package binanceservice import ( "context" "errors" "fmt" "go-admin/app/admin/models" DbModels "go-admin/app/admin/models" "go-admin/app/admin/service/dto" "go-admin/common/const/rediskey" "go-admin/common/global" "go-admin/common/helper" models2 "go-admin/models" "go-admin/pkg/utility" "strings" "time" "github.com/bytedance/sonic" "github.com/go-admin-team/go-admin-core/logger" "github.com/shopspring/decimal" "gorm.io/gorm" ) /* 修改订单信息 */ func ChangeFutureOrder(mapData map[string]interface{}) { // 检查订单号是否存在 orderSn, ok := mapData["c"] originOrderSn := mapData["C"] //取消操作 代表原始订单号 if !ok { logger.Error("合约订单回调失败,没有订单号") return } if originOrderSn != nil && originOrderSn != "" { orderSn = originOrderSn } // 获取数据库连接 db := GetDBConnection() if db == nil { logger.Error("合约订单回调失败,无法获取数据库连接") return } // 获取 Redis 锁 lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutCallBack, orderSn), 10, 5, 500*time.Millisecond) acquired, err := lock.AcquireWait(context.Background()) if err != nil { logger.Error("合约订单回调失败,获取锁失败:", orderSn, " err:", err) return } if !acquired { logger.Error("合约订单回调失败,获取锁失败:", orderSn) return } defer lock.Release() // 查询订单 preOrder, err := getPreOrder(db, orderSn) if err != nil { logger.Error("合约订单回调失败,查询订单失败:", orderSn, " err:", err) return } // 解析订单状态 status, ok := mapData["X"].(string) if !ok { mapStr, _ := sonic.Marshal(&mapData) logger.Error("订单回调失败,没有状态:", string(mapStr)) return } // 更新订单状态 orderStatus, reason := parseOrderStatus(status, mapData) if orderStatus == 0 { logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason) return } if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil { logger.Error("修改订单状态失败:", orderSn, " err:", err) return } handleFutOrderByType(db, preOrder, orderStatus) } // 合约回调 func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) { switch { //主单成交 case preOrder.OrderType == 0 && orderStatus == 6: handleFutMainOrderFilled(db, preOrder, preOrder.Id, true) //止盈成交 case preOrder.OrderType == 1 && orderStatus == 6: handleTakeProfit(db, preOrder) //减仓回调 case preOrder.OrderType == 4 && orderStatus == 6: handleReduceFilled(db, preOrder) //主单取消 case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4: handleMainOrderCancel(db, preOrder, 2) //止损成交 case preOrder.OrderType == 2 && orderStatus == 6: handleStopLoss(db, preOrder) //平仓成交 case preOrder.OrderType == 3 && orderStatus == 6: handleClosePosition(db, preOrder) } } // 减仓回调 func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id =? ", preOrder.MainId).Update("reduce_status", 1).Error; err != nil { logger.Errorf("handleReduceFilled 更新主单减仓状态失败,订单号:%s", preOrder.OrderSn) } apiUserInfo, _ := GetApiInfo(preOrder.ApiId) if apiUserInfo.Id == 0 { logger.Errorf("handleReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn) return } tradeSet, err := GetTradeSet(preOrder.Symbol, 1) if err != nil { logger.Errorf("handleReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn) return } rate := utility.StringAsFloat(preOrder.Rate) // 100%减仓 终止流程 if rate >= 100 { //缓存 removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn) removePosition(db, preOrder) 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 } positionData := savePosition(db, preOrder) 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 } orderExt := models.LinePreOrderExt{} 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 } db.Model(&orderExt).Where("order_id =?", preOrder.Pid).First(&orderExt) 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 { percentag := positionData.TotalLoss.Div(totalNum).Div(price).Mul(decimal.NewFromInt(100)) percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2) v.Rate = percentag.String() percentag = percentag.