856 lines
29 KiB
Go
856 lines
29 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/models/positiondto"
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"go-admin/pkg/utility"
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"go-admin/services/cacheservice"
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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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log "github.com/go-admin-team/go-admin-core/logger"
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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{}, apiKey string) {
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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 != nil && 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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//反单逻辑
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reverseService := ReverseService{}
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reverseService.Orm = db
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reverseService.Log = logger.NewHelper(logger.DefaultLogger)
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_, err = reverseService.ReverseOrder(apiKey, mapData)
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if err != nil {
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logger.Errorf("合约订单回调失败,反单失败:%v", err)
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}
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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, preOrder.Id, true)
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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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//主单取消
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case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
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handleMainOrderCancel(db, preOrder, 2)
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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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if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id =? ", preOrder.MainId).Update("reduce_status", 1).Error; err != nil {
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logger.Errorf("handleReduceFilled 更新主单减仓状态失败,订单号:%s", preOrder.OrderSn)
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}
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if apiUserInfo.Id == 0 {
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logger.Errorf("handleReduceFilled 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 := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, preOrder.Symbol, 1)
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if err != nil {
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logger.Errorf("handleReduceFilled 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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//修改减仓单减仓策略状态
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ReduceCallBack(db, preOrder)
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orderExt := models.LinePreOrderExt{}
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//减仓策略单获取主减仓单的拓展信息
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if preOrder.ReduceOrderId > 0 {
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db.Model(&orderExt).Where("order_id =?", preOrder.ReduceOrderId).First(&orderExt)
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} else {
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db.Model(&orderExt).Where("order_id =?", preOrder.Id).First(&orderExt)
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}
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// rate := utility.StringAsFloat(orderExt.AddPositionVal)
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//取消委托中的止盈止损
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cancelTakeProfitByReduce(db, apiUserInfo, preOrder.Symbol, preOrder.MainId, preOrder.SymbolType)
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// 100%减仓 终止流程
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if orderExt.AddPositionVal.Cmp(decimal.NewFromInt(100)) >= 0 {
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//缓存
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removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
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removePosition(db, preOrder)
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ids := []int{preOrder.MainId, preOrder.Pid}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6", ids).Update("status", 9).Error; err != nil {
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logger.Info("100%减仓完毕，终结流程")
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}
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return
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}
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutReducecCallback, preOrder.ApiId, preOrder.Symbol), 120, 20, 100*time.Millisecond)
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if ok, err := lock.AcquireWait(context.Background()); err != nil {
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log.Error("获取锁失败", err)
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return
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} else if ok {
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defer lock.Release()
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positionData := savePosition(db, preOrder)
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//市价单就跳出 市价减仓不设止盈止损
