289 lines
8.4 KiB
Go
289 lines
8.4 KiB
Go
package spotservice
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import (
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"bytes"
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"fmt"
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"go-admin/common/const/rediskey"
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"go-admin/common/global"
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"go-admin/common/helper"
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"go-admin/config"
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"go-admin/pkg/utility"
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"go-admin/services/binanceservice"
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"go-admin/services/excservice"
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"strings"
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"sync"
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"go-admin/models"
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log "github.com/go-admin-team/go-admin-core/logger"
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"github.com/shopspring/decimal"
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"github.com/bytedance/sonic"
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"go.uber.org/zap"
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)
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var (
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baseBinanceWsUrlAll = "wss://stream.binance.com:9443/stream?streams="
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wsBin *excservice.BinanceWs
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binSetKey = make(map[string]bool)
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binSetKeyMu sync.RWMutex
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quoteAssetSymbols = []string{"USDT", "ETH", "BTC", "SOL", "BNB", "DOGE"}
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)
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type BaseWsDepthStream struct {
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Stream string `json:"stream"` //
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Data models.DepthBin `json:"data"` //数据
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}
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// GetBinance24hr 获取币安24小时价格变动信息
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func GetBinance24hr(coin, curr string) (models.Ticker24, error) {
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ticker, err := excservice.GetTicker(coin, curr)
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if err != nil {
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log.Error("获取ticker失败", zap.String("coin", coin), zap.Error(err))
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return models.Ticker24{}, err
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}
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return ticker, nil
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}
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// GetProLastDeal 获取最新交易记录
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func GetProLastDeal(coin, currency string) ([]models.NewDealPush, error) {
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resp, err := excservice.GetTrades(coin, currency)
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if err != nil {
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log.Error("获取交易记录失败", zap.Error(err))
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return nil, err
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}
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return resp, nil
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}
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// GetProDepth 获取交易对的市场深度
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func GetProDepth(coin, currency string) (models.FiveItem, error) {
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depth, err := excservice.GetDepth(50, coin, currency)
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if err != nil {
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log.Error("获取市场深度失败", zap.String("coin", coin), zap.String("currency", currency), zap.Error(err))
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return models.FiveItem{}, err
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}
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return createFive2(depth), nil
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}
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// 组合买卖5结果
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func createFive2(result models.DepthBin) models.FiveItem {
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five := models.FiveItem{}
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//卖5单
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slice1 := make([][]string, 0, 20)
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var sum1 float64
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for _, item := range result.Asks {
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if len(item) > 1 {
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num0 := utility.FloatToStringZero(item[0])
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num1 := utility.FloatToStringZero(item[1])
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slice1 = append(slice1, []string{num0, num1})
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}
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if len(item) == 2 {
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sum1 = utility.FloatAdd(sum1, utility.StringAsFloat(item[1]))
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}
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}
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tempNumAsk := 0.0
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for k := 0; k < len(slice1); k++ {
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//(前数量总值+当前数量值)/总数量值
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nowNum := utility.StringAsFloat(slice1[k][1])
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add := utility.FloatAdd(tempNumAsk, nowNum)
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sc1 := utility.FloatDiv(add, sum1)
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tempNumAsk = add
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sc2 := decimal.NewFromFloat(sc1).Truncate(3).String() //.Float64()
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slice1[k] = append(slice1[k], sc2)
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}
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five.Sell = slice1
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five.SellNum = sum1
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//买5
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slice2 := make([][]string, 0, 20)
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var sum2 float64
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for _, item := range result.Bids {
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if len(item) > 1 {
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num0 := utility.FloatToStringZero(item[0])
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num1 := utility.FloatToStringZero(item[1])
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slice2 = append(slice2, []string{num0, num1})
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}
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//slice2 = append(slice2, item) //item.Price, item.Amount})
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if len(item) == 2 {
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sum2 = utility.FloatAdd(sum2, utility.StringAsFloat(item[1])) //sum2 + item.Amount
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}
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}
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tempNumBid := 0.0
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for k := 0; k < len(slice2); k++ {
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//(前数量总值+当前数量值)/总数量值
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nowNum := utility.StringAsFloat(slice2[k][1])
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add := utility.FloatAdd(tempNumBid, nowNum)
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sc1 := utility.FloatDiv(add, sum2)
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tempNumBid = add
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//sc1 := utility.FloatDiv(utility.StringAsFloat(slice2[k][1]), sum2) //(slice2[k][1]) / sum2
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sc2 := decimal.NewFromFloat(sc1).Truncate(3).String()
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slice2[k] = append(slice2[k], sc2)
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}
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five.Buy = slice2
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five.BuyNum = sum2
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return five
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}
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// StartBinanceProWs 启动币安现货市场推送
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// workType normal-正常任务 trigger-主动触发任务
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func StartBinanceProWs(workType string) {
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if wsBin == nil {
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wsBin = excservice.NewBinanceWs(baseBinanceWsUrlAll, "")
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}
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if wsBin == nil {
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log.Error("实例化wsBin失败")
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return
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}
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if wsBin != nil && config.ExtConfig.ProxyUrl != "" {
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wsBin.SetProxyUrl(config.ExtConfig.ProxyUrl)
