrder.Id, mainOrder.SymbolType)
|
||||
return
|
||||
}
|
||||
|
||||
params := FutOrderPlace{
|
||||
ApiId: mainOrder.ApiId,
|
||||
Symbol: mainOrder.Symbol,
|
||||
Side: mainOrder.Site,
|
||||
OrderType: mainOrder.MainOrderType,
|
||||
SideType: mainOrder.MainOrderType,
|
||||
Price: price,
|
||||
Quantity: num,
|
||||
NewClientOrderId: mainOrder.OrderSn,
|
||||
}
|
||||
|
||||
if err := futApi.OrderPlaceLoop(db, params, 3); err != nil {
|
||||
logger.Error("下单失败", mainOrder.Symbol, " err:", err)
|
||||
if _, err := helper.DefaultRedis.LRem(key, cacheVal); err != nil {
|
||||
logger.Error("删除redis 预下单失败:", err)
|
||||
}
|
||||
|
||||
err := db.Model(&models.LinePreOrder{}).Where("id =? and status='0'", mainOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
|
||||
|
||||
if err != nil {
|
||||
logger.Error("更新预下单状态失败")
|
||||
}
|
||||
|
||||
return
|
||||
} else {
|
||||
if _, err := helper.DefaultRedis.LRem(key, cacheVal); err != nil {
|
||||
logger.Error("删除redis 预下单失败:", err)
|
||||
}
|
||||
}
|
||||
|
||||
if err := db.Model(&models.LinePreOrder{}).Where("id =? ", mainOrder.Id).Updates(map[string]interface{}{"trigger_time": time.Now()}).Error; err != nil {
|
||||
logger.Error("更新预下单状态失败 ordersn:", mainOrder.OrderSn, " status:1")
|
||||
}
|
||||
|
||||
if err := db.Model(&models.LinePreOrder{}).Where("id =? AND status ='0'", mainOrder.Id).Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
|
||||
logger.Error("更新预下单状态失败 ordersn:", mainOrder.OrderSn, " status:1")
|
||||
}
|
||||
}
|
||||
|
||||
// 重新计算订单单价、数量
|
||||
// tradeSet 交易对行情
|
||||
// mainOrder 主订单
|
||||
// setting 系统设置
|
||||
func (e *BinanceStrategyOrderService) RecalculateOrder(tradeSet models2.TradeSet, mainOrder *models.LinePreOrder, setting models.LineSystemSetting) error {
|
||||
exts := make([]models.LinePreOrderExt, 0)
|
||||
if err := e.Orm.Model(models.LinePreOrderExt{}).Where("main_id =?", mainOrder.Id).Find(&exts).Error; err != nil {
|
||||
if err := e.Orm.Model(models.LinePreOrderExt{}).Where("main_order_id =?", mainOrder.Id).Find(&exts).Error; err != nil {
|
||||
return errors.New("获取拓展信息失败")
|
||||
}
|
||||
|
||||
var newPrice decimal.Decimal
|
||||
lastPrice := utility.StrToDecimal(tradeSet.LastPrice)
|
||||
rate := utility.StrToDecimal(mainOrder.Rate)
|
||||
newPrice := lastPrice.Mul(decimal.NewFromInt(1).Add(rate.Div(decimal.NewFromInt(100)).Truncate(4))).Truncate(int32(tradeSet.PriceDigit))
|
||||
newPrice = lastPrice.Mul(decimal.NewFromInt(1).Add(rate.Div(decimal.NewFromInt(100)).Truncate(4))).Truncate(int32(tradeSet.PriceDigit))
|
||||
buyPrice := utility.StrToDecimal(mainOrder.BuyPrice)
|
||||
totalNum := buyPrice.Div(newPrice).Truncate(int32(tradeSet.AmountDigit))
|
||||
|
||||
mainOrder.SignPrice = lastPrice.String()
|
||||
mainOrder.Price = newPrice.String()
|
||||
mainOrder.Num = totalNum.String()
|
||||
remainQuantity := totalNum
|
||||
var totalLossAmount decimal.Decimal
|
||||
prePrice := lastPrice
|
||||
|
||||
for index := range mainOrder.Childs {
|
||||
//主单止盈
|
||||
if mainOrder.Child[index].OrderType == 1 {
|
||||
var ext models.LinePreOrderExt
|
||||
var ext models.LinePreOrderExt
|
||||
extOrderId := mainOrder.Childs[index].Id
|
||||
takeStopArray := []int{1, 2}
|
||||
|
||||
for _, v := range exts {
|
||||
if v.OrderId == mainOrder.Child[index].Id {
|
||||
ext = v
|
||||
