package binanceservice import ( "database/sql" "errors" "fmt" DbModels "go-admin/app/admin/models" "go-admin/common/global" "go-admin/common/helper" "go-admin/pkg/maphelper" "go-admin/services/cacheservice" "strconv" "time" "github.com/go-admin-team/go-admin-core/sdk/service" "github.com/shopspring/decimal" "gorm.io/gorm" ) type ReverseService struct { service.Service } // SaveMainOrder 保存订单信息 // mapData: 下单数据 // status: 订单状态 // orderSn: 自定义订单号 func (e *ReverseService) handleSimpleStatusChange(status string, orderSn string, mapData map[string]interface{}) (bool, error) { statusMap := map[string]int{ "NEW": 2, "CANCELED": 6, "EXPIRED": 7, "EXPIRED_IN_MATCH": 7, } if newStatus, ok := statusMap[status]; ok { _ = e.changeOrderStatus(newStatus, orderSn, mapData) return false, nil } return false, fmt.Errorf("不支持的订单状态 %s", status) } // ReverseOrder 反向下单 // apiKey: api key // mapData: 下单数据 // return apiInfo, bool // bool: true=需要反单, false=不需要反单 func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interface{}) (bool, error) { apiInfo := GetApiInfoByKey(apiKey) if apiInfo.Id == 0 { e.Log.Errorf("获取apiInfo失败 %s", apiKey) return false, nil } status, _ := maphelper.GetString(mapData, "X") orderSn, err := maphelper.GetString(mapData, "c") if err != nil { return true, err } ot, err := maphelper.GetString(mapData, "ot") if err != nil { return true, err } switch status { case "NEW", "CANCELED", "EXPIRED", "EXPIRED_IN_MATCH": result, err := e.handleSimpleStatusChange(status, orderSn, mapData) //如果是 新开止盈止损 需要取消反单的止盈止损之后重下反单止盈止损 if status == "NEW" && (ot == "TAKE_PROFIT_MARKET" || ot == "STOP_LOSS_MARKET" || ot == "TAKE_PROFIT_LIMIT" || ot == "STOP_LOSS_LIMIT") && apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 { if err := e.ReTakeOrStopOrder(&mapData, orderSn, &apiInfo); err != nil { return true, err } } return result, err case "FILLED": if apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 { reverseApiInfo, err := GetApiInfo(apiInfo.ReverseApiId) if err != nil { e.Log.Errorf("获取反向api信息失败 reverseApiId:%d, err:%v", apiInfo.ReverseApiId, err) return true, err } mainOrder, err := e.SaveMainOrder(mapData, apiInfo) if err != nil { return false, err } switch { case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL": if mainOrder.Category == 0 { if err1 := e.savePosition(&mainOrder, reverseApiInfo.Id, true, false, false); err1 != nil { return true, err1 } e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, false, false) } case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL": if mainOrder.Category == 0 { closePosition := maphelper.GetBool(mapData, "R") if err1 := e.savePosition(&mainOrder, reverseApiInfo.Id, true, true, closePosition); err1 != nil { e.Log.Errorf("保存主订单失败: %v", err1) return true, err1 } e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, true, closePosition) } default: return true, errors.New("不支持的订单类型") } return true, nil } else if apiInfo.Subordinate == "2" { symbol, err := maphelper.GetString(mapData, "s") if err != nil { return true, err } positionSide, err := maphelper.GetString(mapData, "ps") if err != nil { return true, err } side, err := maphelper.GetString(mapData, "S") if err != nil { return true, err } totalNum := maphelper.GetDecimal(mapData, "z") mainOrder := DbModels.LineReverseOrder{ ApiId: apiInfo.Id, Symbol: symbol, PositionSide: positionSide, TotalNum: totalNum, Side: side, } e.changeOrderStatus(3, orderSn, mapData) switch { case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL": if mainOrder.Category == 0 { if err1 := e.savePosition(&mainOrder, 0, false, false, false); err1 != nil { return true, err1 } } case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL": if mainOrder.Category == 0 { closePosition := maphelper.GetBool(mapData, "R") if err1 := e.savePosition(&mainOrder, 0, false, true, closePosition); err1 != nil { return true, err1 } } default: return true, errors.New("不支持的订单类型") } } default: return false, fmt.Errorf("不支持的订单状态 %s", status) } return false, nil } // 修改订单状态 // status: 订单状态 1-待下单 2-已下单 3-已成交 6-已取消 7-已过期 func (e *ReverseService) changeOrderStatus(status int, orderSn string, mapData map[string]interface{}) error { data := map[string]interface{}{"status": status, "updated_at": time.Now()} if status == 3 { now := time.Now() if orderId, ok := mapData["i"].