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/models/positiondto" "go-admin/pkg/utility" "go-admin/services/cacheservice" "go-admin/services/positionservice" "strconv" "strings" "time" "github.com/bytedance/sonic" "github.com/go-admin-team/go-admin-core/logger" log "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"] originOrderSn := mapData["C"] //取消操作 代表原始订单号 if !ok { logger.Error("订单回调失败, 没有订单号", mapData) return } if originOrderSn != nil && originOrderSn != "" { orderSn = originOrderSn } // 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(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 == 6: handleMainOrderFilled(db, preOrder) //主单减仓完毕 case preOrder.OrderType == 4 && orderStatus == 6: handleMainReduceFilled(db, preOrder) //主单取消 case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4: handleMainOrderCancel(db, preOrder, 1) // 止盈成交 case preOrder.OrderType == 1 && orderStatus == 6: handleSpotTakeProfitFilled(db, preOrder) //平仓单 case preOrder.OrderType == 3 && orderStatus == 6: handleMainOrderClosePosition(db, preOrder) //主单止损回调 case preOrder.OrderType == 2 && orderStatus == 6: removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn) removePosition(db, preOrder) if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.MainId).Update("status", 9).Error; err != nil { logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err) } if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status =0", preOrder.MainId).Update("status", 4).Error; err != nil { logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err) } spotApi := SpotRestApi{} apiUserInfo, _ := GetApiInfo(preOrder.ApiId) if apiUserInfo.Id > 0 { req := CancelOpenOrdersReq{ Symbol: preOrder.Symbol, ApiId: preOrder.ApiId, } if err := spotApi.CancelOpenOrders(db, req); err != nil { logger.Errorf("止盈单成功 取消其它订单失败 订单号:%s:", err) } } } } // 主单减仓完毕 func handleMainReduceFilled(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 := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, preOrder.Symbol, 0) if err != nil { logger.Errorf("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn) return } //修改减仓单减仓策略状态 ReduceCallBack(db, preOrder) orderExt := models.LinePreOrderExt{} positionData := savePosition(db, preOrder) if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id =? ", preOrder.MainId).Update("reduce_status", 1).Error; err != nil { logger.Errorf("handleMainReduceFilled 更新主单减仓状态失败,订单号:%s", preOrder.OrderSn) } db.Model(&orderExt).Where("order_id =?", preOrder.Id).Find(&orderExt) lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotReduceCallback, preOrder.ApiId, preOrder.Symbol), 120, 20, 100*time.Millisecond) if ok, err := lock.AcquireWait(context.Background()); err != nil { log.Error("获取锁失败", err) return } else if ok { defer lock.Release() // 100%减仓 终止流程 if orderExt.AddPositionVal.Cmp(decimal.NewFromInt(100)) >= 0 { //缓存 removeSpotLossAndAddPosition(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 } //市价单跳出 if preOrder.MainOrderType == "MARKET" { return } totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet) totalNum = totalNum.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)) //亏损大于0 重新计算比例 SpotTakeProfit(db, preOrder, totalNum, positionData, orderExt, tradeSet, decimal.Zero, decimal.Zero) mainId := preOrder.Id if preOrder.MainId > 0 { mainId = preOrder.MainId } nextSpotReduceTrigger(db, mainId, totalNum, tradeSet) } } func SpotTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder, totalNum decimal.Decimal, positionData positiondto.PositionDto, orderExt DbModels.LinePreOrderExt, tradeSet models2.TradeSet, manualTakeRatio, manualStopRatio decimal.Decimal) bool { price := utility.StrToDecimal(preOrder.Price) 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("获取减仓单止盈止损失败 err:%v", err) return true } spotApi := SpotRestApi{} for index := range orders { orders[index].Num = totalNum.String() if orders[index].OrderType == 1 { //手动设置百分比 if manualTakeRatio.Cmp(decimal.Zero) > 0 { orders[index].Rate = manualTakeRatio.String() percentag := manualTakeRatio.Div(decimal.NewFromInt(100)) if positionData.PositionSide == "LONG" { orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() } else { orders[index].Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() } } else 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) orders[index].Rate = percentag.String() percentag = percentag.Div(decimal.NewFromInt(100)) orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() } processTakeProfitOrder(db, spotApi, orders[index]) } else if orders[index].OrderType == 2 { if manualStopRatio.Cmp(decimal.Zero) > 0 { orders[index].Rate = manualStopRatio.String() percentag := manualStopRatio.Div(decimal.NewFromInt(100)) if positionData.PositionSide == "LONG" { orders[index].Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() } else { orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() } } processStopLossOrder(orders[index]) } } return false } // 缓存下一个减仓单 func nextSpotReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal, tradeSet models2.TradeSet) bool { nextOrder := DbModels.LinePreOrder{} nextExt := DbModels.LinePreOrderExt{} // var percentag decimal.Decimal 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 true } 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) } //移除缓存 key := fmt.Sprintf(rediskey.SpotReduceList, 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) } } } //减仓配置 且减仓比例大于0小于100 if nextExt.Id > 0 && nextExt.AddType == 2 && nextExt.AddPositionVal.Cmp(decimal.Zero) > 0 && nextExt.AddPositionVal.Cmp(decimal.Zero) < 100 { 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) } } //减仓待触发 processSpotReduceOrder(nextOrder) return false } // 获取主单可用数量 func getSpotPositionAvailableQuantity(db *gorm.DB, apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) decimal.Decimal { totalNum := getSpotTotalNum(apiUserInfo, preOrder, tradeSet) //biance查询失败 查系统内数量 if totalNum.Cmp(decimal.Zero) <= 0 { var mainId int if preOrder.MainId > 0 { mainId = preOrder.MainId } else { mainId = preOrder.Id } totalNum = getInternalNum(db, mainId) } return totalNum } // 获取现货剩余数量 func getSpotTotalNum(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 = getSpotPositionNum(apiUserInfo, preOrder, tradeSet) if err == nil { break } time.Sleep(time.Millisecond * 150) } if err != nil { totalNum = utility.StrToDecimal(preOrder.Num) } return totalNum } // 获取系统内剩余数量 func getInternalNum(db *gorm.DB, mainId int) decimal.Decimal { var totalNum, totalSellNum decimal.Decimal var data DbModels.LinePreOrder if err := db.Model(&data).Where("(main_id =? OR id =?) AND order_type =0 AND status =6", mainId, mainId).Select("COALESCE(sum(num), 0)").Find(&totalNum).Error; err != nil { logger.Errorf("getSpotInternalNum 查询所有数量失败,mainId:%d err:%v", mainId, err) } if err := db.Model(&data).Where("main_id =? AND order_type =4 AND status =6", mainId).Select("COALESCE(sum(num), 0)").Find(&totalSellNum).Error; err != nil { logger.Errorf("getSpotInternalNum 查询所有减仓数量失败,mainId:%d err:%v", mainId, err) } return totalNum.Sub(totalSellNum).Abs() } // 获取现货持仓数量 func getSpotPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) { client := GetClient(&apiUserInfo) resp, _, err := client.SendSpotAuth("/api/v3/account", "GET", map[string]interface{}{ "omitZeroBalances": true, }) if err != nil { logger.Errorf("api_id:%d 交易对:%s 查询用户信息失败:%v", apiUserInfo.Id, preOrder.Symbol, err) return decimal.Decimal{}, err } var balanceInfo SpotAccountInfo sonic.Unmarshal(resp, &balanceInfo) suffix := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "") var num decimal.Decimal for _, item := range balanceInfo.Balances { if item.Asset == suffix { if utility.StrToDecimal(item.Free).Cmp(decimal.Zero) <= 0 { logger.Error("handleMainReduceFilled 账户余额不足,交易对:%s 订单号:%s", preOrder.Symbol, preOrder.OrderSn) return decimal.Decimal{}, errors.New("账户余额不足") } num = utility.StrToDecimal(item.Free).Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)) break } } return num, nil } // 主单取消 // symbolType 1:现货 2:合约 func handleMainOrderCancel(db *gorm.DB, preOrder *DbModels.LinePreOrder, symboType int) { var preOrderKey string if symboType == 1 { preOrderKey = fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE) } else { preOrderKey = fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE) } preSpotOrders, _ := helper.DefaultRedis.GetAllList(preOrderKey) preOrderCache := DbModels.LinePreOrder{} for _, v := range preSpotOrders { if v == "" { continue } sonic.Unmarshal([]byte(v), &preOrderCache) if preOrderCache.Pid == preOrder.Id { var count int64 db.Model(&models.LinePreOrder{}). Where("api_id =? AND site=? AND symbol=? AND symbol_type =? AND exchange_type =? AND status =6", preOrder.ApiId, preOrder.Site, preOrder.Symbol, preOrder.SymbolType, preOrder.ExchangeType).Count(&count) if count == 0 { _, err := helper.DefaultRedis.LRem(preOrderKey, v) if err != nil { logger.Errorf("订单回调失败, 回调订单号:%s 删除缓存失败:%v", preOrder.OrderSn, err) } } } } } // 平仓单 func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) { //主单平仓 if preOrder.OrderCategory == 1 { ids := []int{preOrder.Pid, preOrder.MainId} db.Transaction(func(tx *gorm.DB) error { if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status=6", ids).Update("status", 9).Error; err != nil { logger.Errorf("平仓订单回调失败, 回调订单号:%s 更新主单失败:%v", preOrder.OrderSn, err) return err } if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0", preOrder.MainId).Update("status", 4).Error; err != nil { logger.Errorf("平仓订单回调失败, 回调订单号:%s 更新子单失败:%v", preOrder.OrderSn, err) return err } return nil }) } removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn) removePosition(db, preOrder) spotApi := SpotRestApi{} apiUserInfo, _ := GetApiInfo(preOrder.ApiId) if apiUserInfo.Id > 0 { req := CancelOpenOrdersReq{ Symbol: preOrder.Symbol, ApiId: preOrder.ApiId, } if err := spotApi.CancelOpenOrders(db, req); err != nil { logger.Errorf("平仓单成功 取消其它订单失败 订单号:%s:", err) } } } // 止盈成交 func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { childCount, _ := GetChildTpOrder(db, preOrder.Id) if childCount > 0 { extOrderId := preOrder.Pid //ext主单id positionData := savePosition(db, preOrder) processTakeProfitAndStopLossOrders(db, preOrder, &positionData, extOrderId, false) } else { removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn) spotApi := SpotRestApi{} apiUserInfo, _ := GetApiInfo(preOrder.ApiId) if apiUserInfo.Id > 0 { req := CancelOpenOrdersReq{ Symbol: preOrder.Symbol, ApiId: preOrder.ApiId, } if err := spotApi.CancelOpenOrders(db, req); err != nil { logger.Errorf("止盈单成功 取消其它订单失败 订单号:%s:", err) } } removePosition(db, preOrder) db.Transaction(func(tx *gorm.DB) error { ids := []int{preOrder.Pid, preOrder.MainId} if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6 AND order_type=0", ids).Update("status", 9).Error; err != nil { logger.Errorf("止盈订单回调失败, 回调订单号:%s 更新主单失败:%v", preOrder.OrderSn, err) return err } return nil }) } } // 移除仓位信息 func removePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) { positionMangement := positionservice.BinancePositionManagement{} positionMangement.Orm = db positionDelReq := positiondto.LinePreOrderPositioinDelReq{ ApiId: preOrder.ApiId, SymbolType: preOrder.SymbolType, Symbol: preOrder.Symbol, ExchangeType: preOrder.ExchangeType, } if preOrder.Site == "BUY" { positionDelReq.Side = "SELL" } else { positionDelReq.Side = "BUY" } positionMangement.RemovePosition(&positionDelReq) } // 清理待加仓、待止损、待减仓缓存 func removeSpotLossAndAddPosition(mainId int, orderSn string) { stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE) stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey) addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE) addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey) reduceKey := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE) reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey) stoploss := dto.StopLossRedisList{} addPosition := AddPositionList{} reduce := ReduceListItem{} //移除减仓后减仓策略 RemoveReduceReduceCacheByMainId(mainId, 1) //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) } } } } // 主单成交 