409 lines
13 KiB
Go
409 lines
13 KiB
Go
package binanceservice
|
||
|
||
import (
|
||
"fmt"
|
||
DbModels "go-admin/app/admin/models"
|
||
"go-admin/app/admin/service/dto"
|
||
"go-admin/common/const/rediskey"
|
||
"go-admin/common/global"
|
||
"go-admin/common/helper"
|
||
"go-admin/models/positiondto"
|
||
"go-admin/pkg/utility"
|
||
"go-admin/services/commonservice"
|
||
"go-admin/services/positionservice"
|
||
"strings"
|
||
"time"
|
||
|
||
"github.com/bytedance/sonic"
|
||
"github.com/go-admin-team/go-admin-core/logger"
|
||
log "github.com/go-admin-team/go-admin-core/logger"
|
||
"github.com/shopspring/decimal"
|
||
"gorm.io/gorm"
|
||
)
|
||
|
||
type AddPosition struct {
|
||
Db *gorm.DB
|
||
}
|
||
|
||
func GetRisk(futApi *FutRestApi, apiInfo *DbModels.LineApiUser, symbol string) []PositionRisk {
|
||
for x := 0; x < 5; x++ {
|
||
risks, _ := futApi.GetPositionV3(apiInfo, symbol)
|
||
if len(risks) > 0 {
|
||
return risks
|
||
}
|
||
time.Sleep(time.Millisecond * 200)
|
||
}
|
||
|
||
return []PositionRisk{}
|
||
}
|
||
|
||
// CancelFutClosePosition 撤销交易对指定方向的平仓单
|
||
// apiUserInfo 账户信息
|
||
// symbol 交易对
|
||
// side 购买反向
|
||
// positionSide 仓位方向
|
||
// side=BUY positionSide=SHORT 就是撤销平空委托
|
||
// side=BUY&positionSide=LONG是开多，
|
||
// side=SELL&positionSide=LONG是平多，
|
||
// side=SELL&positionSide=SHORT是开空，
|
||
// side=BUY&positionSide=SHORT是平空。
|
||
func CancelFutClosePosition(apiUserInfo DbModels.LineApiUser, symbol string, side string, positionSide string) error {
|
||
//查询当前用户的委托订单
|
||
client := GetClient(&apiUserInfo)
|
||
resp, _, err := client.SendFuturesRequestAuth("/fapi/v1/openOrders", "GET", map[string]string{
|
||
"symbol": symbol,
|
||
"recvWindow": "5000",
|
||
})
|
||
if err != nil {
|
||
logger.Error("撤销平仓单时查询委托失败：", err)
|
||
return err
|
||
}
|
||
var openOrders []OpenOrders
|
||
sonic.Unmarshal(resp, &openOrders)
|
||
orderIdList := make([]int, 0)
|
||
for _, order := range openOrders {
|
||
if order.Side == side && order.PositionSide == positionSide {
|
||
orderIdList = append(orderIdList, order.OrderId)
|
||
}
|
||
}
|
||
// 每次取 10 个元素
|
||
batchSize := 10
|
||
for i := 0; i < len(orderIdList); i += batchSize {
|
||
end := i + batchSize
|
||
if end > len(orderIdList) {
|
||
end = len(orderIdList) // 避免越界
|
||
}
|
||
// 取出当前批次的元素
|
||
batch := orderIdList[i:end]
|
||
marshal, _ := sonic.Marshal(&batch)
|
||
_, _, err = client.SendFuturesRequestAuth("/fapi/v1/batchOrders", "DELETE", map[string]string{
|
||
"symbol": symbol,
|
||
"orderIdList": string(marshal),
|
||
"recvWindow": "5000",
|
||
})
|
||
if err != nil {
|
||
return err
|
||
}
|
||
}
|
||
return err
|
||
}
|
||
|
||
// CancelSpotClosePosition 取消现货平仓单(等同于撤销卖单)
|
||
// apiUserInfo: Api用户信息
|
||
// symbol: 交易对
|
||
func CancelSpotClosePosition(apiUserInfo *DbModels.LineApiUser, symbol string) error {
|
||
|
||
return CancelSpotOrder(symbol, apiUserInfo, "SELL")
|
||
}
|
||
|
||
// 取消现货订单
|
||
func CancelSpotOrder(symbol string, apiUserInfo *DbModels.LineApiUser, side string) error {
|
||
searchEndpoint := "/api/v3/openOrders"
|
||
cencelEndpoint := "/api/v3/order"
