Files
exchange_go/services/binanceservice/spotreset.go
2025-02-06 11:14:33 +08:00

433 lines
12 KiB
Go

package binanceservice
import (
"context"
"fmt"
"go-admin/app/admin/models"
DbModels "go-admin/app/admin/models"
"go-admin/common/const/rediskey"
"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"]
if !ok {
logger.Error("订单回调失败, 没有订单号", mapData)
return
}
// 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(preOrder, 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 == 9 || orderStatus == 6):
handleMainOrderFilled(db, preOrder)
//主单取消
case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
coin := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
removeHoldingCache(preOrder.ApiId, coin, preOrder.Id)
// 止盈成交
case preOrder.OrderType == 1 && (orderStatus == 9 || orderStatus == 6):
handleSpotTakeProfitFilled(db, preOrder)
//主单平仓
case preOrder.OrderType == 3 && orderStatus == 9:
handleMainOrderClosePosition(db, preOrder)
}
}
func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
panic("unimplemented")
}
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
panic("unimplemented")
}
func removeHoldingCache(i1 int, coin string, i2 int) {
panic("unimplemented")
}
func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
panic("unimplemented")
}
// 解析订单状态
// 5:委托中 9:完全成交 4:取消
func parseOrderStatus(preOrder *DbModels.LinePreOrder, 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
if preOrder.OrderType < 3 {
return 6, reason
}
return 9, 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()
}
case false:
status, _ := mapData["X"].(string)
if status == "FILLED" {
num, _ := decimal.NewFromString(mapData["z"].(string))
params["num"] = num.Mul(decimal.NewFromFloat(0.998)).String()
params["price"], _ = mapData["ap"].(string)
preOrder.Num = num.String()
}
}
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
func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder) {
orders := []models.LinePreOrder{}
if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? 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)
for i, order := range orders {
if i >= 2 { // 最多处理 2 个订单
break
}
switch order.OrderType {
case 1: // 止盈
processTakeProfitOrder(db, spotApi, order, num)
case 2: // 止损
processStopLossOrder(db, 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)
// num, _ := decimal.NewFromString(order.Num)
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()}).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(db *gorm.DB, order models.LinePreOrder) error {
// var stopOrder models.LinePreOrder
// orderTypes := []string{"4", "6", "9", "12"}
// parentId := order.Id
// if order.Pid > 0 {
// parentId = order.Pid
// }
// if utility.ContainsStr(orderTypes, order.OrderType) {
// var err error
// stopOrder, err = GetStopOrder(db, order.Pid)
// if err != nil {
// logger.Error("查询止损单失败:", err)
// return err
// }
// }
// price, _ := decimal.NewFromString(stopOrder.Price)
// stoploss, _ := decimal.NewFromString(order.Rate)
// if holdeB.Id > 0 {
// _, holdeA := GetHoldeA(stopOrder.Pid)
// var percent decimal.Decimal
// lastPercent, _ := GetStopOrderRate(db, stopOrder.Pid)
// if stopOrder.Site == "BUY" {
// //平仓次数>=最大次数 且余数为0 重新计算触发对冲百分比
// // if holdeA.Id > 0 && holdeB.HedgeCloseCount >= stopOrder.HedgeCloseCount && (holdeB.HedgeCloseCount%stopOrder.HedgeCloseCount == 0) {
// rand := getRand(stopOrder.HedgeTriggerPercent, stopOrder.HedgeTriggerPercentMax, lastPercent, 1)
// percent = decimal.NewFromInt(100).Add(rand).Div(decimal.NewFromInt(100))
// // } else {
// // rate, _ := decimal.NewFromString(stopOrder.Rate)
// // percent = decimal.NewFromInt(100).Add(rate).Div(decimal.NewFromInt(100))
// // }
// } else {
// // if holdeA.Id > 0 && holdeB.HedgeCloseCount >= stopOrder.HedgeCloseCount {
// rand := getRand(stopOrder.HedgeTriggerPercent, stopOrder.HedgeTriggerPercentMax, lastPercent, 1)
// percent = decimal.NewFromInt(100).Sub(rand).Div(decimal.NewFromInt(100))
// // } else {
// // rate, _ := decimal.NewFromString(stopOrder.Rate)
// // percent = decimal.NewFromInt(100).Sub(rate).Div(decimal.NewFromInt(100))
// // }
// }
// stoploss = decimal.NewFromInt(100).Sub(percent.Mul(decimal.NewFromInt(100))).Truncate(2)
// price = holdeA.AveragePrice.Mul(percent)
// }
// tradeset, _ := GetTradeSet(stopOrder.Symbol, 1)
// if tradeset.PriceDigit > 0 {
// price = price.Truncate(int32(tradeset.PriceDigit))
// }
// cache := dto.StopLossRedisList{
// PId: stopOrder.Pid,
// ApiId: stopOrder.ApiId,
// Price: price,
// OrderTye: stopOrder.OrderType,
// Site: stopOrder.Site,
// Symbol: stopOrder.Symbol,
// Stoploss: stoploss,
// }
// stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList)
// cacheVal, _ := sonic.MarshalString(&cache)
// if stopOrder.OrderType == "4" {
// stoplossKey = rediskey.FuturesStopLossList
// }
// stopLossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
// for _, itemVal := range stopLossVal {
// if strings.Contains(itemVal, fmt.Sprintf("\"pid\":%v,", stopOrder.Pid)) {
// helper.DefaultRedis.LRem(stoplossKey, itemVal)
// break
// }
// }
// //重新保存待触发对冲单
// if err := helper.DefaultRedis.RPushList(stoplossKey, cacheVal); err != nil {
// logger.Error("B单平仓回调,redis添加止损单失败", err)
// }
return nil
}
// 生成随机数 且不重复
// lastPercent 上一次的百分比
// floatNum 小数点后几位
func getRand(start, end, lastPercent decimal.Decimal, floatNum int) decimal.Decimal {
var rand decimal.Decimal
for x := 0; x < 10; x++ {
rand = utility.DecimalRandom(start, end, floatNum)
if rand.Cmp(lastPercent) != 0 {
break
}
}
return rand
}
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