func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { //修改持仓信息 positionData := savePosition(db, preOrder) if preOrder.OrderCategory == 3 { if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id = ?", preOrder.MainId).Update("add_position_status", 1).Error; err != nil { logger.Errorf("更新主单加仓状态失败, 主单号:%s, 错误信息:%v", preOrder.MainId, err) } } else { mainOrders, _ := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site) if len(mainOrders) > 0 { mainIds := []int{} for _, mainOrder := range mainOrders { mainId := mainOrder.Id if mainOrder.MainId > 0 { mainId = mainOrder.MainId } removeSpotLossAndAddPosition(mainId, mainOrder.OrderSn) if !utility.ContainsInt(mainIds, mainId) { mainIds = append(mainIds, mainId) } } spotApi := SpotRestApi{} err := spotApi.CancelOpenOrdersLoop(db, CancelOpenOrdersReq{ApiId: preOrder.ApiId, Symbol: preOrder.Symbol}, 4) if err != nil { logger.Errorf("取消未成交订单失败, 交易对:%s 主单号:%s, 错误信息:%v", preOrder.Symbol, preOrder.MainId, err) } else if len(mainIds) > 0 { 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("新下单成功后更新主单取消状态失败, 新主单号:%s, 错误信息:%v", preOrder.MainId, err) } } } //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) } keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, 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(keySpotAddPosition, addVal); err != nil { logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err) } } } processTakeProfitAndStopLossOrders(db, preOrder, &positionData, preOrder.Id, true) } // 解析订单状态 // 5:委托中 6:完全成交 4:取消 9:已平仓 func parseOrderStatus(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 return 6, reason case "CANCELED", "EXPIRED", "EXPIRED_IN_MATCH": // 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.Mul(decimal.NewFromFloat(0.998)) params["num"] = num params["price"] = total.Div(totalAmount) preOrder.Num = num.String() preOrder.Price = total.Div(totalAmount).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() price, _ := mapData["ap"].(string) params["price"] = price preOrder.Num = num.String() preOrder.Price = price } } 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 // preOrder 主单 // positionData 持仓缓存信息 // fist 首次止盈止损 func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder, positionData *positiondto.PositionDto, extOrderId int, fist bool) { orders := []models.LinePreOrder{} tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, preOrder.Symbol, 0) mainId := preOrder.Id if preOrder.MainId > 0 { mainId = preOrder.MainId } if tradeSet.Coin == "" { logger.Error("获取交易对失败") return } apiInfo, err := GetApiInfo(preOrder.ApiId) if apiInfo.Id == 0 { logger.Error("订单回调查询apiuserinfo失败 err:", err) return } if preOrder.OrderCategory == 3 { if err := cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType); err != nil { logger.Errorf("取消止盈止损订单失败 orderSn:%s err:%v", preOrder.OrderSn, err) } } num := getSpotPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet) 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 } price := utility.StrToDecimal(preOrder.Price) spotApi := SpotRestApi{} orderExt := models.LinePreOrderExt{} db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt) totalNum := num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)) num = totalNum // if orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) < 0 { // num = num.Mul(orderExt.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)) // } //止盈止损 for _, order := range orders { order.Num = num.String() if fist && (order.OrderCategory == 3 || order.OrderCategory == 1) && order.OrderType == 1 && orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 { //主单第一次且止盈数量不是100% 止盈数量 order.Num = num.Mul(orderExt.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String() } if err := db.Model(&order).Update("num", order.