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" "go-admin/pkg/utility/snowflakehelper" "strconv" "strings" "time" "github.com/bytedance/sonic" "github.com/go-admin-team/go-admin-core/logger" "github.com/jinzhu/copier" "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) //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) //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) { apiUserInfo, _ := GetApiInfo(preOrder.ApiId) if apiUserInfo.Id == 0 { logger.Errorf("handleMainReduceFilled 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("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn) return } price := utility.StrToDecimal(preOrder.Price) parentOrder, err := GetOrderById(db, preOrder.Pid) if err != nil { logger.Errorf("handleMainReduceFilled 获取主单失败,订单号:%s", preOrder.OrderSn) return } parentPrice := utility.StrToDecimal(parentOrder.Price) num := utility.StrToDecimal(preOrder.Num) lossAmount := price.Sub(parentPrice).Abs().Mul(num) if !strings.HasSuffix(preOrder.Symbol, "USDT") { tradeSetU, err := GetTradeSet(utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, ""), 1) if err != nil { logger.Errorf("handleMainReduceFilled 获取币本位对应U交易对设置失败,订单号:%s", preOrder.OrderSn) return } lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(2) } if err := db.Model(&parentOrder).Where("loss_amount=0", preOrder.Pid).Update("loss_amount", lossAmount).Error; err != nil { logger.Errorf("handleMainReduceFilled 更新亏损金额失败,订单号:%s", preOrder.OrderSn) return } orders := make([]models.LinePreOrder, 0) rate := utility.StringAsFloat(preOrder.Rate) ext := models.LinePreOrderExt{} //获取订单配置 db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext) // 不是100%减仓 就需要挂止盈止损 if rate < 100 { totalNum, err := getFuturesPositionNum(apiUserInfo, preOrder, tradeSet) if err != nil { return } takeProfitOrder := models.LinePreOrder{} copier.Copy(&takeProfitOrder, &preOrder) takeProfitOrder.Id = 0 takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId()) takeProfitOrder.Status = 0 takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String() takeProfitOrder.OrderType = 1 takeProfitOrder.Rate = "100" takeProfitOrder.SignPrice = preOrder.Price takeProfitOrder.CreatedAt = time.Now() takeProfitOrder.BuyPrice = "0" takeProfitOrder.MainOrderType = "LIMIT" takeProfitOrder.Num = totalNum.String() orders = append(orders, takeProfitOrder) //有止损单 if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 { var stoploss models.LinePreOrder copier.Copy(&stoploss, &preOrder) stoploss.Id = 0 stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId()) stoploss.Status = 0 stoploss.CreatedAt = time.Now() stoploss.OrderType = 2 stoploss.SignPrice = preOrder.Price stoploss.BuyPrice = "0" stoploss.Rate = "100" stoploss.MainOrderType = "LIMIT" stoploss.Num = totalNum.String() orders = append(orders, stoploss) } if err := db.Create(&orders).Error; err != nil { logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err) return } futApi := FutRestApi{} for _, v := range orders { if v.OrderType == 1 { processFutTakeProfitOrder(db, futApi, v, totalNum) } else if v.OrderType == 2 { processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum) } } } //加仓待触发 addPositionOrder := DbModels.LinePreOrder{} if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil { logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err) return } keyFutAddpositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE) addPositionData := AddPositionList{ 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.Site == "SELL" { num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit)) break } else if positionAmt.Cmp(decimal.Zero) < 0 && preOrder.Site == "BUY" { //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) 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) 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) { removeFutLossAndAddPosition(preOrder) 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("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(preOrder *DbModels.LinePreOrder) { 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 == preOrder.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", preOrder.OrderSn, err) } } } //加仓缓存 for _, v := range addPositionVal { sonic.Unmarshal([]byte(v), &addPosition) if addPosition.MainId == preOrder.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", preOrder.OrderSn, err) } } } //减仓缓存 for _, v := range reduceVal { sonic.Unmarshal([]byte(v), &reduce) if reduce.MainId == preOrder.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", preOrder.OrderSn, err) } } } } // 主单成交 处理止盈止损订单 // preOrder 主单 func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) { orders := []models.LinePreOrder{} tradeSet, _ := GetTradeSet(preOrder.Symbol, 0) if tradeSet.Coin == "" { logger.Error("获取交易对失败") return } if tradeSet.Coin == "" { logger.Errorf("获取交易对配置失败, 回调订单号:%s", preOrder.OrderSn) return } //预生成加仓单 shouldReturn := createFutPreAddPosition(preOrder, db, tradeSet) if shouldReturn { return } 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) { logger.Error("订单回调查询止盈止损单失败:", err) return } else if len(orders) == 0 && preOrder.OrderCategory == 3 { orders, err = makeFuturesTakeAndReduce(preOrder, db, tradeSet, orders) if err != nil { return } } futApi := FutRestApi{} num, _ := decimal.NewFromString(preOrder.Num) for i, order := range