break
|
||||
}
|
||||
//止盈止损 ext拓展id为 pid
|
||||
if utility.ContainsInt(takeStopArray, mainOrder.Childs[index].OrderType) {
|
||||
extOrderId = mainOrder.Childs[index].Pid
|
||||
}
|
||||
|
||||
for _, v := range exts {
|
||||
if v.OrderId == extOrderId {
|
||||
ext = v
|
||||
break
|
||||
}
|
||||
}
|
||||
if ext.Id <= 0 {
|
||||
logger.Errorf("子订单ext不存在 id:%d", mainOrder.Childs[index].Id)
|
||||
continue
|
||||
}
|
||||
|
||||
//主单止盈、止损
|
||||
if mainOrder.Childs[index].Pid == mainOrder.Childs[index].MainId && (mainOrder.Childs[index].OrderType == 1 || mainOrder.Childs[index].OrderType == 2) {
|
||||
var percent decimal.Decimal
|
||||
|
||||
switch {
|
||||
// 加价
|
||||
case mainOrder.Childs[index].OrderType == 1 && mainOrder.Site == "BUY", mainOrder.Childs[index].OrderType == 2 && mainOrder.Site == "SELL":
|
||||
percent = decimal.NewFromInt(100).Add(ext.TakeProfitRatio)
|
||||
//减价
|
||||
case mainOrder.Childs[index].OrderType == 2 && mainOrder.Site == "BUY", mainOrder.Childs[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.Childs[index].Price = childPrice.String()
|
||||
mainOrder.Childs[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.Childs[index].ExpireTime = time.Now().AddDate(10, 0, 0)
|
||||
} else {
|
||||
mainOrder.Childs[index].ExpireTime = time.Now().Add(time.Hour * time.Duration(ext.ExpirateHour))
|
||||
}
|
||||
|
||||
switch {
|
||||
//加仓单
|
||||
case mainOrder.Childs[index].OrderType == 1 && mainOrder.Childs[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.Childs[index].Price = dataPrice.String()
|
||||
|
||||
priceDiff := dataPrice.Sub(prePrice).Abs()
|
||||
totalLossAmount = totalLossAmount.Add(lastNum.Mul(priceDiff))
|
||||
|
||||
if ext.AddPositionType == 1 {
|
||||
buyPrice := utility.StrToDecimal(mainOrder.BuyPrice).Mul(utility.SafeDiv(ext.AddPositionVal, decimal.NewFromInt(100))).Truncate(2)
|
||||
mainOrder.Childs[index].Num = utility.SafeDiv(buyPrice, dataPrice).Truncate(int32(tradeSet.AmountDigit)).String()
|
||||
|
||||
} else {
|
||||
mainOrder.Childs[index].Num = utility.SafeDiv(ext.AddPositionVal.Truncate(2), dataPrice).Truncate(int32(tradeSet.AmountDigit)).String()
|
||||
}
|
||||
|
||||
//加库存
|
||||
lastNum = lastNum.Add(utility.StrToDecimal(mainOrder.Childs[index].Num))
|
||||
// 计算子订单
|
||||
if len(mainOrder.Childs[index].Childs) > 0 {
|
||||
calculateChildOrder(&mainOrder.Childs[index].Childs, &tradeSet, ext, lastNum, dataPrice, totalLossAmount, false)
|
||||
}
|
||||
//覆盖最近的订单价
|
||||
prePrice = dataPrice
|
||||
//减仓单
|
||||
case mainOrder.Childs[index].OrderType == 4:
|
||||
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.Childs[index].Price = dataPrice.String()
|
||||
priceDiff := dataPrice.Sub(prePrice).Abs()
|
||||
totalLossAmount = totalLossAmount.Add(lastNum.Mul(priceDiff))
|
||||
|
||||
//百分比减仓
|
||||
if ext.AddPositionType == 1 {
|
||||
mainOrder.Childs[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.Sub(utility.StrToDecimal(mainOrder.Childs[index].Num))
|
||||
// 计算子订单
|
||||
if len(mainOrder.Childs[index].Childs) > 0 {
|
||||
calculateChildOrder(&mainOrder.Childs[index].Childs, &tradeSet, ext, lastNum, dataPrice, totalLossAmount, false)
|
||||
}
|
||||
//覆盖最近的订单价
|
||||
prePrice = dataPrice
|
||||
}
|
||||
}
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
// 计算子订单信息
|
||||
// isTpTp 是否是止盈后止损止盈
