615 lines
19 KiB
Go
615 lines
19 KiB
Go
package binanceservice
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import (
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"context"
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"errors"
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"fmt"
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"go-admin/app/admin/models"
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DbModels "go-admin/app/admin/models"
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"go-admin/app/admin/service/dto"
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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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models2 "go-admin/models"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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"strconv"
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"strings"
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"time"
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"github.com/bytedance/sonic"
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"github.com/go-admin-team/go-admin-core/logger"
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"github.com/jinzhu/copier"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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/*
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修改订单信息
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*/
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func ChangeFutureOrder(mapData map[string]interface{}) {
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// 检查订单号是否存在
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orderSn, ok := mapData["c"]
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originOrderSn := mapData["C"] //取消操作 代表原始订单号
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if !ok {
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logger.Error("合约订单回调失败,没有订单号")
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return
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}
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if originOrderSn != "" {
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orderSn = originOrderSn
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}
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// 获取数据库连接
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db := GetDBConnection()
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if db == nil {
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logger.Error("合约订单回调失败,无法获取数据库连接")
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return
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}
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// 获取 Redis 锁
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutCallBack, orderSn), 10, 5, 500*time.Millisecond)
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acquired, err := lock.AcquireWait(context.Background())
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if err != nil {
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logger.Error("合约订单回调失败,获取锁失败:", orderSn, " err:", err)
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return
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}
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if !acquired {
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logger.Error("合约订单回调失败,获取锁失败:", orderSn)
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return
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}
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defer lock.Release()
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// 查询订单
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preOrder, err := getPreOrder(db, orderSn)
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if err != nil {
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logger.Error("合约订单回调失败,查询订单失败:", orderSn, " err:", err)
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return
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}
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// 解析订单状态
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status, ok := mapData["X"].(string)
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if !ok {
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mapStr, _ := sonic.Marshal(&mapData)
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logger.Error("订单回调失败,没有状态:", string(mapStr))
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return
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}
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// 更新订单状态
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orderStatus, reason := parseOrderStatus(status, mapData)
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if orderStatus == 0 {
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logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
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return
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}
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if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
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logger.Error("修改订单状态失败:", orderSn, " err:", err)
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return
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}
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handleFutOrderByType(db, preOrder, orderStatus)
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}
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// 合约回调
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func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) {
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switch {
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//主单成交
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case preOrder.OrderType == 0 && orderStatus == 6:
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handleFutMainOrderFilled(db, preOrder)
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//止盈成交
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case preOrder.OrderType == 1 && orderStatus == 6:
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handleTakeProfit(db, preOrder)
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//减仓回调
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case preOrder.OrderType == 4 && orderStatus == 6:
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handleReduceFilled(db, preOrder)
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//止损成交
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case preOrder.OrderType == 2 && orderStatus == 6:
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handleStopLoss(db, preOrder)
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//平仓成交
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case preOrder.OrderType == 3 && orderStatus == 6:
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handleClosePosition(db, preOrder)
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}
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}
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// 减仓回调
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func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if apiUserInfo.Id == 0 {
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logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
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return
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}
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tradeSet, err := GetTradeSet(preOrder.Symbol, 1)
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if err != nil {
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logger.Errorf("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
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return
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}
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price := utility.StrToDecimal(preOrder.Price)
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parentOrder, err := GetOrderById(db, preOrder.Pid)
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if err != nil {
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logger.Errorf("handleMainReduceFilled 获取主单失败,订单号:%s", preOrder.OrderSn)