(float64); ok { data["order_id"] = orderId } if ap, ok := mapData["ap"].(bool); ok { data["final_price"] = ap } if num, ok := mapData["z"].(string); ok { data["total_num"], _ = decimal.NewFromString(num) } data["trigger_time"] = &now } db := e.Orm.Model(&DbModels.LineReverseOrder{}). Where("order_sn =? and status != 3", orderSn). Updates(data) if db.Error != nil { e.Log.Errorf("修改订单状态失败 orderSn:%s, err:%v", orderSn, db.Error) } if db.RowsAffected == 0 { e.Log.Errorf("修改订单状态失败 orderSn:%s, 未找到订单", orderSn) } return db.Error } // 先保存主单,持仓信息 必须用双向持仓! func (e *ReverseService) SaveMainOrder(mapData map[string]interface{}, apiInfo DbModels.LineApiUser) (DbModels.LineReverseOrder, error) { now := time.Now() symbol, err := maphelper.GetString(mapData, "s") var reverseOrder DbModels.LineReverseOrder if err != nil { return reverseOrder, err } orderSn, err := maphelper.GetString(mapData, "c") if err != nil { return reverseOrder, err } side, err := maphelper.GetString(mapData, "S") if err != nil { return reverseOrder, err } positionSide, err := maphelper.GetString(mapData, "ps") if err != nil { return reverseOrder, err } mainType, _ := maphelper.GetString(mapData, "ot") reverseOrder = DbModels.LineReverseOrder{ ApiId: apiInfo.Id, Category: 0, OrderSn: orderSn, TriggerTime: &now, Status: 3, Symbol: symbol, FollowOrderSn: "", Type: mainType, Price: maphelper.GetDecimal(mapData, "p"), FinalPrice: maphelper.GetDecimal(mapData, "ap"), TotalNum: maphelper.GetDecimal(mapData, "z"), Side: side, PositionSide: positionSide, } reverseOrder.PriceU = reverseOrder.Price if !reverseOrder.Price.IsZero() && !reverseOrder.TotalNum.IsZero() { reverseOrder.BuyPrice = reverseOrder.Price.Mul(reverseOrder.TotalNum) } if id, err := maphelper.GetFloat64(mapData, "i"); err == nil { reverseOrder.OrderId = strconv.FormatFloat(id, 'f', -1, 64) } orderType, _ := maphelper.GetString(mapData, "ot") switch orderType { case "LIMIT", "MARKET": reverseOrder.OrderType = 0 case "TAKE_PROFIT_MARKET", "TAKE_PROFIT": reverseOrder.OrderType = 1 case "STOP_MARKET", "STOP", "TRAILING_STOP_MARKET": reverseOrder.OrderType = 2 default: return reverseOrder, fmt.Errorf("不支持的订单类型: %s", orderType) } if reverseOrder.PositionSide == "BOTH" { return reverseOrder, errors.New("不支持的持仓类型,必须为双向持仓") } if err := e.Orm.Create(&reverseOrder).Error; err != nil { e.Log.Errorf("保存主单失败:%v", err) return reverseOrder, err } return reverseOrder, nil } // 更新仓位信息 // closePosition: true=平仓, false=减仓 func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, reverseApiId int, isMain, reducePosition, closePosition bool) error { position := DbModels.LineReversePosition{} positionSide := reverseOrder.PositionSide side := reverseOrder.Side totalNum := reverseOrder.TotalNum var querySql string sqlStr := "" //如果是主单,存储仓位则是反单的持仓方向 if isMain { if reverseOrder.PositionSide == "LONG" { positionSide = "SHORT" } else { positionSide = "LONG" } if !reducePosition { //反单止盈止损方向相反 if side == "SELL" { side = "BUY" } else { side = "SELL" } position.ReverseApiId = reverseApiId position.Side = side position.ApiId = reverseOrder.ApiId position.Symbol = reverseOrder.Symbol position.Status = 1 position.ReverseStatus = 0 position.PositionSide = positionSide } querySql = "api_id =? and position_side =? and symbol =? and status =1" //平仓 if closePosition { totalNum = decimal.Zero sqlStr = "UPDATE line_reverse_position set amount=@totalNum,updated_at=now(),status=2 where id =@id and status!=2 " } else if reducePosition { //只减仓 sqlStr = "UPDATE line_reverse_position set amount=amount - @totalNum,updated_at=now() where id =@id and status!