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// if preOrder.MainOrderType == "MARKET" {
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// return
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// }
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//亏损大于0 重新计算比例
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FutTakeProfit(db, preOrder, apiUserInfo, tradeSet, positionData, orderExt, decimal.Zero, decimal.Zero)
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//处理下一个减仓
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HandleNextFuturesReduce(db, apiUserInfo, *preOrder, tradeSet)
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}
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}
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// 减仓成功后取消止盈止损
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func cancelTakeProfitByReduce(db *gorm.DB, apiUserInfo DbModels.LineApiUser, symbol string, mainId int, symbolType int) {
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orders, err := GetSymbolTakeAndStop(db, mainId, symbolType)
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futApi := FutRestApi{}
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if err != nil {
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logger.Errorf("mainId:%d 获取委托中的止盈止损失败:%v", mainId, err)
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}
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orderSns := make([]string, 0)
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for _, v := range orders {
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if v.OrderType != 1 && v.OrderType != 2 {
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continue
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}
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orderSns = append(orderSns, v.OrderSn)
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}
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arr := utility.SplitSlice(orderSns, 10)
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for _, v := range arr {
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err := futApi.CancelBatchFutOrder(apiUserInfo, symbol, v)
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if err != nil {
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logger.Errorf("mainId:%d 取消止盈止损失败:%v", mainId, err)
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}
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}
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}
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// 减仓处理止盈止损
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func FutTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder, apiUserInfo DbModels.LineApiUser, tradeSet models2.TradeSet,
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positionData positiondto.PositionDto, orderExt DbModels.LinePreOrderExt, manualTakeRatio, manualStopRatio decimal.Decimal) bool {
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orders := make([]models.LinePreOrder, 0)
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if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status = 0", preOrder.Id).Find(&orders).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 获取待触发订单失败,订单号:%s", preOrder.OrderSn)
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return true
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}
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totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet)
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price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
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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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//手动设置百分比
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if manualTakeRatio.Cmp(decimal.Zero) > 0 {
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v.Rate = manualTakeRatio.String()
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percentag := manualTakeRatio.Div(decimal.NewFromInt(100))
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if positionData.PositionSide == "LONG" {
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v.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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} else {
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v.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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} else if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
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percentag := positionData.TotalLoss.Div(totalNum).Div(price).Mul(decimal.NewFromInt(100))
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percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
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v.Rate = percentag.String()
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percentag = percentag.Div(decimal.NewFromInt(100))
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if positionData.PositionSide == "LONG" {
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v.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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} else {
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v.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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}
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processFutTakeProfitOrder(db, futApi, v, totalNum)
