package binanceservice import ( "context" "errors" "fmt" 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/models" "strings" "time" "github.com/bytedance/sonic" log "github.com/go-admin-team/go-admin-core/logger" "github.com/shopspring/decimal" "gorm.io/gorm" ) /* 判断合约触发 */ func JudgeFuturesPrice(tradeSet models.TradeSet) { preOrderVal, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE)) db := GetDBConnection() if len(preOrderVal) == 0 { return } futApi := FutRestApi{} for _, item := range preOrderVal { preOrder := dto.PreOrderRedisList{} if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil { log.Error("反序列化失败") continue } if preOrder.Symbol != tradeSet.Coin+tradeSet.Currency { continue } orderPrice, _ := decimal.NewFromString(preOrder.Price) tradePrice, _ := decimal.NewFromString(tradeSet.LastPrice) if orderPrice.Cmp(decimal.Zero) == 0 || tradePrice.Cmp(decimal.Zero) == 0 { continue } //多 if (strings.ToUpper(preOrder.Site) == "BUY" && orderPrice.Cmp(tradePrice) >= 0) || (strings.ToUpper(preOrder.Site) == "SELL" && orderPrice.Cmp(tradePrice) <= 0) { futTriggerOrder(db, &preOrder, item, futApi) } } } // 分布式锁下单 func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi FutRestApi) { lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, v.ApiId, v.Symbol), 200, 5, 100*time.Millisecond) if ok, err := lock.AcquireWait(context.Background()); err != nil { log.Debug("获取锁失败", err) return } else if ok { defer lock.Release() key := fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE) preOrder := DbModels.LinePreOrder{} if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil { log.Error("获取预下单失败", err) if errors.Is(err, gorm.ErrRecordNotFound) { log.Error("不存在待触发主单", item) helper.DefaultRedis.LRem(key, item) } return } hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item) if !hasrecord { log.Debug("预下单缓存中不存在", item) return } //判断是否有已触发交易对 count, _ := GetSymbolTriggerCount(db, v.Symbol, v.ApiId, 2) if count > 0 { return } price, _ := decimal.NewFromString(v.Price) num, _ := decimal.NewFromString(preOrder.Num) if price.Cmp(decimal.Zero) == 0 { log.Error("价格不能为0") return } params := FutOrderPlace{ ApiId: v.ApiId, Symbol: v.Symbol, Side: v.Site, OrderType: preOrder.MainOrderType, SideType: preOrder.MainOrderType, Price: price, Quantity: num, NewClientOrderId: v.OrderSn, } preOrderVal, _ := sonic.MarshalString(&v) if err := futApi.OrderPlaceLoop(db, params, 3); err != nil { log.Error("下单失败", v.Symbol, " err:", err) err := db.Model(&DbModels.LinePreOrder{}).Where("id =? and status='0'", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error if err != nil { log.Error("更新预下单状态失败") } if preOrderVal != "" { if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil { log.Error("删除redis 预下单失败:", err) } } return } if preOrderVal != "" { if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil { log.Error("删除redis 预下单失败:", err) } } if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil { log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1") } return } else { log.Error("获取锁失败") return } } // 判断是否触发合约减仓 func JudgeFuturesReduce(trade models.TradeSet) { key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE) reduceVal, _ := helper.DefaultRedis.GetAllList(key) if len(reduceVal) == 0 { return } db := GetDBConnection() futApi := FutRestApi{} setting, err := GetSystemSetting(db) if err != nil { log.Error("获取系统设置失败") return } for _, item := range reduceVal { reduceOrder := ReduceListItem{} if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil { log.Error("反序列化失败") continue } if reduceOrder.Symbol == trade.Coin+trade.Currency { orderPrice := reduceOrder.Price tradePrice, _ := decimal.NewFromString(trade.LastPrice) //买入 if orderPrice.Cmp(decimal.Zero) > 0 && tradePrice.Cmp(decimal.Zero) > 0 && ((strings.ToUpper(reduceOrder.Side) == "SELL" && orderPrice.Cmp(tradePrice) >= 0) || (strings.ToUpper(reduceOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) <= 0)) { FuturesReduceTrigger(db, reduceOrder, futApi, setting, key, item) } } } } // 触发合约减仓 func FuturesReduceTrigger(db *gorm.DB, reduceOrder ReduceListItem, futApi FutRestApi, setting DbModels.LineSystemSetting, key, item string) { tradeSet, _ := GetTradeSet(reduceOrder.Symbol, 1) if tradeSet.LastPrice == "" { return } lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutTrigger, reduceOrder.ApiId, reduceOrder.Symbol), 20, 5, 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() takeOrder := DbModels.LinePreOrder{} if