|
||
searchParams := map[string]interface{}{
|
||
"symbol": symbol,
|
||
}
|
||
client := GetClient(apiUserInfo)
|
||
resp, _, err := client.SendSpotAuth(searchEndpoint, "GET", searchParams)
|
||
db := commonservice.GetDBConnection()
|
||
|
||
if err != nil {
|
||
if len(resp) > 0 {
|
||
|
||
} else {
|
||
logger.Error("查询现货当前下单失败:", err)
|
||
}
|
||
}
|
||
|
||
var openOrders []map[string]interface{}
|
||
err = sonic.Unmarshal(resp, &openOrders)
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
for _, order := range openOrders {
|
||
if orderSymbol, ok := order["symbol"].(string); ok && orderSymbol == symbol {
|
||
if orderSide, ok := order["side"].(string); ok && orderSide == side {
|
||
orderId, ok := order["orderId"].(float64)
|
||
|
||
if !ok {
|
||
continue
|
||
}
|
||
|
||
orderSn, _ := order["clientOrderId"].(string)
|
||
params := map[string]string{
|
||
"symbol": orderSymbol,
|
||
"orderId": utility.Float64CutString(orderId, 0),
|
||
// "cancelRestrictions": "ONLY_NEW",
|
||
}
|
||
_, _, err = client.SendSpotAuth(cencelEndpoint, "DELETE", params)
|
||
|
||
if err != nil {
|
||
logger.Error("撤销指定现货平仓单失败 ordersn:", orderSn, " orderId:", orderId, " err:", err)
|
||
} else {
|
||
if err := db.Model(&DbModels.LinePreOrder{}).Where("order_sn = ? and status !='9'", orderSn).Update("status", "4").Error; err != nil {
|
||
log.Error("修改止盈单撤销状态失败:", err)
|
||
}
|
||
}
|
||
}
|
||
}
|
||
return nil
|
||
}
|
||
return nil
|
||
}
|
||
|
||
// GetTargetSymbol 获取目标交易对信息
|
||
func (e *AddPosition) GetTargetSymbol(symbol string, symbolType int) (string, bool, DbModels.LineSymbol, error) {
|
||
var targetSymbol string
|
||
var notUsdt bool
|
||
var symbolInfo DbModels.LineSymbol
|
||
|
||
// 处理非 USDT 交易对
|
||
if !strings.HasSuffix(symbol, "USDT") {
|
||
notUsdt = true
|
||
if err := e.Db.Model(&DbModels.LineSymbol{}).Where("symbol = ? AND type = ?", symbol, utility.IntToString(symbolType)).Find(&symbolInfo).Error; err != nil {
|
||
return "", false, DbModels.LineSymbol{}, err
|
||
}
|
||
if symbolInfo.Id <= 0 {
|
||
return "", false, DbModels.LineSymbol{}, fmt.Errorf("未找到交易对信息")
|
||
}
|
||
targetSymbol = symbolInfo.BaseAsset + "USDT"
|
||
} else {
|
||
targetSymbol = symbol
|
||
}
|
||
|
||
return targetSymbol, notUsdt, symbolInfo, nil
|
||
}
|
||
|
||
func (e *AddPosition) GetOrderInfo(req dto.ManuallyCover, symbol, orderType, site, status string) (DbModels.LinePreOrder, error) {
|
||
var orderInfo DbModels.LinePreOrder
|
||
if err := e.Db.Model(DbModels.LinePreOrder{}).Where("api_id = ? AND symbol = ? AND order_type = ? AND site = ? AND status = ?", req.ApiId, symbol, orderType, site, status).Find(&orderInfo).Error; err != nil {
|
||
return DbModels.LinePreOrder{}, err
|
||
}
|
||
if orderInfo.Id <= 0 {
|
||
return DbModels.LinePreOrder{}, fmt.Errorf("未找到主仓信息")
|
||
}
|
||
return orderInfo, nil
|
||
}
|
||
|
||
func (e *AddPosition) GetFutOrderInfo(req dto.ManuallyCover, symbol, orderType, status string) (DbModels.LinePreOrder, error) {
|
||
var orderInfo DbModels.LinePreOrder
|
||