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}
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wsBin.WorkType = workType
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wsBin.SetAllCallbacks(HandleWsAll, HandleWsAllKline)
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subscribeToTradeSet(wsBin)
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}
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// subscribeToTradeSet 订阅给定交易集合的所有流
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func subscribeToTradeSet(ws *excservice.BinanceWs) {
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// 订阅ticker、深度和交易的所有流
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streamNames := []string{
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"!miniTicker@arr",
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}
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err := ws.SubscribeAll(strings.Join(streamNames, "/"))
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if err != nil {
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log.Error("订阅流失败", zap.String("streams", strings.Join(streamNames, ",")), zap.Error(err))
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}
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}
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// HandleWsAll 处理从WebSocket接收到的消息
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func HandleWsAll(msg []byte) {
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if bytes.Contains(msg, []byte("miniTicker@arr")) {
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handleTickerMessage(msg)
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}
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}
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// handleTickerMessage 处理ticker消息
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func handleTickerMessage(msg []byte) {
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var streamResp tickerAllMessage
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if err := sonic.Unmarshal(msg, &streamResp); err != nil {
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log.Error("解码ticker消息失败", zap.Error(err))
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return
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}
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if len(streamResp.Data) == 0 {
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log.Error("ticker消息为空")
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return
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}
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pairs := make([]map[string]interface{}, 0)
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trades := make([]models.TradeSet, 0)
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pairsVal, _ := helper.DefaultRedis.GetString(rediskey.SpotSymbolTicker)
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if err := sonic.UnmarshalString(pairsVal, &pairs); err != nil {
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log.Error("解码ticker消息失败", zap.Error(err))
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return
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}
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for _, dataMap := range streamResp.Data {
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symbolName, ok := dataMap["s"].(string)
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if !ok {
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log.Error("ticker消息不包含有效symbol字段")
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return
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}
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if !utility.HasSuffix(symbolName, quoteAssetSymbols) {
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continue
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}
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key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, symbolName)
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tcVal, _ := helper.DefaultRedis.GetString(key)
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tradeSet := models.TradeSet{}
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if err := sonic.UnmarshalString(tcVal, &tradeSet); err != nil {
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if tcVal != "" {
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log.Error("解析tradeSet失败", zap.Error(err))
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}
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continue
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}
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tradeSet.LastPrice = utility.StringFloat64Cut(dataMap["c"].(string), int32(tradeSet.PriceDigit))
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tradeSet.OpenPrice = utility.StrToFloatCut(dataMap["o"].(string), int32(tradeSet.PriceDigit))
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tradeSet.HighPrice = utility.StringFloat64Cut(dataMap["h"].(string), int32(tradeSet.PriceDigit))
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tradeSet.LowPrice = utility.StringFloat64Cut(dataMap["l"].(string), int32(tradeSet.PriceDigit))
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tradeSet.Volume = utility.StringFloat64Cut(dataMap["v"].(string), int32(tradeSet.AmountDigit))
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tradeSet.QuoteVolume = utility.StringFloat64Cut(dataMap["q"].(string), 5)
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for index := range pairs {
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if symbol, ok := pairs[index]["symbol"].(string); ok {
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if symbol == symbolName {
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pairs[index]["price"] = tradeSet.LastPrice
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break
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}
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}
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}
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trades = append(trades, tradeSet)
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tcVal, _ = sonic.MarshalString(&tradeSet)
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if tcVal != "" {
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if err := helper.DefaultRedis.SetString(key, tcVal); err != nil {
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log.Error("redis保存交易对失败", tradeSet.Coin, tradeSet.Currency)
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}
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}
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}
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//判断触发现货下单
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if len(trades) > 0 {
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for index := range trades {
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// 主单触发
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utility.SafeGoParam(binanceservice.JudgeSpotPrice, trades[index])
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// 止损单
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utility.SafeGoParam(binanceservice.JudgeSpotStopLoss, trades[index])
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//减仓
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utility.SafeGoParam(binanceservice.JudgeSpotReduce, trades[index])
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//加仓
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utility.SafeGoParam(binanceservice.JudgeSpotAddPosition, trades[index])
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}
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}
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}
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// // HandleWsAllKline 处理kline推送结果
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func HandleWsAllKline(msg []byte, tradeSet models.TradeSet) {
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}
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type WskLineData struct {
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Line string `json:"i"` //"1m",K线间隔
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Timestamp int64 `json:"t"` // 这根K线的起始时间
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Open string `json:"o"` // 这根K线期间第一笔成交价
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Close string `json:"c"` // 这根K线期间末一笔成交价
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High string `json:"h"` // 这根K线期间最高成交价
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Low string `json:"l"` // 这根K线期间最低成交价
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Vol string `json:"v"` // 这根K线期间成交量
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QuoteVolume string `json:"q"` // 这根K线期间成交额
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}
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type tickerAllMessage struct {
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Stream string `json:"stream"`
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Data []map[string]interface{} `json:"data"`
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}
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var (
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depthDuration int64 = 1700 //深度推送时间间隔，单位毫秒
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tickerDuration int64 = 1300 //24小时推送时间间隔，单位毫秒
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//allPushDuration int64 = 2000 //allpus推送时间间隔，单位毫秒
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marketDuration int64 = 3000 //首页+行情页推送时间间隔，单位毫秒
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dealDuration int64 = 1300 //最新成交推送时间间隔，单位毫秒
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klineDuration int64 = 800 //kline推送时间间隔，单位毫秒
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usdtCode = "USDT"
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)
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