err := db.Model(&DbModels.LinePreOrder{}).Where("pid =? AND order_type =1", reduceOrder.Pid).Find(&takeOrder).Error; err != nil { log.Error("查询止盈单失败") return } hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item) if !hasrecord { log.Debug("减仓缓存中不存在", item) return } apiInfo, _ := GetApiInfo(takeOrder.ApiId) if apiInfo.Id == 0 { log.Error("现货减仓 查询api用户不存在") return } err := CancelFutOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn) if err != nil { log.Error("合约止盈撤单失败", err) return } price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)) num := reduceOrder.Num.Truncate(int32(tradeSet.AmountDigit)) var positionSide string if reduceOrder.Side == "BUY" { positionSide = "SHORT" } else { positionSide = "LONG" } // params := FutOrderPlace{ // ApiId: reduceOrder.ApiId, // Side: reduceOrder.Side, // OrderType: "STOP", // Symbol: reduceOrder.Symbol, // Price: price, // StopPrice: price, // Quantity: num, // NewClientOrderId: reduceOrder.OrderSn, // } if err := futApi.ClosePositionLoop(reduceOrder.Symbol, reduceOrder.OrderSn, num, reduceOrder.Side, positionSide, apiInfo, "LIMIT", "0", price, 3); err != nil { log.Errorf("合约减仓挂单失败 id:%s err:%v", reduceOrder.Id, err) if err2 := db.Model(&DbModels.LinePreOrder{}). Where("id = ? AND status =0", reduceOrder.Id). Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil { log.Errorf("合约减仓更新状态失败 id:%s err:%v", reduceOrder.Id, err2) } } if _, err := helper.DefaultRedis.LRem(key, item); err != nil { log.Errorf("合约减仓 删除缓存失败 id:%v err:%v", reduceOrder.Id, err) } } else { log.Error("获取锁失败") } } // 判断现货加仓 func JudgeFutAddPosition(trade models.TradeSet) { key := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE) preOrderVal, _ := helper.DefaultRedis.GetAllList(key) db := GetDBConnection() if len(preOrderVal) == 0 { return } futApi := FutRestApi{} for _, item := range preOrderVal { preOrder := AddPositionList{} if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil { log.Error("反序列化失败") continue } if preOrder.Symbol == trade.Coin+trade.Currency { orderPrice := preOrder.Price tradePrice, _ := decimal.NewFromString(trade.LastPrice) if orderPrice.Cmp(decimal.Zero) == 0 || tradePrice.Cmp(decimal.Zero) == 0 { continue } //多 if (strings.ToUpper(preOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) >= 0) || (strings.ToUpper(preOrder.Side) == "SELL" && orderPrice.Cmp(tradePrice) <= 0) { FutAddPositionTrigger(db, &preOrder, item, futApi) } } } } // 合约加仓触发 func FutAddPositionTrigger(db *gorm.DB, v *AddPositionList, item string, futApi FutRestApi) { lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutTrigger, v.ApiId, v.Symbol), 20, 5, 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() setting, _ := GetSystemSetting(db) tradeSet, _ := GetTradeSet(v.Symbol, 1) if tradeSet.LastPrice == "" { log.Errorf("合约加仓触发 查询交易对失败 交易对:%s ordersn:%s", v.Symbol, v.OrderSn) return } key := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE) preOrder := DbModels.LinePreOrder{} if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil { log.Error("获取预下单失败", err) if errors.Is(err, gorm.ErrRecordNotFound) { log.Error("不存在待触发加仓主单", item) helper.DefaultRedis.LRem(key, item) } return } hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item) if !hasrecord { log.Error("不存在待触发加仓主单", item) return } price := v.Price.Truncate(int32(tradeSet.PriceDigit)) num, _ := decimal.NewFromString(preOrder.Num) if setting.AddPositionPremium.Cmp(decimal.Zero) > 0 { price = price.Mul(decimal.NewFromInt(1).Sub(setting.AddPositionPremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)) } params := FutOrderPlace{ ApiId: v.ApiId, Symbol: v.Symbol, Side: v.Side, OrderType: "LIMIT", Price: price, Quantity: num.Truncate(int32(tradeSet.AmountDigit)), NewClientOrderId: v.OrderSn, } preOrderVal, _ := sonic.MarshalString(&v) if err := futApi.OrderPlaceLoop(db, params, 3); err != nil { log.Error("下单失败", v.Symbol, " err:", err) err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error if err != nil { log.Error("下单失败后修改订单失败") } if preOrderVal != "" { if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil { log.Error("删除redis 预下单失败:", err) } } return } if preOrderVal != "" { if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil { log.Error("删除redis 预下单失败:", err) } } if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Update("status", "1").Error; err != nil { log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1") } return } else { log.Error("获取锁失败") return } }