if err := e.Db.Model(DbModels.LinePreOrder{}).Where("api_id = ? AND symbol = ? AND order_type = ? AND status = ? AND cover_type = 2", req.ApiId, symbol, orderType, status).Find(&orderInfo).Error; err != nil {
|
||
return DbModels.LinePreOrder{}, err
|
||
}
|
||
if orderInfo.Id <= 0 {
|
||
return DbModels.LinePreOrder{}, fmt.Errorf("未找到主仓信息")
|
||
}
|
||
return orderInfo, nil
|
||
}
|
||
|
||
// GetFutSpotOrderInfo 获取合约对现货的订单信息
|
||
func (e *AddPosition) GetFutSpotOrderInfo(req dto.ManuallyCover, symbol, orderType, status string) (DbModels.LinePreOrder, error) {
|
||
var orderInfo DbModels.LinePreOrder
|
||
if err := e.Db.Model(DbModels.LinePreOrder{}).Where("api_id = ? AND symbol = ? AND order_type = ? AND status = ? AND cover_type = 3", req.ApiId, symbol, orderType, status).Find(&orderInfo).Error; err != nil {
|
||
return DbModels.LinePreOrder{}, err
|
||
}
|
||
if orderInfo.Id <= 0 {
|
||
return DbModels.LinePreOrder{}, fmt.Errorf("未找到主仓信息")
|
||
}
|
||
return orderInfo, nil
|
||
}
|
||
|
||
// 主单平仓删除缓存
|
||
// mainOrderId 主单id
|
||
// symbolType 1现货 2合约
|
||
func MainClosePositionClearCache(mainId int, symbolType int) {
|
||
if symbolType == 1 {
|
||
keySpotStop := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
|
||
keySpotAddposition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
|
||
spotStopArray, _ := helper.DefaultRedis.GetAllList(keySpotStop)
|
||
spotAddpositionArray, _ := helper.DefaultRedis.GetAllList(keySpotAddposition)
|
||
var position positiondto.AddPositionList
|
||
var stop dto.StopLossRedisList
|
||
|
||
for _, item := range spotAddpositionArray {
|
||
if err := sonic.Unmarshal([]byte(item), &position); err != nil {
|
||
log.Error("MainClosePositionClearCache Unmarshal err:", err)
|
||
}
|
||
|
||
if position.MainId == mainId {
|
||
helper.DefaultRedis.LRem(keySpotAddposition, item)
|
||
}
|
||
}
|
||
|
||
for _, item := range spotStopArray {
|
||
if err := sonic.Unmarshal([]byte(item), &stop); err != nil {
|
||
log.Error("MainClosePositionClearCache Unmarshal err:", err)
|
||
}
|
||
|
||
if stop.MainId == mainId {
|
||
helper.DefaultRedis.LRem(keySpotStop, item)
|
||
}
|
||
}
|
||
|
||
} else {
|
||
keyFutStop := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
|
||
keyFutAddposition := fmt.Sprintf(rediskey.FuturesStopLossList, global.EXCHANGE_BINANCE)
|
||
futAddpositionArray, _ := helper.DefaultRedis.GetAllList(keyFutStop)
|
||
futStopArray, _ := helper.DefaultRedis.GetAllList(keyFutAddposition)
|
||
var position positiondto.AddPositionList
|
||
var stop dto.StopLossRedisList
|
||
|
||
for _, item := range futAddpositionArray {
|
||
if err := sonic.Unmarshal([]byte(item), &position); err != nil {
|
||
log.Error("MainClosePositionClearCache Unmarshal err:", err)
|
||
}
|
||
|
||
if position.MainId == mainId {
|
||
helper.DefaultRedis.LRem(keyFutAddposition, item)
|
||
}
|
||
}
|
||
|
||
for _, item := range futStopArray {
|
||
if err := sonic.Unmarshal([]byte(item), &stop); err != nil {
|
||
log.Error("MainClosePositionClearCache Unmarshal err:", err)
|
||
}
|
||
|
||
if stop.MainId == mainId {
|
||
helper.DefaultRedis.LRem(keyFutStop, item)
