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" ) /* 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(preOrder) // 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) 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) } } } // 主单减仓完毕 func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { apiUserInfo, _ := GetApiInfo(preOrder.ApiId) mainId := preOrder.Id if preOrder.MainId > 0 { mainId = preOrder.MainId } 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, 0) 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, _ := GetOrderById(db, preOrder.Pid) 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) // 100%减仓 终止流程 if rate >= 100 { removeSpotLossAndAddPosition(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 } totalLossAmountU, _ := GetTotalLossAmount(db, mainId) totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet) takeProfitOrder := models.LinePreOrder{} copier.Copy(&takeProfitOrder, &preOrder) takeProfitOrder.Id = 0 takeProfitOrder.Pid = preOrder.Id takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId()) takeProfitOrder.Status = 0 // takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio.Div(decimal.NewFromInt(100)))).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() takeProfitOrder.Rate = ext.ReduceTakeProfitRatio.String() //止盈需要累加之前的亏损 if totalLossAmountU.Cmp(decimal.Zero) > 0 { percent := totalLossAmountU.Div(totalNum).Div(price).Sub(decimal.NewFromInt(1)).Abs() takeProfitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.ReduceTakeProfitRatio).Truncate(2).String() } setPrice(&takeProfitOrder, preOrder, tradeSet) 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.Pid = preOrder.Id 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 = ext.ReduceStopLossRatio.String() stoploss.MainOrderType = "LIMIT" stoploss.Num = totalNum.String() // stoploss.Price = price.Mul(decimal.NewFromInt(1).Sub(ext.ReduceStopLossRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String() setPrice(&stoploss, preOrder, tradeSet) 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: totalNum, NewClientOrderId: takeProfitOrder.OrderSn, StopPrice: utility.StrToDecimal(takeProfitOrder.Price), } if err := spotApi.OrderPlaceLoop(db, paramsMap, 3); 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) } } //计算实际亏损 if parentOrder.Price != "" { parentPrice := utility.StrToDecimal(parentOrder.Price) reduceNum := utility.StrToDecimal(preOrder.Num) lossAmountU := price.Sub(parentPrice).Abs().Mul(reduceNum) //.Truncate(int32(tradeSet.PriceDigit)) if err := db.Model(&parentOrder).Update("loss_amount", lossAmountU).Error; err != nil { logger.Errorf("修改主单实际亏损失败 订单号:%s err:%v", parentOrder.OrderSn, err) } } //加仓待触发 addPositionOrder := DbModels.LinePreOrder{} if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND order_type=0 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{ 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) } } // 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 func handleMainOrderCancel(preOrder *DbModels.LinePreOrder) { preOrderKey := fmt.Sprintf(rediskey.PreSpotOrderList, 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 { _, 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) } // 止盈成交 func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { removeSpotLossAndAddPosition(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", 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 } if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0").Update("status", 4).Error; err != nil { logger.Errorf("止盈订单回调失败, 回调订单号:%s 更新取消状态失败:%v", preOrder.OrderSn, err) return err } return nil }) } func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) { 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{} //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 func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { processTakeProfitAndStopLossOrders(db, preOrder) tradeSet, _ := GetTradeSet(preOrder.Symbol, 0) if tradeSet.Coin == "" { logger.Errorf("获取交易对配置失败, 回调订单号:%s", preOrder.OrderSn) return } //主单类型 if preOrder.OrderCategory == 1 { //预生成加仓单 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 } price := utility.StrToDecimal(preOrder.Price) for _, v := range orderExts { if v.OrderId == 0 { var data DbModels.LinePreOrder copier.Copy(&data, &preOrder) 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 data.Rate = v.AddPositionPriceRatio.String() var percentage decimal.Decimal if data.Site == "BUY" { percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100))) } else { percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100))) } dataPrice := price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)) data.Price = dataPrice.String() if v.AddPositionType == 1 { data.Num = preOrder.Num data.BuyPrice = "0" } else { data.BuyPrice = v.AddPositionVal.String() data.Num = v.AddPositionVal.Div(dataPrice).Truncate(int32(tradeSet.AmountDigit)).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 } } } } } // 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": // 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 func processTakeProfitAndStopLossOrders(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 } 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_category = 1 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 = makeSpotTakeAndReduce(preOrder, db, tradeSet, num) if err != nil { return } } spotApi := SpotRestApi{} for _, order := range orders { order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String() if order.OrderType == 4 { ext := DbModels.LinePreOrderExt{} db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext) if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 { order.Num = num.Mul(ext.ReduceNumRatio.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 processTakeProfitOrder(db, spotApi, order) case 2: // 止损 processStopLossOrder(order) case 4: //减仓 processSpotReduceOrder(order) } } } // 构建现货止盈、减仓单 func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, num decimal.Decimal) ([]DbModels.LinePreOrder, error) { ext := models.LinePreOrderExt{} price := utility.StrToDecimal(preOrder.Price) orders := make([]DbModels.LinePreOrder, 0) 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) //止盈单 if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 { profitOrder := models.LinePreOrder{} copier.Copy(&profitOrder, preOrder) profitOrder.Id = 0 profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10) profitOrder.Pid = preOrder.Id profitOrder.OrderType = 1 profitOrder.Status = 0 profitOrder.Rate = ext.TakeProfitRatio.String() 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 { percent := totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs() profitOrder.Rate = percent.Mul(decimal.NewFromInt(100)).Add(ext.TakeProfitRatio).Truncate(2).String() } if strings.ToUpper(preOrder.Site) == "BUY" { profitOrder.Site = "SELL" } else { profitOrder.Site = "BUY" } setPrice(&profitOrder, preOrder, tradeSet) orders = append(orders, profitOrder) } //减仓单 if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 { stopOrder := models.LinePreOrder{} copier.Copy(&stopOrder, preOrder) stopOrder.Id = 0 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() 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() } if strings.ToUpper(preOrder.Site) == "BUY" { stopOrder.Site = "SELL" } else { stopOrder.Site = "BUY" } setPrice(&stopOrder, preOrder, tradeSet) orders = append(orders, stopOrder) } 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 } // 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, _ := GetTradeSet(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}).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": order.Num}).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, 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 } 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 } // 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 } } return err } // NEW // PENDING_NEW // PARTIALLY_FILLED // FILLED // CANCELED // PENDING_CANCEL // REJECTED // EXPIRED // EXPIRED_IN_MATCH