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() } } processFutTakeProfitOrder(db, futApi, v, totalNum) } else if v.OrderType == 2 { processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum) } } nextFuturesReduceTrigger(db, mainId, totalNum, tradeSet) } // 下一个合约待触发 func nextFuturesReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal, tradeSet models2.TradeSet) { nextOrder := DbModels.LinePreOrder{} nextExt := DbModels.LinePreOrderExt{} if err := db.Model(&models.LinePreOrder{}).Where("main_id =? AND order_type =4 AND status=0", mainId).Order("rate asc").First(&nextOrder).Error; err != nil { logger.Errorf("获取下一个单失败 err:%v", err) return } if err := db.Model(&models.LinePreOrderExt{}).Where("order_id =? and add_type =2", nextOrder.Id).First(&nextExt).Error; err != nil { logger.Errorf("获取下一个单失败 err:%v", err) } num := totalNum //移除缓存 key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE) vals, _ := helper.DefaultRedis.GetAllList(key) item := ReduceListItem{} for _, val := range vals { sonic.Unmarshal([]byte(val), &item) if item.MainId == mainId { if _, err := helper.DefaultRedis.LRem(key, val); err != nil { logger.Errorf("减仓单 redis删除失败 main_id:%v err:%v", mainId, err) } } } // if nextExt.AddPositionVal.Cmp(decimal.Zero) > 0 && nextExt.AddPositionVal.Cmp(decimal.Zero) < 100 { // 计算减仓数量 num = totalNum.Mul(nextExt.AddPositionVal.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)) nextOrder.Num = num.String() if err := db.Model(&nextOrder).Update("num", nextOrder.Num).Error; err != nil { logger.Errorf("更新减仓单数量失败 err:%v", err) } } processFutReduceOrder(nextOrder, utility.StrToDecimal(nextOrder.Price).Truncate(int32(tradeSet.PriceDigit)), num) } // 获取合约可用数量 func getFuturesPositionAvailableQuantity(db *gorm.DB, apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) decimal.Decimal { var totalNum decimal.Decimal var err error for x := 1; x < 4; x++ { totalNum, err = getFuturesPositionNum(apiUserInfo, preOrder, tradeSet) if err == nil { break } time.Sleep(time.Millisecond * 150) } if totalNum.Cmp(decimal.Zero) <= 0 { var mainId int if preOrder.MainId > 0 { mainId = preOrder.MainId } else { mainId = preOrder.Id } totalNum = getInternalNum(db, mainId) } if totalNum.Cmp(decimal.Zero) <= 0 { totalNum = utility.StrToDecimal(preOrder.Num) } return totalNum.Truncate(int32(tradeSet.AmountDigit)) } // 获取币安合约持仓 func getFuturesPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) { futApi := FutRestApi{} positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol) var num decimal.Decimal if err != nil { logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn) return num, err } for _, item := range positions { if item.Symbol == preOrder.Symbol { positionAmt := utility.StrToDecimal(item.PositionAmt) //多 if positionAmt.Cmp(decimal.Zero) > 0 && ((preOrder.OrderType == 0 && preOrder.Site == "BUY") || (preOrder.OrderType != 0 && preOrder.Site == "SELL")) { num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit)) break } else if positionAmt.Cmp(decimal.Zero) < 0 && ((preOrder.OrderType != 0 && preOrder.Site == "BUY") || (preOrder.OrderType == 0 && preOrder.Site == "SELL")) { //空 num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit)) break } } } if num.Cmp(decimal.Zero) <= 0 { logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn) return num, errors.New("获取持仓数量为0") } return num, nil } // 平仓单成交 func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) { removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn) removePosition(db, preOrder) futApi := FutRestApi{} apiUserInfo, _ := GetApiInfo(preOrder.ApiId) if apiUserInfo.Id > 0 { if err := futApi.CancelAllFutOrder(apiUserInfo, preOrder.Symbol); err != nil { logger.Errorf("止盈单成功 取消其它订单失败 订单号:%s:", err) } } ids := []int{preOrder.Pid, preOrder.MainId} //主单止盈成交 if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil { logger.Errorf("平仓单成功 修改主单状态失败 订单号:%s:", err) } } // 止损单成交 func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) { removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn) removePosition(db, preOrder) apiUserInfo, _ := GetApiInfo(preOrder.ApiId) if apiUserInfo.Id > 0 { mainIds := []int{preOrder.MainId} 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) } } ids := []int{preOrder.Pid, preOrder.MainId} //主单止损成交 if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil { logger.Errorf("止损单成功 修改主单状态失败 