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" "go-admin/pkg/utility" "strconv" "strings" "time" "github.com/bytedance/sonic" "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 != "" { 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 && preOrder.OrderCategory == 1 && orderStatus == 6: if preOrder.CoverType == 0 { if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).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) } } else { order, err := GetOrderById(db, preOrder.Pid) if err != nil { logger.Errorf("主单止损回调 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err) return } triggerHedgeOrder(order, db, preOrder) } } } // 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 { if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).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) } } else { //对冲单回调 if err := db.Model(&DbModels.LinePreOrder{}). Where("pid =? AND order_category =? AND order_type =0 AND status <9 ", preOrder.Pid, preOrder.OrderCategory). Update("status", 9).Error; err != nil { logger.Errorf("对冲单平仓回调失败, 回调订单号:%s 更新对冲单失败:%v", preOrder.OrderSn, err) } } } // 止盈成交 func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND order_category =?", preOrder.Pid, preOrder.OrderCategory).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) } stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE) stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey) stoploss := DbModels.LinePreOrder{} for _, v := range stoplossVal { sonic.Unmarshal([]byte(v), &stoploss) if stoploss.Pid == preOrder.Pid { _, err := helper.DefaultRedis.LRem(stoplossKey, v) if err != nil { logger.Errorf("订单回调失败, 回调订单号:%s 删除缓存失败:%v", preOrder.OrderSn, err) } } } } // 主单成交 func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) { processTakeProfitAndStopLossOrders(db, preOrder) } // 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.Div(decimal.NewFromFloat(100)).Mul(decimal.NewFromFloat(99.8)) 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{} 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 { logger.Error("订单回调查询止盈止损单失败:", err) return } spotApi := SpotRestApi{} num, _ := decimal.NewFromString(preOrder.Num) num = num.Mul(decimal.NewFromFloat(0.998)) for i, order := range orders { if i >= 2 { // 最多处理 2 个订单 break } 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 processTakeProfitOrder(db, spotApi, order, num) case 2: // 止损 processStopLossOrder(order) } } } // 处理止盈订单 func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder, num decimal.Decimal) { 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: num.Truncate(int32(tradeSet.AmountDigit)), Type: "TAKE_PROFIT_LIMIT", TimeInForce: "GTC", StopPrice: price.Truncate(int32(tradeSet.PriceDigit)), NewClientOrderId: order.OrderSn, } err := spotApi.OrderPlace(db, params) if err != nil { for x := 0; x < 5; x++ { if strings.Contains(err.Error(), "LOT_SIZE") { break } err = spotApi.OrderPlace(db, params) if err == nil { break } } } 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": num.String()}).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 } // NEW // PENDING_NEW // PARTIALLY_FILLED // FILLED // CANCELED // PENDING_CANCEL // REJECTED // EXPIRED // EXPIRED_IN_MATCH