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} else if v.OrderType == 2 {
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if manualStopRatio.Cmp(decimal.Zero) > 0 {
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v.Rate = manualStopRatio.String()
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percentag := manualStopRatio.Div(decimal.NewFromInt(100))
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if positionData.PositionSide == "LONG" {
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v.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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} else {
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v.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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}
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processFutStopLossOrder(db, v, utility.StrToDecimal(v.Price), totalNum)
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}
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}
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return false
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}
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// 处理下一个待触发
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func HandleNextFuturesReduce(db *gorm.DB, apiUserInfo DbModels.LineApiUser, preOrdedr DbModels.LinePreOrder, tradeSet models2.TradeSet) {
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mainId := preOrdedr.Id
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if preOrdedr.MainId > 0 {
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mainId = preOrdedr.MainId
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}
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totalNum := getFuturesPositionAvailableQuantity(db, apiUserInfo, &preOrdedr, tradeSet)
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nextFuturesReduceTrigger(db, mainId, totalNum, tradeSet)
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}
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// 下一个合约待触发
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func nextFuturesReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal, tradeSet models2.TradeSet) {
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nextOrder := DbModels.LinePreOrder{}
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nextExt := DbModels.LinePreOrderExt{}
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if err := db.Model(&models.LinePreOrder{}).Where("main_id =? AND order_type =4 AND status=0 AND reduce_order_id=0", mainId).Order("rate asc").First(&nextOrder).Error; err != nil {
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logger.Errorf("获取下一个单失败 err:%v", err)
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return
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}
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if err := db.Model(&models.LinePreOrderExt{}).Where("order_id =? and add_type =2", nextOrder.Id).First(&nextExt).Error; err != nil {
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logger.Errorf("获取下一个单失败 err:%v", err)
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}
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num := totalNum
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//移除缓存
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key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
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vals, _ := helper.DefaultRedis.GetAllList(key)
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item := ReduceListItem{}
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for _, val := range vals {
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sonic.Unmarshal([]byte(val), &item)
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if item.MainId == mainId {
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if _, err := helper.DefaultRedis.LRem(key, val); err != nil {
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logger.Errorf("减仓单 redis删除失败 main_id:%v err:%v", mainId, err)
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}
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}
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}
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//
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if nextExt.AddPositionVal.Cmp(decimal.Zero) > 0 && nextExt.AddPositionVal.Cmp(decimal.Zero) < 100 {
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// 计算减仓数量
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num = totalNum.Mul(nextExt.AddPositionVal.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
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nextOrder.Num = num.String()
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if err := db.Model(&nextOrder).Update("num", nextOrder.Num).Error; err != nil {
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logger.Errorf("更新减仓单数量失败 err:%v", err)
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}
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}
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processFutReduceOrder(nextOrder, utility.StrToDecimal(nextOrder.Price).Truncate(int32(tradeSet.PriceDigit)), num)
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}
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// 获取合约可用数量
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func getFuturesPositionAvailableQuantity(db *gorm.DB, apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) decimal.Decimal {