|
||||
// totalLossAmount 累计亏损金额
|
||||
func calculateChildOrder(orders *[]models.LinePreOrder, tradeSet *models2.TradeSet, ext models.LinePreOrderExt, lastNum decimal.Decimal, price decimal.Decimal, totalLossAmount 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)
|
||||
|
||||
//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)
|
||||
}
|
||||
|
||||
//止盈亏损回本百分比
|
||||
if (*orders)[index].OrderType == 1 && totalLossAmount.Cmp(decimal.Zero) > 0 {
|
||||
lossPercent := totalLossAmount.Div(lastNum).Mul(decimal.NewFromInt(100)).Truncate(2)
|
||||
percentage = percentage.Add(lossPercent)
|
||||
}
|
||||
|
||||
if percentage.Cmp(decimal.Zero) > 0 {
|
||||
percentage = percentage.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].Childs) > 0 && lastOrderQuantity.Cmp(decimal.Zero) > 0 {
|
||||
calculateChildOrder(&(*orders)[index].Childs, tradeSet, ext, lastOrderQuantity, orderPrice, decimal.Zero, true)
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// 递归订单树
|
||||
func GetOrderByPid(order *models.LinePreOrder, orders []models.LinePreOrder, pid int) {
|
||||
for _, v := range orders {
|
||||
|
||||
26
services/binanceservice/strategy_order_service_test.go
Normal file
26
services/binanceservice/strategy_order_service_test.go
Normal file
@ -0,0 +1,26 @@
|
||||
package binanceservice
|
||||
|
||||
import (
|
||||
"go-admin/common/global"
|
||||
"go-admin/common/helper"
|
||||
"testing"
|
||||
|
||||
"github.com/go-admin-team/go-admin-core/sdk"
|
||||
"gorm.io/driver/mysql"
|
||||
"gorm.io/gorm"
|
||||
)
|
||||
|
||||
// 测试策略 触发单
|
||||
func TestTriggerOrder(t *testing.T) {
|
||||
service := BinanceStrategyOrderService{}
|
||||
dsn := "root:123456@tcp(127.0.0.1:3306)/go_exchange_single?charset=utf8mb4&parseTime=True&loc=Local&timeout=1000ms"
|
||||
db, _ := gorm.Open(mysql.Open(dsn), &gorm.Config{})
|
||||
helper.InitDefaultRedis("127.0.0.1:6379", "", 2)
|
||||
helper.InitLockRedisConn("127.0.0.1:6379", "", "2")
|
||||
sdk.Runtime.SetDb("default", db)
|
||||
|
||||
service.Orm = db
|
||||
service.Debug = true
|
||||
|
||||
service.TriggerStrategyOrder(global.EXCHANGE_BINANCE)
|
||||
}
|
||||
@ -66,9 +66,11 @@ func GetConfigCacheByKey(db *gorm.DB, key string) models.SysConfig {
|
||||
// 获取缓存交易对
|
||||
// symbolType 0-现货 1-合约
|
||||
func GetTradeSet(exchangeType string, symbol string, symbolType int) (models2.TradeSet, error) {
|
||||
// 定义返回结果和val变量
|
||||
result := models2.TradeSet{}
|
||||
val := ""
|
||||
|
||||
// 根据交易对类型选择不同的key
|
||||
switch symbolType {
|
||||
case 0:
|
||||
key := fmt.Sprintf(global.TICKER_SPOT, exchangeType, symbol)
|
||||
@ -78,14 +80,17 @@ func GetTradeSet(exchangeType string, symbol string, symbolType int) (models2.Tr
|
||||
val, _ = helper.DefaultRedis.GetString(key)
|
||||
}
|
||||
|
||||
// 如果val不为空，则解析val为TradeSet结构体
|
||||
if val != "" {
|
||||
if err := sonic.Unmarshal([]byte(val), &result); err != nil {
|
||||
return result, err
|
||||
}
|
||||
} else {
|
||||
// 如果val为空，则返回错误信息
|
||||
return result, errors.New("未找到交易对信息")
|
||||
}
|
||||
|
||||
// 返回结果
|
||||
return result, nil
|
||||
}
|
||||
|
||||
|
||||
@ -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)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@ -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)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user