订单号:%s:", err) } } // 止盈单成交 func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) { childCount, _ := GetChildTpOrder(db, preOrder.Id) if childCount > 0 { extOrderId := preOrder.Pid //ext主单id handleFutMainOrderFilled(db, preOrder, extOrderId, false) } else { removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn) removePosition(db, preOrder) apiUserInfo, _ := GetApiInfo(preOrder.ApiId) if apiUserInfo.Id > 0 { mainOrder, _ := GetOrderById(db, preOrder.MainId) if err := cancelPositionOtherOrders(apiUserInfo, db, &mainOrder, false); err != nil { logger.Errorf("止损单成功 取消其它订单失败 订单号:%s:", err) } } ids := []int{preOrder.Pid, preOrder.MainId} //主单止盈成交 if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND order_type=0", ids).Update("status", 9).Error; err != nil { logger.Errorf("主单止盈成功修改主单状态失败 订单号:%s:", err) } } } // 清除合约缓存 func removeFutLossAndAddPosition(mainId int, orderSn string) { stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE) stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey) addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE) addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey) reduceKey := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE) reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey) stoploss := dto.StopLossRedisList{} addPosition := AddPositionList{} reduce := ReduceListItem{} //止损缓存 for _, v := range stoplossVal { sonic.Unmarshal([]byte(v), &stoploss) if stoploss.MainId == mainId { _, err := helper.DefaultRedis.LRem(stoplossKey, v) if err != nil { logger.Errorf("订单回调失败, 回调订单号:%s 删除止损缓存失败:%v", orderSn, err) } } } //加仓缓存 for _, v := range addPositionVal { sonic.Unmarshal([]byte(v), &addPosition) if addPosition.MainId == mainId { _, err := helper.DefaultRedis.LRem(addPositionKey, v) if err != nil { logger.Errorf("订单回调失败, 回调订单号:%s 删除加仓缓存失败:%v", orderSn, err) } } } //减仓缓存 for _, v := range reduceVal { sonic.Unmarshal([]byte(v), &reduce) if reduce.MainId == mainId { _, err := helper.DefaultRedis.LRem(reduceKey, v) if err != nil { logger.Errorf("订单回调失败, 回调订单号:%s 删除减仓缓存失败:%v", orderSn, err) } } } } // 处理主单成交,处理止盈、止损、减仓订单 func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrderId int, first bool) { // 获取交易对配置和API信息 tradeSet, err := GetTradeSet(preOrder.Symbol, 1) mainId := preOrder.Id if err != nil || tradeSet.Coin == "" { logger.Errorf("获取交易对配置失败, 回调订单号:%s, 错误信息: %v", preOrder.OrderSn, err) return } apiInfo, err := GetApiInfo(preOrder.ApiId) if err != nil || apiInfo.Id == 0 { logger.Errorf("订单回调查询apiuserinfo失败, 订单号:%s, 错误信息: %v", preOrder.OrderSn, err) return } if preOrder.MainId > 0 { mainId = preOrder.MainId } // 处理主单加仓 if preOrder.OrderCategory == 3 { if err := handleMainOrderAddPosition(db, preOrder); err != nil { logger.Errorf("处理主单加仓失败, 主单号:%s, 错误信息: %v", preOrder.MainId, err) return } } else if first { // 处理其他主单逻辑 if err := cancelPositionOtherOrders(apiInfo, db, preOrder, true); err != nil { logger.Errorf("取消主单相关订单失败, 订单号:%s, 错误信息: %v", preOrder.OrderSn, err) return } //加仓待触发 addPositionOrders := make([]DbModels.LinePreOrder, 0) if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_category=3 AND order_type=0 AND status=0", preOrder.Id).Order("rate asc").Find(&addPositionOrders).Error; err != nil { logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err) } keyFutAddpositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE) for _, addPositionOrder := range addPositionOrders { addPositionData := AddPositionList{ Id: addPositionOrder.Id, OrderSn: addPositionOrder.OrderSn, MainId: addPositionOrder.MainId, Pid: addPositionOrder.Pid, Price: utility.StrToDecimal(addPositionOrder.Price), ApiId: addPositionOrder.ApiId, Symbol: addPositionOrder.Symbol, Side: addPositionOrder.Site, SymbolType: addPositionOrder.SymbolType, } addVal, err := sonic.MarshalString(addPositionData) if err != nil { logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err) return } if err := helper.DefaultRedis.RPushList(keyFutAddpositionKey, addVal); err != nil { logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err) } } } // 