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var totalNum decimal.Decimal
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var err error
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for x := 1; x < 4; x++ {
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totalNum, err = getFuturesPositionNum(apiUserInfo, preOrder, tradeSet)
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if err == nil {
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break
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}
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time.Sleep(time.Millisecond * 150)
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}
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if totalNum.Cmp(decimal.Zero) <= 0 {
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var mainId int
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if preOrder.MainId > 0 {
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mainId = preOrder.MainId
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} else {
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mainId = preOrder.Id
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}
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totalNum = getInternalNum(db, mainId)
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}
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if totalNum.Cmp(decimal.Zero) <= 0 {
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totalNum = utility.StrToDecimal(preOrder.Num)
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}
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return totalNum.Truncate(int32(tradeSet.AmountDigit))
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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.OrderType == 0 && preOrder.Site == "BUY") || (preOrder.OrderType != 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.OrderType != 0 && preOrder.Site == "BUY") || (preOrder.OrderType == 0 && preOrder.Site == "SELL")) {
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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.MainId, preOrder.OrderSn)
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removePosition(db, preOrder)
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if apiUserInfo.Id > 0 {
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mainIds := []int{preOrder.MainId}
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if err := CancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
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logger.Errorf("平仓单成功 取消其它订单失败 订单号：%s:", err)
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}
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}
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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.MainId, preOrder.OrderSn)
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removePosition(db, preOrder)
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if apiUserInfo.Id > 0 {
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mainIds := []int{preOrder.MainId}
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if err := CancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
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logger.Errorf("止损单成功 取消其它订单失败 订单号：%s:", err)
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}
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}
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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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childCount, _ := GetChildTpOrder(db, preOrder.Id)
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if childCount > 0 {
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extOrderId := preOrder.Pid //ext主单id
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handleFutMainOrderFilled(db, preOrder, extOrderId, false)
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} else {
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removeFutLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
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removePosition(db, preOrder)
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if apiUserInfo.Id > 0 {
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mainIds := []int{preOrder.MainId}
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if err := CancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, false); err != nil {
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logger.Errorf("止损单成功 取消其它订单失败 订单号：%s:", err)
|
|
}
|
|
}
|
|
|
|
ids := []int{preOrder.Pid, preOrder.MainId}
|
|
//主单止盈成交
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND order_type=0", ids).Update("status", 9).Error; err != nil {
|
|
logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err)
|
|
}
|
|
}
|
|
}
|
|
|
|
// 清除合约缓存
|
|
func removeFutLossAndAddPosition(mainId int, orderSn string) {
|
|
stoplossKey := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
|
|
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
|
|
addPositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
|
|
addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
|
|
reduceKey := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
|
|
reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey)
|
|
stoploss := dto.StopLossRedisList{}
|
|
addPosition := AddPositionList{}
|
|
reduce := ReduceListItem{}
|
|
//移除减仓后减仓策略
|
|
RemoveReduceReduceCacheByMainId(mainId, 2)
|
|
|
|
//止损缓存
|
|
for _, v := range stoplossVal {
|
|