=2 " } else { sqlStr = "UPDATE line_reverse_position set total_amount=total_amount + @totalNum,amount=amount + @totalNum,updated_at=now() where id =@id and status!=2" } } else { querySql = "reverse_api_id =? and position_side =? and symbol =? and reverse_status in (0,1)" if closePosition { totalNum = decimal.Zero sqlStr = "UPDATE line_reverse_position set reverse_amount=@totalNum,updated_at=now(),reverse_status=2 where id =@id and reverse_status !=2" } else if reducePosition { sqlStr = "UPDATE line_reverse_position set reverse_amount=reverse_amount - @totalNum,updated_at=now() where id =@id and reverse_status !=2" } else { sqlStr = "UPDATE line_reverse_position set total_reverse_amount=total_reverse_amount + @totalNum,reverse_amount=reverse_amount + @totalNum,updated_at=now(),reverse_status =1 where id =@id and reverse_status !=2" } } err := e.Orm.Transaction(func(tx *gorm.DB) error { err1 := tx.Model(&position).Where(querySql, reverseOrder.ApiId, positionSide, reverseOrder.Symbol).First(&position).Error if err1 != nil { //主单仓位不存在,创建新仓位 if isMain && errors.Is(err1, gorm.ErrRecordNotFound) && !reducePosition { if err2 := tx.Create(&position).Error; err2 != nil { return err2 } } else { return err1 } } dbResult := tx.Exec(sqlStr, sql.Named("totalNum", totalNum), sql.Named("id", position.Id)) if dbResult.Error != nil { return dbResult.Error } if dbResult.RowsAffected == 0 { e.Log.Errorf("减仓数据 是否平仓单:%v :%v", closePosition, reverseOrder) return errors.New("没有找到对应的持仓信息") } return nil }) return err } // 反向下单 // mainOrder: 主单信息 // reverseApiId: 反向apiId // orderProportion: 反向下单比例 // reducePosition: 是否减仓 // closePosition: 是否平仓 func (e *ReverseService) DoAddReverseOrder(mainOrder *DbModels.LineReverseOrder, reverseApiInfo *DbModels.LineApiUser, orderProportion decimal.Decimal, reducePosition, closePosition bool) error { order := DbModels.LineReverseOrder{} order.ApiId = reverseApiInfo.Id order.Category = 1 order.OrderSn = helper.GetOrderNo() order.FollowOrderSn = mainOrder.OrderSn order.Symbol = mainOrder.Symbol order.OrderType = 0 switch mainOrder.PositionSide { case "LONG": order.PositionSide = "SHORT" case "SHORT": order.PositionSide = "LONG" } switch mainOrder.Side { case "SELL": order.Side = "BUY" case "BUY": order.Side = "SELL" default: return fmt.Errorf("不支持的订单类型 side:%s", mainOrder.Side) } if reducePosition && closePosition { order.OrderType = 4 } else if reducePosition { order.OrderType = 3 } symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, mainOrder.Symbol, 1) if err != nil { e.Log.Errorf("获取交易对信息失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err) return err } setting, err := cacheservice.GetReverseSetting(e.Orm) if err != nil { e.Log.Errorf("获取反单设置失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err) return err } signPrice, _ := decimal.NewFromString(symbol.LastPrice) price := signPrice.Truncate(int32(symbol.PriceDigit)) if price.Cmp(decimal.Zero) <= 0 { e.Log.Errorf("获取最新价格失败 symbol:%s custom:%s 单价小于0", mainOrder.Symbol, mainOrder.OrderSn) return errors.New("获取最新价格失败") } var percent decimal.Decimal switch { case order.PositionSide == "LONG" && order.Side == "BUY", order.PositionSide == "SHORT" && order.Side == "BUY": percent = decimal.NewFromInt(100).Add(setting.ReversePremiumRatio) case order.PositionSide == "SHORT" && order.Side == "SELL", order.PositionSide == "LONG" && order.Side == "SELL": percent = decimal.NewFromInt(100).Sub(setting.ReversePremiumRatio) default: return fmt.Errorf("不支持的订单类型 ps:%s, side:%s", order.PositionSide, order.Side) } percent = percent.Div(decimal.NewFromInt(100)).Truncate(4) //计算溢价单价 price = price.Mul(percent).Truncate(int32(symbol.PriceDigit)) var amount decimal.Decimal //平仓单直接卖出全部数量 if closePosition { var position DbModels.LineReversePosition if err1 := e.Orm.Model(position). Where("position_side =? and reverse_api_id =? and reverse_status =1", order.PositionSide, order.ApiId). Select("reverse_amount"). Find(&position).Error; err1 != nil { e.Log.Errorf("获取剩余仓位失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err1) if len(err1.Error()) < 255 { order.Remark = err1.Error() } else { order.Remark = err1.Error()[:254] } } amount = position.ReverseAmount if amount.IsZero() { order.Remark = "没有持仓数量" } } else { proportion := decimal.NewFromInt(100) if orderProportion.Cmp(decimal.Zero) > 0 { proportion = orderProportion } //反向下单百分比 proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(2) amount = mainOrder.BuyPrice.Mul(proportion).Div(price).Truncate(int32(symbol.AmountDigit)) if amount.Cmp(decimal.Zero) <= 0 { e.Log.Errorf("计算数量失败 symbol:%s custom:%s 数量小于0", mainOrder.Symbol, mainOrder.OrderSn) return errors.New("计算数量失败") } } order.TotalNum = amount order.Price = price order.PriceU = price order.BuyPrice = amount.Mul(price).Truncate(int32(symbol.PriceDigit)) order.Status = 1 order.Type = setting.ReverseOrderType order.SignPrice = signPrice if order.Remark != "" { order.Status = 8 } if err := e.Orm.Model(&order).Create(&order).Error; err != nil { e.Log.Errorf("保存反单失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err) return err } if order.Status == 1 { e.DoBianceOrder(&order, reverseApiInfo, &setting, reducePosition, closePosition) } return nil } // 处理币安订单 // order: 反单信息 // apiInfo: 币安api信息 func (e *ReverseService) DoBianceOrder(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, setting *DbModels.LineReverseSetting, reducePosition, closePosition bool) error { futApiV2 := FuturesResetV2{Service: e.Service} orderType := setting.ReverseOrderType if orderType == "" { orderType = "LIMIT" } params := FutOrderPlace{ ApiId: apiInfo.Id, Symbol: order.Symbol, PositionSide: order.PositionSide, Side: order.Side, OrderType: orderType, Quantity: order.TotalNum, Price: order.Price, NewClientOrderId: order.OrderSn, } err := futApiV2.OrderPlaceLoop(apiInfo, params) if err != nil { e.Log.Errorf("币安下单失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err) remark := err.Error() if len(remark) > 255 { remark = remark[:254] } if err1 := e.Orm.Model(&order).Where("id =? and status !=3", order.Id).Updates(map[string]interface{}{"status": 8, "remark": remark, "updated_at": time.Now()}).Error; err1 != nil { e.Log.Errorf("更新订单状态失败 symbol:%s custom:%s :%v", err1) } } return nil } // 重下止盈止损 // mapData: 主单止盈止损回调 func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orderSn string, mainApiInfo *DbModels.LineApiUser) error { symbol, err := maphelper.GetString(*mapData, "s") if err != nil { return err } side, err := maphelper.GetString(*mapData, "S") if err != nil { return err } ot, err := maphelper.GetString(*mapData, "ot") if err != nil { return err } //反单止盈止损方向相反 if side == "SELL" { side = "BUY" } else { side = "SELL" } positionSide, err := maphelper.GetString(*mapData, "ps") if err != nil { return err } if positionSide == "LONG" { positionSide = "SHORT" } else { positionSide = "LONG" } apiInfo, err := GetApiInfo(mainApiInfo.ReverseApiId) if err != nil { e.Log.Errorf("根据主单api获取反单api失败 symbol:%s custom:%s :%v", symbol, orderSn, err) return err } var reverseOrder DbModels.LineReverseOrder e.Orm.Model(&DbModels.LineReverseOrder{}). Where("symbol =? and api_id =? and position_side =? and side = ? and status =1", symbol, mainApiInfo.ReverseApiId, positionSide, side). First(&reverseOrder) //取消旧止盈止损 if reverseOrder.OrderSn != "" { futApi := FutRestApi{} err := futApi.CancelFutOrderRetry(apiInfo, symbol, reverseOrder.OrderSn) if err != nil { e.Log.Errorf("币安撤单失败 symbol:%s custom:%s :%v", symbol, orderSn, err) return err } } params := FutOrderPlace{ ApiId: apiInfo.Id, Symbol: symbol, PositionSide: positionSide, Side: side, OrderType: ot, Quantity: reverseOrder.TotalNum, Price: reverseOrder.Price, NewClientOrderId: reverseOrder.OrderSn, } futApiV2 := FuturesResetV2{Service: e.Service} futApiV2.OrderPlace(&apiInfo, params) return nil }