获取止盈止损订单 orders, err := getStopOrders(db, preOrder) if err != nil { logger.Errorf("查询止盈止损订单失败, 订单号:%s, 错误信息: %v", preOrder.OrderSn, err) return } // 获取和保存持仓数据 positionData := savePosition(db, preOrder) orderExt := models.LinePreOrderExt{} db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt) totalNum := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet).Truncate(int32(tradeSet.AmountDigit)) // 更新订单数量并处理止盈、止损、减仓 for _, order := range orders { price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit)) order.Price = price.String() // 更新止盈止损订单数量 num := updateOrderQuantity(db, order, preOrder, &orderExt, totalNum, first, tradeSet) // 根据订单类型处理 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 { percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100)) percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2) order.Rate = percentag.String() percentag = percentag.Div(decimal.NewFromInt(100)) if positionData.PositionSide == "LONG" { order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() } else { order.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() } } else if !first && orderExt.TpTpPriceRatio.Cmp(decimal.Zero) > 0 { //止盈后止盈 order.Rate = orderExt.TpTpPriceRatio.String() if positionData.PositionSide == "LONG" { order.Price = price.Mul(decimal.NewFromInt(1).Add(orderExt.TpTpPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } else { order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpTpPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } } processFutTakeProfitOrder(db, FutRestApi{}, order, num) case 2: // 止损 if !first && orderExt.TpSlPriceRatio.Cmp(decimal.Zero) > 0 { //止盈后止损 order.Rate = orderExt.TpSlPriceRatio.String() if positionData.PositionSide == "LONG" { order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } else { order.Price = price.Mul(decimal.NewFromInt(1).Add(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } } processFutStopLossOrder(db, order, price, num) // case 4: // 减仓 // processFutReduceOrder(order, price, num) } } nextFuturesReduceTrigger(db, mainId, totalNum, tradeSet) } // 处理主单加仓 func handleMainOrderAddPosition(db *gorm.DB, preOrder *models.LinePreOrder) error { // 更新加仓状态 if err := db.Model(&DbModels.LinePreOrderStatus{}). Where("order_id = ?", preOrder.MainId). Update("add_position_status", 1).Error; err != nil { return err } // 取消止盈止损订单 return cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType) } // 取消主单相关订单 // changeMainOrderStatus 是否修改主单状态 func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, preOrder *models.LinePreOrder, changeMainOrderStatus bool) error { mainOrders, err := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site) if err != nil { return err } mainIds := []int{} for _, mainOrder := range mainOrders { mainId := mainOrder.Id if mainOrder.MainId > 0 { mainId = mainOrder.MainId } removeFutLossAndAddPosition(mainId, mainOrder.OrderSn) if !utility.ContainsInt(mainIds, mainId) { mainIds = append(mainIds, mainId) } } // 批量取消订单 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 { if len(mainIds) > 0 { orderSns, err := GetOpenOrderSns(db, mainIds) if err != nil { return err } orderArray := utility.SplitSlice(orderSns, 10) futApi := FutRestApi{} for _, item := range orderArray { err := futApi.CancelBatchFutOrder(apiUserInfo, symbol, item) if err != nil { logger.Errorf("批量取消订单失败 orderSns:%v", item) } } //需要修改主单状态 if changeMainOrderStatus { if err := db.Exec("UPDATE line_pre_order SET `status`=4, `desc`=CONCAT(`desc`, ' 新单触发取消') WHERE id IN ? AND `status` =6", mainIds).Error; err != nil { logger.Errorf("合约 新下单成功后更新主单取消状态失败, 交易对:%s, 错误信息:%v", symbol, err) } } } return nil } // 获取止盈止损订单 func getStopOrders(db *gorm.DB, preOrder *models.LinePreOrder) ([]models.LinePreOrder, error) { var orders []models.LinePreOrder if err := db.Model(&DbModels.LinePreOrder{}). Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id). Find(&orders).Error; err != nil && !errors.Is(err, gorm.ErrRecordNotFound) { return nil, err } return orders, nil } // 更新订单数量 func updateOrderQuantity(db *gorm.DB, order models.LinePreOrder, preOrder *models.LinePreOrder, ext *models.LinePreOrderExt, num decimal.Decimal, first bool, tradeSet models2.TradeSet) decimal.Decimal { // 处理减仓比例 // if order.OrderType == 4 && ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 { // // 计算减仓数量 // num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)) // order.Num = num.String() // } else if first && (order.OrderCategory == 1 || order.OrderCategory == 3) && order.OrderType == 1 && ext.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && ext.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 { // 计算止盈数量 num = num.Mul(ext.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)) order.Num = num.String() } // 更新订单数量 if err := db.Model(&order).Update("num", num).Error; err != nil { logger.Errorf("修改止盈止损数量失败 订单号:%s err:%v", order.OrderSn, err) } return num } // 减仓单 func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) { key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE) item := ReduceListItem{ Id: order.Id, ApiId: order.ApiId, Pid: order.Pid, MainId: order.MainId, Price: price, Num: num, Side: order.Site, Symbol: order.Symbol, OrderSn: order.OrderSn, } itemVal, err := sonic.MarshalString(&item) if err != nil { logger.Errorf("序列化失败 err:%v", err) return } if err := helper.DefaultRedis.RPushList(key, itemVal); err != nil { logger.Errorf("减仓单写入缓存失败 err:%v", err) return } } // 处理止盈订单 func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) { price, _ := decimal.NewFromString(order.Price) tradeSet, _ := GetTradeSet(order.Symbol, 1) params := FutOrderPlace{ ApiId: order.ApiId, Symbol: order.Symbol, Side: order.Site, Price: price.Truncate(int32(tradeSet.PriceDigit)), Quantity: num.Truncate(int32(tradeSet.AmountDigit)), OrderType: "TAKE_PROFIT", Profit: price, NewClientOrderId: order.OrderSn, } err := futApi.OrderPlaceLoop(db, params, 3) if err != nil { logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err) if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id). Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity, "rate": order.Rate, "price": order.Price}).Error; err != nil { logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err) } } else { if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id). Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate, "num": num.String(), "price": order.Price}).Error; err != nil { logger.Error("更新合约止盈单触发事件 ordersn:", order.OrderSn) } if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status =0", order.Id). Updates(map[string]interface{}{"status": "1"}).Error; err != nil { logger.Error("合约止盈下单成功,更新状态失败:", order.OrderSn, " err:", err) } } } // 处理止损订单 // order 止损单 func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num decimal.Decimal) error { tradeSet, _ := GetTradeSet(order.Symbol, 1) params := FutOrderPlace{ ApiId: order.ApiId, Symbol: order.Symbol, Side: order.Site, Price: price.Truncate(int32(tradeSet.PriceDigit)), Quantity: num.Truncate(int32(tradeSet.AmountDigit)), OrderType: "STOP", StopPrice: price, NewClientOrderId: order.OrderSn, } futApi := FutRestApi{} err := futApi.OrderPlaceLoop(db, params, 3) if err != nil { if err2 := db.Model(&order).Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil { logger.Error("合约止损下单失败,更新状态失败:", order.OrderSn, " err:", err2) } } else { if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", order.Id).Updates(map[string]interface{}{"trigger_time": time.Now()}).Error; err != nil { logger.Error("更新合约止损单触发事件 ordersn:", order.OrderSn) } if err := db.Model(&order).Where("status =0"). Updates(map[string]interface{}{"status": "1"}).Error; err != nil { logger.Error("合约止损下单成功,更新状态失败:", order.OrderSn, " err:", err) } } return nil } // 循环取消合约订单 func CancelFutOrderByOrderSnLoop(apiInfo DbModels.LineApiUser, symbol, orderSn string) error { futApi := FutRestApi{} var err error for x := 1; x <= 4; x++ { err = futApi.CancelFutOrder(apiInfo, symbol, orderSn) if err == nil || strings.Contains(err.Error(), "取消订单被拒绝") { err = nil break } } return err }