sonic.Unmarshal([]byte(v), &stoploss)
|
|
if stoploss.MainId == mainId {
|
|
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
|
|
|
|
if err != nil {
|
|
logger.Errorf("订单回调失败, 回调订单号：%s 删除止损缓存失败:%v", orderSn, err)
|
|
}
|
|
}
|
|
}
|
|
|
|
//加仓缓存
|
|
for _, v := range addPositionVal {
|
|
sonic.Unmarshal([]byte(v), &addPosition)
|
|
if addPosition.MainId == mainId {
|
|
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
|
|
|
|
if err != nil {
|
|
logger.Errorf("订单回调失败, 回调订单号：%s 删除加仓缓存失败:%v", orderSn, err)
|
|
}
|
|
}
|
|
}
|
|
|
|
//减仓缓存
|
|
for _, v := range reduceVal {
|
|
sonic.Unmarshal([]byte(v), &reduce)
|
|
if reduce.MainId == mainId {
|
|
_, err := helper.DefaultRedis.LRem(reduceKey, v)
|
|
|
|
if err != nil {
|
|
logger.Errorf("订单回调失败, 回调订单号：%s 删除减仓缓存失败:%v", orderSn, err)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
// 处理主单成交，处理止盈、止损、减仓订单
|
|
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder, extOrderId int, first bool) {
|
|
// 获取交易对配置和API信息
|
|
tradeSet, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, preOrder.Symbol, 1)
|
|
mainId := preOrder.Id
|
|
if err != nil || tradeSet.Coin == "" {
|
|
logger.Errorf("获取交易对配置失败, 回调订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
|
|
return
|
|
}
|
|
|
|
apiInfo, err := GetApiInfo(preOrder.ApiId)
|
|
if err != nil || apiInfo.Id == 0 {
|
|
logger.Errorf("订单回调查询apiuserinfo失败, 订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
|
|
return
|
|
}
|
|
|
|
if preOrder.MainId > 0 {
|
|
mainId = preOrder.MainId
|
|
}
|
|
|
|
// 处理主单加仓
|
|
if preOrder.OrderCategory == 3 {
|
|
if err := handleMainOrderAddPosition(db, preOrder); err != nil {
|
|
logger.Errorf("处理主单加仓失败, 主单号：%s, 错误信息: %v", preOrder.MainId, err)
|
|
return
|
|
}
|
|
} else if first {
|
|
// 处理其他主单逻辑
|
|
if err := cancelPositionOtherOrders(apiInfo, db, preOrder, true); err != nil {
|
|
logger.Errorf("取消主单相关订单失败, 订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
|
|
return
|
|
}
|
|
|
|
//加仓待触发
|
|
addPositionOrders := make([]DbModels.LinePreOrder, 0)
|
|
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_category=3 AND order_type=0 AND status=0", preOrder.Id).Order("rate asc").Find(&addPositionOrders).Error; err != nil {
|
|
logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
|
|
}
|
|
keyFutAddpositionKey := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
|
|
|
|
for _, addPositionOrder := range addPositionOrders {
|
|
addPositionData := AddPositionList{
|
|
Id: addPositionOrder.Id,
|
|
OrderSn: addPositionOrder.OrderSn,
|
|
MainId: addPositionOrder.MainId,
|
|
Pid: addPositionOrder.Pid,
|
|
Price: utility.StrToDecimal(addPositionOrder.Price),
|
|
ApiId: addPositionOrder.ApiId,
|
|
Symbol: addPositionOrder.Symbol,
|
|
Side: addPositionOrder.Site,
|
|
SymbolType: addPositionOrder.SymbolType,
|
|
}
|
|
|
|
addVal, err := sonic.MarshalString(addPositionData)
|
|
|
|
if err != nil {
|
|
logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
|
|
return
|
|
}
|
|
|
|
if err := helper.DefaultRedis.RPushList(keyFutAddpositionKey, addVal); err != nil {
|
|
logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
|
|
}
|
|
}
|
|
}
|
|
|
|
// 获取止盈止损订单
|
|
orders, err := getStopOrders(db, preOrder)
|
|
if err != nil {
|
|
logger.Errorf("查询止盈止损订单失败, 订单号：%s, 错误信息: %v", preOrder.OrderSn, err)
|
|
return
|
|
}
|
|
|
|
// 获取和保存持仓数据
|
|
positionData := savePosition(db, preOrder)
|
|
orderExt := models.LinePreOrderExt{}
|
|
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
|
|
totalNum := getFuturesPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet).Truncate(int32(tradeSet.AmountDigit))
|
|
price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
|
|
|
|
// 更新订单数量并处理止盈、止损、减仓
|
|
for _, order := range orders {
|
|
// 更新止盈止损订单数量
|
|
num := updateOrderQuantity(db, order, preOrder, &orderExt, totalNum, first, tradeSet)
|
|
|
|
// 根据订单类型处理
|
|
switch order.OrderType {
|
|
case 1: // 止盈
|
|
//亏损大于0 重新计算比例
|
|
if first && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 && preOrder.SignPriceType != "mixture" {
|
|
percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
|
|
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
|
|
order.Rate = percentag.String()
|
|
percentag = percentag.Div(decimal.NewFromInt(100))
|
|
|
|
if positionData.PositionSide == "LONG" {
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
} else {
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
}
|
|
} else if !first && orderExt.TpTpPriceRatio.Cmp(decimal.Zero) > 0 {
|
|
//止盈后止盈
|
|
order.Rate = orderExt.TpTpPriceRatio.String()
|
|
|
|
if positionData.PositionSide == "LONG" {
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Add(orderExt.TpTpPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
} else {
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpTpPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
}
|
|
}
|
|
|
|
processFutTakeProfitOrder(db, FutRestApi{}, order, num)
|
|
case 2: // 止损
|
|
if !first && orderExt.TpSlPriceRatio.Cmp(decimal.Zero) > 0 {
|
|
//止盈后止损
|
|
order.Rate = orderExt.TpSlPriceRatio.String()
|
|
|
|
if positionData.PositionSide == "LONG" {
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
} else {
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Add(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
}
|
|
}
|
|
|
|
processFutStopLossOrder(db, order, utility.StrToDecimal(order.Price), num)
|
|
// case 4: // 减仓
|
|
// processFutReduceOrder(order, price, num)
|
|
}
|
|
}
|
|
|
|
nextFuturesReduceTrigger(db, mainId, totalNum, tradeSet)
|
|
}
|
|
|
|
// 处理主单加仓
|
|