orders { if i >= 2 { // 最多处理 2 个订单 break } price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit)) num = num.Truncate(int32(tradeSet.AmountDigit)) order.Price = price.String() 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) } switch order.OrderType { case 1: // 止盈 processFutTakeProfitOrder(db, futApi, order, num) case 2: // 止损 processFutStopLossOrder(db, order, price, num) case 4: //减仓 processFutReduceOrder(order, price, num) } } } // 生成加仓单 func createFutPreAddPosition(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet) bool { //主单类型 if preOrder.OrderCategory == 1 { orderExts, err := GetOrderExts(db, preOrder.Id) if err != nil { logger.Errorf("预生成加仓单失败, 回调订单号:%s 获取主单拓展配置失败:%v", preOrder.OrderSn, err) return true } price := utility.StrToDecimal(preOrder.Price) for _, v := range orderExts { if v.OrderId == 0 { var data DbModels.LinePreOrder copier.Copy(&data, &v) data.Id = 0 data.Pid = preOrder.Id data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId()) data.MainId = preOrder.Id data.CreatedAt = time.Now() data.MainOrderType = v.AddPositionOrderType data.Status = 0 data.OrderCategory = 3 var percentage decimal.Decimal if data.Site == "BUY" { percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100))) } else { percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100))) } data.Price = price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)).String() err := db.Transaction(func(tx *gorm.DB) error { if err2 := tx.Create(&data).Error; err2 != nil { return err2 } v.OrderId = data.Id if err2 := tx.Model(&v).Update("order_id", data.Id).Error; err2 != nil { return err2 } return nil }) if err != nil { logger.Errorf("预生成加仓单失败, 回调订单号:%s 预生成加仓单失败:%v", preOrder.OrderSn, err) return true } } } } return false } // 构建合约止盈、减仓单 func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) { ext := models.LinePreOrderExt{} apiInfo, err := GetApiInfo(preOrder.ApiId) price := utility.StrToDecimal(preOrder.Price) if apiInfo.Id == 0 { logger.Error("订单回调查询apiuserinfo失败 err:", err) return nil, errors.New("订单回调查询apiuserinfo失败") } if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil { logger.Error("订单回调查询止盈止损单扩展表失败:", err) return nil, errors.New("订单回调查询止盈止损单扩展表失败") } totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId) num, err := getFuturesPositionNum(apiInfo, preOrder, tradeSet) if err != nil { logger.Error("订单回调查询持仓数量失败:", err) return nil, errors.New("订单回调查询持仓数量失败") } //止盈单 if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 { profitOrder := models.LinePreOrder{} copier.Copy(&profitOrder, preOrder) var rate decimal.Decimal profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10) profitOrder.Pid = preOrder.Id profitOrder.OrderType = 1 profitOrder.Status = 0 profitOrder.MainId = ext.MainOrderId profitOrder.Num = num.String() //止盈需要累加之前的亏损 if totalLossAmountU.Cmp(decimal.Zero) > 0 { rate = totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs().Add(ext.TakeProfitRatio).Truncate(2) } else { rate = ext.TakeProfitRatio } profitOrder.Rate = rate.String() orders = append(orders, profitOrder) } //减仓单 if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 { stopOrder := models.LinePreOrder{} copier.Copy(&stopOrder, preOrder) stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10) stopOrder.Pid = preOrder.Id stopOrder.MainId = ext.MainOrderId stopOrder.OrderType = 4 stopOrder.Status = 0 stopOrder.Rate = ext.ReducePriceRatio.String() stopOrder.Num = num.String() if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 { stopOrder.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String() } else { stopOrder.Num = num.String() } orders = append(orders, stopOrder) } for index := range orders { orderRate := utility.StrToDecimal(orders[index].Rate) if strings.ToUpper(preOrder.Site) == "BUY" { orders[index].Site = "SELL" orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } else { orders[index].Site = "BUY" orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } } if len(orders) > 0 { if err := db.Create(&orders).Error; err != nil { logger.Error("主单回调,创建止盈、减仓单失败") return orders, errors.New("主单回调,创建止盈、减仓单失败") } } return orders, nil } // 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) params := FutOrderPlace{ ApiId: order.ApiId, Symbol: order.Symbol, Side: order.Site, Price: price, Quantity: num, OrderType: "TAKE_PROFIT", StopPrice: price, NewClientOrderId: order.OrderSn, } err := futApi.OrderPlace(db, params) if err != nil { for x := 0; x < 5; x++ { if strings.Contains(err.Error(), "LOT_SIZE") { break } err = futApi.OrderPlace(db, params) if err == nil { break } time.Sleep(time.Millisecond * 250) } } 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}).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 = ? and status =0", order.Id). Updates(map[string]interface{}{"status": "1", "num": num.String()}).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 { params := FutOrderPlace{ ApiId: order.ApiId, Symbol: order.Symbol, Side: order.Site, Price: price, Quantity: num, OrderType: "STOP", StopPrice: price, NewClientOrderId: order.OrderSn, } futApi := FutRestApi{} var err error for x := 1; x < 4; x++ { err = futApi.OrderPlace(db, params) if err == nil { break } time.Sleep(time.Millisecond * 200) } 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(&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 }