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return
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}
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parentPrice := utility.StrToDecimal(parentOrder.Price)
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num := utility.StrToDecimal(preOrder.Num)
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lossAmount := price.Sub(parentPrice).Abs().Mul(num)
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if !strings.HasSuffix(preOrder.Symbol, "USDT") {
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tradeSetU, err := GetTradeSet(utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, ""), 1)
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if err != nil {
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logger.Errorf("handleMainReduceFilled 获取币本位对应U交易对设置失败,订单号:%s", preOrder.OrderSn)
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return
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}
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lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(2)
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}
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if err := db.Model(&parentOrder).Where("loss_amount=0", preOrder.Pid).Update("loss_amount", lossAmount).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 更新亏损金额失败,订单号:%s", preOrder.OrderSn)
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return
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}
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orders := make([]models.LinePreOrder, 0)
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rate := utility.StringAsFloat(preOrder.Rate)
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ext := models.LinePreOrderExt{}
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//获取订单配置
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db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext)
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// 不是100%减仓 就需要挂止盈止损
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if rate < 100 {
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totalNum, err := getFuturesPositionNum(apiUserInfo, preOrder, tradeSet)
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if err != nil {
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return
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}
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takeProfitOrder := models.LinePreOrder{}
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copier.Copy(&takeProfitOrder, &preOrder)
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takeProfitOrder.Id = 0
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takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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takeProfitOrder.Status = 0
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takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
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takeProfitOrder.OrderType = 1
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takeProfitOrder.Rate = "100"
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takeProfitOrder.SignPrice = preOrder.Price
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takeProfitOrder.CreatedAt = time.Now()
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takeProfitOrder.BuyPrice = "0"
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takeProfitOrder.MainOrderType = "LIMIT"
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takeProfitOrder.Num = totalNum.String()
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orders = append(orders, takeProfitOrder)
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//有止损单
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if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
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var stoploss models.LinePreOrder
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copier.Copy(&stoploss, &preOrder)
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stoploss.Id = 0
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stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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stoploss.Status = 0
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stoploss.CreatedAt = time.Now()
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stoploss.OrderType = 2
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stoploss.SignPrice = preOrder.Price
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stoploss.BuyPrice = "0"
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stoploss.Rate = "100"
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stoploss.MainOrderType = "LIMIT"
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stoploss.Num = totalNum.String()
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orders = append(orders, stoploss)
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}
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if err := db.Create(&orders).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
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return
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}
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futApi := FutRestApi{}
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for _, v := range orders {
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if v.OrderType == 1 {
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processFutTakeProfitOrder(db, futApi, v, totalNum)
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} else if v.OrderType == 2 {
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processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
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}
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}
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}
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//加仓待触发
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addPositionOrder := DbModels.LinePreOrder{}
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if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
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return
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}
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keyFutAddpositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
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addPositionData := AddPositionList{
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MainId: addPositionOrder.MainId,
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Pid: addPositionOrder.Pid,
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Price: utility.StrToDecimal(addPositionOrder.Price),
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ApiId: addPositionOrder.ApiId,
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Symbol: addPositionOrder.Symbol,
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Side: addPositionOrder.Site,
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SymbolType: addPositionOrder.SymbolType,
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}
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addVal, err := sonic.MarshalString(addPositionData)
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if err != nil {
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logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
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return
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}
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if err := helper.DefaultRedis.RPushList(keyFutAddpositionKey, addVal); err != nil {
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logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
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}
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}
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// 获取币安合约持仓
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func getFuturesPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) {
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futApi := FutRestApi{}
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positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol)
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var num decimal.Decimal