func handleMainOrderAddPosition(db *gorm.DB, preOrder *models.LinePreOrder) error {
|
|
// 更新加仓状态
|
|
if err := db.Model(&DbModels.LinePreOrderStatus{}).
|
|
Where("order_id = ?", preOrder.MainId).
|
|
Update("add_position_status", 1).Error; err != nil {
|
|
return err
|
|
}
|
|
|
|
// 取消止盈止损订单
|
|
return cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType)
|
|
}
|
|
|
|
// 取消主单相关订单
|
|
// changeMainOrderStatus 是否修改主单状态
|
|
func cancelPositionOtherOrders(apiUserInfo DbModels.LineApiUser, db *gorm.DB, preOrder *models.LinePreOrder, changeMainOrderStatus bool) error {
|
|
mainOrders, err := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site)
|
|
if err != nil {
|
|
return err
|
|
} else if len(mainOrders) == 0 {
|
|
logger.Infof("主单没有持仓，不需要取消其他订单 sn:%s", preOrder.OrderSn)
|
|
}
|
|
|
|
mainIds := []int{}
|
|
for _, mainOrder := range mainOrders {
|
|
mainId := mainOrder.Id
|
|
|
|
if mainOrder.MainId > 0 {
|
|
mainId = mainOrder.MainId
|
|
}
|
|
removeFutLossAndAddPosition(mainId, mainOrder.OrderSn)
|
|
|
|
if !utility.ContainsInt(mainIds, mainId) {
|
|
mainIds = append(mainIds, mainId)
|
|
}
|
|
}
|
|
|
|
// 批量取消订单
|
|
|
|
err = CancelMainOrders(mainIds, db, apiUserInfo, preOrder.Symbol, changeMainOrderStatus)
|
|
|
|
return err
|
|
}
|
|
|
|
// 根据mainid 取消订单
|
|
// @changeMainOrderStatus 是否更新主单状态
|
|
func CancelMainOrders(mainIds []int, db *gorm.DB, apiUserInfo DbModels.LineApiUser, symbol string, changeMainOrderStatus bool) error {
|
|
if len(mainIds) > 0 {
|
|
orderSns, err := GetOpenOrderSns(db, mainIds)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
orderArray := utility.SplitSlice(orderSns, 10)
|
|
futApi := FutRestApi{}
|
|
for _, item := range orderArray {
|
|
err := futApi.CancelBatchFutOrder(apiUserInfo, symbol, item)
|
|
|
|
if err != nil {
|
|
logger.Errorf("批量取消订单失败 orderSns:%v", item)
|
|
}
|
|
}
|
|
|
|
//需要修改主单状态
|
|
if changeMainOrderStatus {
|
|
if err := db.Exec("UPDATE line_pre_order SET `status`=4, `desc`=CONCAT(`desc`, ' 新单触发取消') WHERE id IN ? AND `status` =6", mainIds).Error; err != nil {
|
|
logger.Errorf("合约 新下单成功后更新主单取消状态失败, 交易对：%s, 错误信息：%v", symbol, err)
|
|
}
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// 获取止盈止损订单
|
|
func getStopOrders(db *gorm.DB, preOrder *models.LinePreOrder) ([]models.LinePreOrder, error) {
|
|
var 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 && !errors.Is(err, gorm.ErrRecordNotFound) {
|
|
return nil, err
|
|
}
|
|
return orders, nil
|
|
}
|
|
|
|
// 更新订单数量
|
|
func updateOrderQuantity(db *gorm.DB, order models.LinePreOrder, preOrder *models.LinePreOrder, ext *models.LinePreOrderExt, num decimal.Decimal, first bool, tradeSet models2.TradeSet) decimal.Decimal {
|
|
// 处理减仓比例
|
|
// if order.OrderType == 4 && ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
|
|
// // 计算减仓数量
|
|
// num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
|
|
// order.Num = num.String()
|
|
// } else
|
|
|
|
//止盈止损重算数量
|
|
if first && (order.OrderCategory == 1 || order.OrderCategory == 3) && ext.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && ext.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
|
|
// 计算止盈数量
|
|
if order.OrderType == 1 {
|
|
num = num.Mul(ext.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
|
|
}
|
|
|
|
order.Num = num.String()
|
|
}
|
|
|
|
// 更新订单数量
|
|
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)
|
|
}
|
|
|
|
return num
|
|
}
|
|
|
|
// 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)
|
|
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)
|
|
|
|
params := FutOrderPlace{
|
|
ApiId: order.ApiId,
|
|
Symbol: order.Symbol,
|
|
Side: order.Site,
|
|
Price: price.Truncate(int32(tradeSet.PriceDigit)),
|
|
Quantity: num.Truncate(int32(tradeSet.AmountDigit)),
|
|
OrderType: "TAKE_PROFIT",
|
|
Profit: price,
|
|
NewClientOrderId: order.OrderSn,
|
|
}
|
|
|
|
err := futApi.OrderPlaceLoop(db, params, 3)
|
|
|
|
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, "rate": order.Rate, "price": order.Price}).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 =? ", order.Id).
|
|
Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate, "num": num.String(), "price": order.Price}).Error; err != nil {
|
|
logger.Error("更新合约止盈单触发事件 ordersn:", order.OrderSn)
|
|
}
|
|
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status =0", order.Id).
|
|
Updates(map[string]interface{}{"status": "1"}).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 {
|
|
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)
|
|
|
|
params := FutOrderPlace{
|
|
ApiId: order.ApiId,
|
|
Symbol: order.Symbol,
|
|
Side: order.Site,
|
|
Price: price.Truncate(int32(tradeSet.PriceDigit)),
|
|
Quantity: num.Truncate(int32(tradeSet.AmountDigit)),
|
|
OrderType: "STOP",
|
|
StopPrice: price,
|
|
NewClientOrderId: order.OrderSn,
|
|
}
|
|
futApi := FutRestApi{}
|
|
err := futApi.OrderPlaceLoop(db, params, 3)
|
|
|
|
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(&DbModels.LinePreOrder{}).Where("id =? ", order.Id).Updates(map[string]interface{}{"trigger_time": time.Now()}).Error; err != nil {
|
|
logger.Error("更新合约止损单触发事件 ordersn:", order.OrderSn)
|
|
}
|
|
|
|
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
|
|
}
|
|
|
|
// 循环取消合约订单
|
|
func CancelFutOrderByOrderSnLoop(apiInfo DbModels.LineApiUser, symbol, orderSn string) error {
|
|
futApi := FutRestApi{}
|
|
var err error
|
|
for x := 1; x <= 4; x++ {
|
|
err = futApi.CancelFutOrder(apiInfo, symbol, orderSn)
|
|
|
|
if err == nil || strings.Contains(err.Error(), "取消订单被拒绝") {
|
|
err = nil
|
|
break
|
|
}
|
|
}
|
|
return err
|
|
}
|