package binanceservice import ( "context" "fmt" "go-admin/app/admin/models" DbModels "go-admin/app/admin/models" "go-admin/common/const/rediskey" "go-admin/common/helper" "go-admin/pkg/utility" "strconv" "strings" "time" "github.com/bytedance/sonic" "github.com/go-admin-team/go-admin-core/logger" "github.com/shopspring/decimal" "gorm.io/gorm" ) /* 订单回调 */ func ChangeSpotOrder(mapData map[string]interface{}) { // 检查订单号是否存在 orderSn, ok := mapData["c"] if !ok { logger.Error("订单回调失败, 没有订单号", mapData) return } // 获取数据库连接 db := GetDBConnection() if db == nil { logger.Error("订单回调失败, 无法获取数据库连接") return } // 获取 Redis 锁 lockKey := fmt.Sprintf(rediskey.SpotCallBack, orderSn) lock := helper.NewRedisLock(lockKey, 200, 5, 100*time.Millisecond) if err := acquireLock(lock, orderSn); err != nil { return } defer lock.Release() // 查询订单 preOrder, err := getPreOrder(db, orderSn) if err != nil { logger.Error("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"] if !ok { logMapData(mapData) return } // 更新订单状态 orderStatus, reason := parseOrderStatus(preOrder, 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 } // 根据订单类型和状态处理逻辑 handleOrderByType(db, preOrder, orderStatus) } // 获取 Redis 锁 func acquireLock(lock *helper.RedisLock, orderSn interface{}) error { acquired, err := lock.AcquireWait(context.Background()) if err != nil { logger.Error("订单回调失败, 获取锁失败:", orderSn, " err:", err) return err } if !acquired { logger.Error("订单回调失败, 获取锁失败:", orderSn) return fmt.Errorf("failed to acquire lock") } return nil } // 记录 mapData 数据 func logMapData(mapData map[string]interface{}) { mapStr, _ := sonic.Marshal(&mapData) logger.Error("订单回调失败, 没有状态:", string(mapStr)) } // 根据订单类型和状态处理逻辑 func handleOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) { switch { // 主单成交 case preOrder.OrderType == 0 && (orderStatus == 9 || orderStatus == 6): handleMainOrderFilled(db, preOrder) //主单取消 case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4: coin := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "") removeHoldingCache(preOrder.ApiId, coin, preOrder.Id) // 止盈成交 case preOrder.OrderType == 1 && (orderStatus == 9 || orderStatus == 6): handleSpotTakeProfitFilled(db, preOrder) //主单平仓 case preOrder.OrderType == 3 && orderStatus == 9: handleMainOrderClosePosition(db, preOrder) } } func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) { panic("unimplemented") } func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { panic("unimplemented") } func removeHoldingCache(i1 int, coin string, i2 int) { panic("unimplemented") } func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { panic("unimplemented") } // 解析订单状态 // 5:委托中 9:完全成交 4:取消 func parseOrderStatus(preOrder *DbModels.LinePreOrder, status interface{}, mapData map[string]interface{}) (int, string) { reason, _ := mapData["r"].(string) if strings.ToLower(reason) == "none" { reason = "" } switch status { case "NEW": // 未成交 return 5, reason case "FILLED": // 完全成交 if preOrder.OrderType < 3 { return 6, reason } return 9, reason case "CANCELED", "EXPIRED": // 取消 return 4, reason default: return 0, reason } } // 更新订单状态 func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, reason string, isSpot bool, mapData map[string]interface{}) error { params := map[string]interface{}{"status": strconv.Itoa(status), "desc": reason} switch isSpot { case true: total := decimal.Zero totalAmount := decimal.Zero if totalStr, ok := mapData["Z"].(string); ok { total, _ = decimal.NewFromString(totalStr) } if totalAmountStr, ok := mapData["z"].(string); ok { totalAmount, _ = decimal.NewFromString(totalAmountStr) } //主单 修改单价 和成交数量 if total.Cmp(decimal.Zero) > 0 && totalAmount.Cmp(decimal.Zero) > 0 { num := totalAmount.Div(decimal.NewFromFloat(100)).Mul(decimal.NewFromFloat(99.8)) params["num"] = num params["price"] = total.Div(totalAmount) preOrder.Num = num.String() } case false: status, _ := mapData["X"].(string) if status == "FILLED" { num, _ := decimal.NewFromString(mapData["z"].(string)) params["num"] = num.Mul(decimal.NewFromFloat(0.998)).String() params["price"], _ = mapData["ap"].(string) preOrder.Num = num.String() } } return db.Model(&DbModels.LinePreOrder{}).Where("order_sn = ? AND status < 6", preOrder.OrderSn). Updates(params).Error } // 主单成交 处理止盈止损订单 func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder) { 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 { logger.Error("订单回调查询止盈止损单失败:", err) return } spotApi := SpotRestApi{} num, _ := decimal.NewFromString(preOrder.Num) for i, order := range orders { if i >= 2 { // 最多处理 2 个订单 break } switch order.OrderType { case 1: // 止盈 processTakeProfitOrder(db, spotApi, order, num) case 2: // 止损 processStopLossOrder(db, order) } } } // 处理止盈订单 func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder, num decimal.Decimal) { tradeSet, _ := GetTradeSet(order.Symbol, 0) if tradeSet.Coin == "" { logger.Error("获取交易对失败") return } price, _ := decimal.NewFromString(order.Price) // num, _ := decimal.NewFromString(order.Num) params := OrderPlacementService{ ApiId: order.ApiId, Symbol: order.Symbol, Side: order.Site, Price: price.Truncate(int32(tradeSet.PriceDigit)), Quantity: num.Truncate(int32(tradeSet.AmountDigit)), Type: "TAKE_PROFIT_LIMIT", TimeInForce: "GTC", StopPrice: price.Truncate(int32(tradeSet.PriceDigit)), NewClientOrderId: order.OrderSn, } err := spotApi.OrderPlace(db, params) if err != nil { for x := 0; x < 5; x++ { if strings.Contains(err.Error(), "LOT_SIZE") { break } err = spotApi.OrderPlace(db, params) if err == nil { break } } } if err != nil { logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err) if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id). Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error; err != nil { logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err) } } else { if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id). Updates(map[string]interface{}{"status": "1", "num": num.String()}).Error; err != nil { logger.Error("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err) } } } // 处理止损订单 // order 止损单 func processStopLossOrder(db *gorm.DB, order models.LinePreOrder) error { // var stopOrder models.LinePreOrder // orderTypes := []string{"4", "6", "9", "12"} // parentId := order.Id // if order.Pid > 0 { // parentId = order.Pid // } // if utility.ContainsStr(orderTypes, order.OrderType) { // var err error // stopOrder, err = GetStopOrder(db, order.Pid) // if err != nil { // logger.Error("查询止损单失败:", err) // return err // } // } // price, _ := decimal.NewFromString(stopOrder.Price) // stoploss, _ := decimal.NewFromString(order.Rate) // if holdeB.Id > 0 { // _, holdeA := GetHoldeA(stopOrder.Pid) // var percent decimal.Decimal // lastPercent, _ := GetStopOrderRate(db, stopOrder.Pid) // if stopOrder.Site == "BUY" { // //平仓次数>=最大次数 且余数为0 重新计算触发对冲百分比 // // if holdeA.Id > 0 && holdeB.HedgeCloseCount >= stopOrder.HedgeCloseCount && (holdeB.HedgeCloseCount%stopOrder.HedgeCloseCount == 0) { // rand := getRand(stopOrder.HedgeTriggerPercent, stopOrder.HedgeTriggerPercentMax, lastPercent, 1) // percent = decimal.NewFromInt(100).Add(rand).Div(decimal.NewFromInt(100)) // // } else { // // rate, _ := decimal.NewFromString(stopOrder.Rate) // // percent = decimal.NewFromInt(100).Add(rate).Div(decimal.NewFromInt(100)) // // } // } else { // // if holdeA.Id > 0 && holdeB.HedgeCloseCount >= stopOrder.HedgeCloseCount { // rand := getRand(stopOrder.HedgeTriggerPercent, stopOrder.HedgeTriggerPercentMax, lastPercent, 1) // percent = decimal.NewFromInt(100).Sub(rand).Div(decimal.NewFromInt(100)) // // } else { // // rate, _ := decimal.NewFromString(stopOrder.Rate) // // percent = decimal.NewFromInt(100).Sub(rate).Div(decimal.NewFromInt(100)) // // } // } // stoploss = decimal.NewFromInt(100).Sub(percent.Mul(decimal.NewFromInt(100))).Truncate(2) // price = holdeA.AveragePrice.Mul(percent) // } // tradeset, _ := GetTradeSet(stopOrder.Symbol, 1) // if tradeset.PriceDigit > 0 { // price = price.Truncate(int32(tradeset.PriceDigit)) // } // cache := dto.StopLossRedisList{ // PId: stopOrder.Pid, // ApiId: stopOrder.ApiId, // Price: price, // OrderTye: stopOrder.OrderType, // Site: stopOrder.Site, // Symbol: stopOrder.Symbol, // Stoploss: stoploss, // } // stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList) // cacheVal, _ := sonic.MarshalString(&cache) // if stopOrder.OrderType == "4" { // stoplossKey = rediskey.FuturesStopLossList // } // stopLossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey) // for _, itemVal := range stopLossVal { // if strings.Contains(itemVal, fmt.Sprintf("\"pid\":%v,", stopOrder.Pid)) { // helper.DefaultRedis.LRem(stoplossKey, itemVal) // break // } // } // //重新保存待触发对冲单 // if err := helper.DefaultRedis.RPushList(stoplossKey, cacheVal); err != nil { // logger.Error("B单平仓回调,redis添加止损单失败", err) // } return nil } // 生成随机数 且不重复 // lastPercent 上一次的百分比 // floatNum 小数点后几位 func getRand(start, end, lastPercent decimal.Decimal, floatNum int) decimal.Decimal { var rand decimal.Decimal for x := 0; x < 10; x++ { rand = utility.DecimalRandom(start, end, floatNum) if rand.Cmp(lastPercent) != 0 { break } } return rand } func GetSystemSetting(db *gorm.DB) (models.LineSystemSetting, error) { key := fmt.Sprintf(rediskey.SystemSetting) val, _ := helper.DefaultRedis.GetString(key) setting := models.LineSystemSetting{} if val != "" { sonic.UnmarshalString(val, &setting) } if setting.Id > 0 { return setting, nil } var err error setting, err = ResetSystemSetting(db) if err != nil { return setting, err } return setting, nil } func ResetSystemSetting(db *gorm.DB) (DbModels.LineSystemSetting, error) { setting := DbModels.LineSystemSetting{} if err := db.Model(&setting).First(&setting).Error; err != nil { return setting, err } settVal, _ := sonic.MarshalString(&setting) if settVal != "" { if err := helper.DefaultRedis.SetString(rediskey.SystemSetting, settVal); err != nil { logger.Error("redis添加系统设置失败", err) } } return DbModels.LineSystemSetting{}, nil } // NEW // PENDING_NEW // PARTIALLY_FILLED // FILLED // CANCELED // PENDING_CANCEL // REJECTED // EXPIRED // EXPIRED_IN_MATCH