package binanceservice import ( "context" "fmt" "go-admin/app/admin/models" DbModels "go-admin/app/admin/models" "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" "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 != "" { 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 { 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 } 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 } 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 = num.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 = num.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 } spotApi := SpotRestApi{} paramsMap := OrderPlacementService{ ApiId: takeProfitOrder.ApiId, Symbol: takeProfitOrder.Symbol, Side: takeProfitOrder.Site, Type: "LIMIT", TimeInForce: "GTC", Price: utility.StrToDecimal(takeProfitOrder.Price), Quantity: num, NewClientOrderId: takeProfitOrder.OrderSn, StopPrice: utility.StrToDecimal(takeProfitOrder.Price), } if err := spotApi.OrderPlace(db, paramsMap); err != nil { logger.Errorf("减仓后重下止盈失败 减仓order_sn:%s err:%v", preOrder.OrderSn, err) if err2 := db.Model(&takeProfitOrder).Updates(map[string]interface{}{"status": 2, "": err.Error()}).Error; err2 != nil { logger.Errorf("handleMainReduceFilled 更新止盈单失败:%v", err2) } } } //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 } keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, 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(keySpotAddPosition, addVal); err != nil { logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err) } } // 平仓单成交 func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) { panic("unimplemented") } // 止损单成交 func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) { // 获取主订单 order, err := GetOrderById(db, preOrder.Pid) if err != nil { logger.Errorf("止损单成交 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err) return } // 检查订单类型 if order.OrderCategory != 1 { if err := db.Model(&order).Where("pid =? AND order_status <9 AND order_type =0", preOrder.Pid).Error; err != nil { logger.Errorf("对冲止损单成交 修改对冲主单状态失败 订单号:%s err:%v", order.OrderSn, err) } return } // 修改主单状态 if err := db.Model(&order).Where("id =? AND order_status < 9", preOrder.Pid).Error; err != nil { logger.Errorf("止损单成交 修改主单状态失败 订单号:%s err:%v", order.OrderSn, err) return } // 检查是否有对冲 if order.CoverType <= 0 { return } triggerHedgeOrder(order, db, preOrder) } // 下合约对冲单 func triggerHedgeOrder(order DbModels.LinePreOrder, db *gorm.DB, preOrder *DbModels.LinePreOrder) bool { symbolName := utility.ReplaceSuffix(order.Symbol, order.QuoteSymbol, "USDT") // 获取交易对配置 tradeSet, err := GetTradeSet(symbolName, 1) if tradeSet.Coin == "" || err != nil { logger.Errorf("止损单成交 获取交易对配置失败 交易对:%s 订单号:%s err:%v", symbolName, order.OrderSn, err) return true } // 检查对冲单购买金额 // if order.HedgeBuyTotal.Cmp(decimal.Zero) <= 0 { // logger.Errorf("止损单成交 对冲单购买金额为0 订单号:%s", order.OrderSn) // return true // } // 获取系统设置 setting, err := GetSystemSetting(db) if err != nil { logger.Errorf("止损单成交 获取系统设置失败 订单号:%s err:%v", order.OrderSn, err) return true } // 获取API信息 apiInfo, err := GetChildApiInfo(order.ApiId) if err != nil { logger.Errorf("止损单成交 获取api信息失败 订单号:%s err:%v", order.OrderSn, err) return true } // 计算价格 price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit)) if order.CoverType == 1 { price = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit)) } if price.Cmp(decimal.Zero) <= 0 { logger.Errorf("单价异常 price:%v 止损单编号:%s 行情:%v", price, order.OrderSn, tradeSet) return true } // 创建对冲订单 hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder := createHedgeOrders(order, price, &tradeSet, &apiInfo, &setting) orders := []DbModels.LinePreOrder{hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder} // 批量插入订单 if err := db.Model(&DbModels.LinePreOrder{}).CreateInBatches(orders, 1).Error; err != nil { logger.Errorf("主单止损 重下对冲失败,止损单id:%s err:%v", order.OrderSn, err) return true } // 调用API下单 if err := placeFutOrder(db, hedgeOrder, price, &apiInfo); err != nil { logger.Errorf("主单止损 重下对冲失败,止损单号:%s err:%v", order.OrderSn, err) } return false } // 创建对冲订单 func createHedgeOrders(order DbModels.LinePreOrder, price decimal.Decimal, tradeSet *models2.TradeSet, apiInfo *DbModels.LineApiUser, setting *DbModels.LineSystemSetting) (DbModels.LinePreOrder, DbModels.LinePreOrder, DbModels.LinePreOrder) { // buyPrice := order.HedgeBuyTotal.String() // if order.HedgeBuyType == 1 { // mainTotal := utility.StrToDecimal(order.BuyPrice) // buyPrice = mainTotal.Mul(order.HedgeBuyTotal).Truncate(int32(tradeSet.PriceDigit)).String() // } hedgeOrder := DbModels.LinePreOrder{ ApiId: apiInfo.Id, ExchangeType: order.ExchangeType, Pid: order.Pid, Symbol: order.Symbol, SymbolType: global.SYMBOL_FUTURES, SignPrice: order.Price, SignPriceType: "new", Rate: "0", // BuyPrice: buyPrice, OrderCategory: 2, OrderSn: utility.Int64ToString(snowflakehelper.GetOrderId()), OrderType: 0, CoverType: 0, // MainOrderType: order.HedgeOrderType, } hedgeStoplossOrder := order hedgeTakeProfitOrder := order if order.Site == "BUY" { hedgeOrder.Site = "SELL" hedgeStoplossOrder.Site = "BUY" hedgeTakeProfitOrder.Site = "BUY" } else { hedgeOrder.Site = "BUY" hedgeStoplossOrder.Site = "SELL" hedgeTakeProfitOrder.Site = "SELL" } // 计算止盈止损价格 // if hedgeOrder.Site == "BUY" { // hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() // hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() // } else { // hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() // hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() // } if hedgeOrder.MainOrderType == "LIMIT" { coverRate := utility.StrToDecimal(setting.CoverOrderTypeBRate) price = price.Mul(decimal.NewFromInt(1).Add(coverRate)).Truncate(int32(tradeSet.PriceDigit)) } // num := order.HedgeBuyTotal.Div(price).Truncate(int32(tradeSet.AmountDigit)) hedgeOrder.Price = price.String() // hedgeOrder.Num = num.String() hedgeStoplossOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId()) // hedgeStoplossOrder.Rate = order.HedgeStopLoss.String() // hedgeStoplossOrder.Num = num.String() hedgeTakeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId()) // hedgeTakeProfitOrder.Rate = order.HedgeTakeProfit.String() // hedgeTakeProfitOrder.Num = num.String() return hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder } // 调用合约API下单 func placeFutOrder(db *gorm.DB, hedgeOrder DbModels.LinePreOrder, price decimal.Decimal, apiInfo *DbModels.LineApiUser) error { futApi := FutRestApi{} params := FutOrderPlace{ ApiId: apiInfo.Id, Symbol: hedgeOrder.Symbol, Side: hedgeOrder.Site, Quantity: utility.StrToDecimal(hedgeOrder.Num), Price: price, NewClientOrderId: hedgeOrder.OrderSn, SideType: hedgeOrder.MainOrderType, OrderType: hedgeOrder.MainOrderType, } return futApi.OrderPlace(db, params) } // 止盈单成交 func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) { if preOrder.OrderCategory == 1 { //主单止盈成交 if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", preOrder.Pid).Update("order_type", 3).Error; err != nil { logger.Errorf("主单止盈成功修改主单状态失败 订单号:%s:", err) } } else { //对冲单止盈成交 if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 2 AND order_type =0 AND status < 9", preOrder.Pid).Update("status", 9).Error; err != nil { logger.Errorf("对冲止盈成功修改主单状态失败 订单号:%s:", 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{} 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 } futApi := FutRestApi{} num, _ := decimal.NewFromString(preOrder.Num) tradeSet, _ := GetTradeSet(preOrder.Symbol, 0) if tradeSet.Coin == "" { logger.Error("获取交易对失败") return } 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(db, order, price, num) } } } // 减仓单 func processFutReduceOrder(db *gorm.DB, order DbModels.LinePreOrder, price, num decimal.Decimal) { } // 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 }