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if err != nil {
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logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
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return num, err
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}
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for _, item := range positions {
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if item.Symbol == preOrder.Symbol {
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positionAmt := utility.StrToDecimal(item.PositionAmt)
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//多
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if positionAmt.Cmp(decimal.Zero) > 0 && preOrder.Site == "SELL" {
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num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
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break
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} else if positionAmt.Cmp(decimal.Zero) < 0 && preOrder.Site == "BUY" {
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//空
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num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
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break
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}
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}
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}
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if num.Cmp(decimal.Zero) <= 0 {
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logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
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return num, errors.New("获取持仓数量为0")
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}
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return num, nil
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}
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// 平仓单成交
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func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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removeFutLossAndAddPosition(preOrder)
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ids := []int{preOrder.Pid, preOrder.MainId}
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//主单止盈成交
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
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logger.Errorf("平仓单成功 修改主单状态失败 订单号：%s:", err)
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}
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}
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// 止损单成交
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func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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removeFutLossAndAddPosition(preOrder)
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ids := []int{preOrder.Pid, preOrder.MainId}
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//主单止损成交
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
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logger.Errorf("止损单成功 修改主单状态失败 订单号：%s:", err)
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}
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}
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// 止盈单成交
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func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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removeFutLossAndAddPosition(preOrder)
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ids := []int{preOrder.Pid, preOrder.MainId}
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//主单止盈成交
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ?", ids).Update("status", 9).Error; err != nil {
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logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err)
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}
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}
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// 清除合约缓存
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func removeFutLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
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stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
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stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
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addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
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addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
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reduceKey := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
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reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey)
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stoploss := dto.StopLossRedisList{}
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addPosition := AddPositionList{}
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reduce := ReduceListItem{}
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//止损缓存
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for _, v := range stoplossVal {
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sonic.Unmarshal([]byte(v), &stoploss)
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if stoploss.MainId == preOrder.MainId {
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_, err := helper.DefaultRedis.LRem(stoplossKey, v)
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if err != nil {
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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)
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}
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}
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}
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//加仓缓存
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for _, v := range addPositionVal {
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sonic.Unmarshal([]byte(v), &addPosition)
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if addPosition.MainId == preOrder.MainId {
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_, err := helper.DefaultRedis.LRem(addPositionKey, v)
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if err != nil {
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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)
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}
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}
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}
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//减仓缓存
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for _, v := range reduceVal {
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sonic.Unmarshal([]byte(v), &reduce)
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if reduce.MainId == preOrder.MainId {
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_, err := helper.DefaultRedis.LRem(reduceKey, v)
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if err != nil {
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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)
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}
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}
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}
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}
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// 主单成交 处理止盈止损订单
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// preOrder 主单
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func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
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orders := []models.LinePreOrder{}
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tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
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if tradeSet.Coin == "" {
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logger.Error("获取交易对失败")
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return
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}
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if err := db.Model(&DbModels.LinePreOrder{}).