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 //亏损大于0 重新计算比例 if fist && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 && preOrder.SignPriceType != "mixture" { percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100)) if fist { percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2) } order.Rate = percentag.String() percentag = percentag.Div(decimal.NewFromInt(100)) order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String() } else if !fist && orderExt.TpTpPriceRatio.Cmp(decimal.Zero) > 0 { percentag := orderExt.TpTpPriceRatio order.Rate = percentag.String() order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } processTakeProfitOrder(db, spotApi, order) case 2: // 止损 if !fist { order.Rate = orderExt.TpSlPriceRatio.Truncate(2).String() order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } processStopLossOrder(order) // case 4: //减仓 // processSpotReduceOrder(order) } } //待触发减仓单 nextSpotReduceTrigger(db, mainId, totalNum, tradeSet) } // 根据下单百分比计算价格 func SetPrice(order *models.LinePreOrder, preOrder *models.LinePreOrder, tradeSet models2.TradeSet) { orderType := order.OrderType itemSide := order.Site rate := utility.StrToDecimal(order.Rate) switch { //做多止盈、做空止损或减仓 case (orderType == 1 && itemSide == "SELL"), ((orderType == 2 || orderType == 4) && itemSide == "BUY"): order.Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(rate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() //做多止损或减仓、做空止盈 case ((orderType == 2 || orderType == 4) && itemSide == "SELL"), (orderType == 1 && itemSide == "BUY"): order.Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(rate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() } } // 现货减仓 func processSpotReduceOrder(preOrder DbModels.LinePreOrder) { key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE) item := ReduceListItem{ Id: preOrder.Id, ApiId: preOrder.ApiId, Pid: preOrder.Pid, MainId: preOrder.MainId, Price: utility.StrToDecimal(preOrder.Price), Num: utility.StrToDecimal(preOrder.Num), Side: preOrder.Site, Symbol: preOrder.Symbol, OrderSn: preOrder.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 processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder) { tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 0) if tradeSet.Coin == "" { logger.Error("获取交易对失败") return } price, _ := decimal.NewFromString(order.Price) params := OrderPlacementService{ ApiId: order.ApiId, Symbol: order.Symbol, Side: order.Site, Price: price.Truncate(int32(tradeSet.PriceDigit)), Quantity: utility.StrToDecimal(order.Num), Type: "TAKE_PROFIT_LIMIT", TimeInForce: "GTC", StopPrice: price.Truncate(int32(tradeSet.PriceDigit)), NewClientOrderId: order.OrderSn, } err := spotApi.OrderPlaceLoop(db, params, 3) 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(), "num": params.Quantity, "rate": order.Rate, "price": order.Price}).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 =? ", order.Id). Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate, "price": order.Price, "num": order.Num}).Error; err != nil { logger.Error("更新现货止盈单触发事件 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("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(order models.LinePreOrder) error { price := utility.StrToDecimal(order.Price) stopLoss := dto.StopLossRedisList{ Id: order.Id, MainId: order.MainId, PId: order.Pid, ApiId: order.ApiId, OrderTye: order.OrderType, OrderCategory: order.OrderCategory, Price: price, SymbolType: order.SymbolType, Symbol: order.Symbol, Site: order.Site, } stoplossVal, _ := sonic.MarshalString(&stopLoss) stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE) if stoplossVal == "" { return errors.New("stoplossVal is empty") } if err := helper.DefaultRedis.RPushList(stoplossKey, stoplossVal); err != nil { return err } return nil } // 循环取消订单 func CancelOpenOrderByOrderSnLoop(apiInfo DbModels.LineApiUser, symbol string, orderSn string) error { spotApi := SpotRestApi{} var err error for x := 1; x <= 4; x++ { err = spotApi.CancelOpenOrderByOrderSn(apiInfo, symbol, orderSn) if err == nil || strings.Contains(err.Error(), "该交易对没有订单") { err = nil break } time.Sleep(time.Millisecond * 300) } return err } // NEW // PENDING_NEW // PARTIALLY_FILLED // FILLED // CANCELED // PENDING_CANCEL // REJECTED // EXPIRED // EXPIRED_IN_MATCH