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Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).
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Find(&orders).Error; err != nil && !errors.Is(err, gorm.ErrRecordNotFound) {
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logger.Error("订单回调查询止盈止损单失败:", err)
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return
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} else if len(orders) == 0 && preOrder.OrderCategory == 3 {
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orders, err = makeFuturesTakeAndReduce(preOrder, db, tradeSet, orders)
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if err != nil {
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return
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}
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}
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futApi := FutRestApi{}
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num, _ := decimal.NewFromString(preOrder.Num)
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for i, order := range orders {
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if i >= 2 { // 最多处理 2 个订单
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break
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}
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price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
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num = num.Truncate(int32(tradeSet.AmountDigit))
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order.Price = price.String()
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if err := db.Model(&order).Update("num", num).Error; err != nil {
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logger.Errorf("修改止盈止损数量失败 订单号:%s err:%v", order.OrderSn, err)
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}
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switch order.OrderType {
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case 1: // 止盈
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processFutTakeProfitOrder(db, futApi, order, num)
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case 2: // 止损
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processFutStopLossOrder(db, order, price, num)
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case 4: //减仓
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processFutReduceOrder(order, price, num)
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}
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}
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}
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// 构建合约止盈、减仓单
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func makeFuturesTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder) ([]DbModels.LinePreOrder, error) {
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ext := models.LinePreOrderExt{}
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apiInfo, err := GetApiInfo(preOrder.ApiId)
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price := utility.StrToDecimal(preOrder.Price)
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if apiInfo.Id == 0 {
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logger.Error("订单回调查询apiuserinfo失败 err:", err)
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return nil, errors.New("订单回调查询apiuserinfo失败")
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}
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if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil {
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logger.Error("订单回调查询止盈止损单扩展表失败:", err)
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return nil, errors.New("订单回调查询止盈止损单扩展表失败")
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}
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totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
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num, err := getFuturesPositionNum(apiInfo, preOrder, tradeSet)
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if err != nil {
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logger.Error("订单回调查询持仓数量失败:", err)
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return nil, errors.New("订单回调查询持仓数量失败")
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}
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//止盈单
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if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
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profitOrder := models.LinePreOrder{}
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copier.Copy(&profitOrder, preOrder)
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var rate decimal.Decimal
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profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
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|
profitOrder.Pid = preOrder.Id
|
|
profitOrder.OrderType = 1
|
|
profitOrder.Status = 0
|
|
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 {
|
|
rate = totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs().Add(ext.TakeProfitRatio).Truncate(2)
|
|
} else {
|
|
rate = ext.TakeProfitRatio
|
|
}
|
|
|
|
profitOrder.Rate = rate.String()
|
|
|
|
orders = append(orders, profitOrder)
|
|
}
|
|
|
|
//减仓单
|
|
if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 {
|
|
stopOrder := models.LinePreOrder{}
|
|
copier.Copy(&stopOrder, preOrder)
|
|
|
|
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()
|
|
stopOrder.Num = num.String()
|
|
|
|
orders = append(orders, stopOrder)
|
|
}
|
|
|
|
for index := range orders {
|
|
orderRate := utility.StrToDecimal(orders[index].Rate)
|
|
if strings.ToUpper(preOrder.Site) == "BUY" {
|
|
orders[index].Site = "SELL"
|
|
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
} else {
|
|
orders[index].Site = "BUY"
|
|
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(orderRate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
}
|
|
}
|
|
|
|
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
|
|
}
|
|
|
|
// 减仓单
|
|
func processFutReduceOrder(order DbModels.LinePreOrder, price, num decimal.Decimal) {
|
|
key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
|
|
item := ReduceListItem{
|
|
Id: order.Id,
|
|
ApiId: order.ApiId,
|
|
Pid: order.Pid,
|
|
MainId: order.MainId,
|
|
Price: price,
|
|
Num: num,
|
|
Side: order.Site,
|
|
Symbol: order.Symbol,
|
|
OrderSn: order.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 processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) {
|
|
price, _ := decimal.NewFromString(order.Price)
|
|
|
|
params := FutOrderPlace{
|
|
ApiId: order.ApiId,
|
|
Symbol: order.Symbol,
|
|
Side: order.Site,
|
|
Price: price,
|
|
Quantity: num,
|
|
OrderType: "TAKE_PROFIT",
|
|
StopPrice: price,
|
|
NewClientOrderId: order.OrderSn,
|
|
}
|
|
|
|
err := futApi.OrderPlace(db, params)
|
|
|
|
if err != nil {
|
|
for x := 0; x < 5; x++ {
|
|
if strings.Contains(err.Error(), "LOT_SIZE") {
|
|
break
|
|
}
|
|
|
|
err = futApi.OrderPlace(db, params)
|
|
|
|
if err == nil {
|
|
break
|
|
}
|
|
|
|
time.Sleep(time.Millisecond * 250)
|
|
}
|
|
}
|
|
|
|
if err != nil {
|
|
logger.Error("合约止盈下单失败:", 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("合约止盈下单失败,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("合约止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
|
|
}
|
|
}
|
|
}
|
|
|
|
// 处理止损订单
|
|
// order 止损单
|
|
func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num decimal.Decimal) error {
|
|
params := FutOrderPlace{
|
|
ApiId: order.ApiId,
|
|
Symbol: order.Symbol,
|
|
Side: order.Site,
|
|
Price: price,
|
|
Quantity: num,
|
|
OrderType: "STOP",
|
|
StopPrice: price,
|
|
NewClientOrderId: order.OrderSn,
|
|
}
|
|
futApi := FutRestApi{}
|
|
var err error
|
|
|
|
for x := 1; x < 4; x++ {
|
|
err = futApi.OrderPlace(db, params)
|
|
|
|
if err == nil {
|
|
break
|
|
}
|
|
|
|
time.Sleep(time.Millisecond * 200)
|
|
}
|
|
|
|
if err != nil {
|
|
if err2 := db.Model(&order).Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil {
|
|
logger.Error("合约止损下单失败,更新状态失败:", order.OrderSn, " err:", err2)
|
|
}
|
|
} else {
|
|
if err := db.Model(&order).Where("status =0").
|
|
Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
|
|
logger.Error("合约止损下单成功,更新状态失败:", order.OrderSn, " err:", err)
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|