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
// 查询订单
|
||
func getPreOrder(db *gorm.DB, orderSn interface{}) (*DbModels.LinePreOrder, error) {
|
||
preOrder := &DbModels.LinePreOrder{}
|
||
if err := db.Model(preOrder).Where("order_sn = ?", orderSn).First(preOrder).Error; err != nil {
|
||
return nil, err
|
||
}
|
||
return preOrder, nil
|
||
}
|
||
|
||
// 取消主单下的止盈止损
|
||
// mainId 主单id
|
||
// symbolType 1现货 2合约
|
||
func cancelSymbolTakeAndStop(db *gorm.DB, mainId int, symbolType int) error {
|
||
orders, err := GetSymbolTakeAndStop(db, mainId, symbolType)
|
||
errStr := ""
|
||
|
||
if err != nil {
|
||
return err
|
||
}
|
||
|
||
for _, order := range orders {
|
||
apiUserInfo, _ := GetApiInfo(order.ApiId)
|
||
if apiUserInfo.Id == 0 {
|
||
logger.Errorf("cancelSymbolTakeAndStop 查询api用户失败 apiid:%v ordersn:%s", order.ApiId, order.OrderSn)
|
||
}
|
||
|
||
switch {
|
||
case order.OrderType == 1 && symbolType == 1:
|
||
err = CancelOpenOrderByOrderSnLoop(apiUserInfo, order.Symbol, order.OrderSn)
|
||
|
||
if err != nil {
|
||
errStr += fmt.Sprintf("取消止盈失败,订单号:%s,错误:%v ", order.OrderSn, err)
|
||
}
|
||
case order.OrderType == 2 && symbolType == 1:
|
||
key := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
|
||
stoplosss, _ := helper.DefaultRedis.GetAllList(key)
|
||
stop := dto.StopLossRedisList{}
|
||
|
||
for _, item := range stoplosss {
|
||
sonic.Unmarshal([]byte(item), &stop)
|
||
|
||
if stop.MainId == order.MainId {
|
||
_, err2 := helper.DefaultRedis.LRem(key, item)
|
||
|
||
if err2 != nil {
|
||
logger.Errorf("移除止损缓存失败 err:%v", err2)
|
||
}
|
||
}
|
||
}
|
||
case order.OrderType == 1 && symbolType == 2:
|
||
err = CancelFutOrderByOrderSnLoop(apiUserInfo, order.Symbol, order.OrderSn)
|
||
|
||
if err != nil {
|
||
errStr += fmt.Sprintf("取消止盈失败,订单号:%s,错误:%v ", order.OrderSn, err)
|
||
}
|
||
case order.OrderType == 2 && symbolType == 2:
|
||
err = CancelFutOrderByOrderSnLoop(apiUserInfo, order.Symbol, order.OrderSn)
|
||
|
||
if err != nil {
|
||
errStr += fmt.Sprintf("取消止损失败,订单号:%s,错误:%v ", order.OrderSn, err)
|
||
}
|
||
}
|
||
}
|
||
|
||
return nil
|
||
}
|
||
|
||
// 保存仓位信息
|
||
func savePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) positiondto.PositionDto {
|
||
positionManage := positionservice.BinancePositionManagement{}
|
||
positionManage.Orm = db
|
||
positionReq := positiondto.PositionAddReq{
|
||
ApiId: preOrder.ApiId,
|
||
SymbolType: preOrder.SymbolType,
|
||
Symbol: preOrder.Symbol,
|
||
Price: utility.StrToDecimal(preOrder.Price),
|
||
// Side: preOrder.Site,
|
||
Quantity: utility.StrToDecimal(preOrder.Num),
|
||
}
|
||
|
||
switch {
|
||
case preOrder.OrderType == 0 && preOrder.Site == "BUY",
|
||
preOrder.OrderType != 0 && preOrder.Site == "SELL":
|
||
positionReq.PositionSide = "LONG"
|
||
case preOrder.OrderType == 0 && preOrder.Site == "SELL",
|
||
preOrder.OrderType != 0 && preOrder.Site == "BUY":
|
||
positionReq.PositionSide = "SHORT"
|
||
}
|
||
|
||
//减仓单 数量为负
|
||
if preOrder.OrderType != 0 {
|
||
if preOrder.Site == "BUY" {
|
||
positionReq.Side = "SELL"
|
||
} else {
|
||
positionReq.Side = "BUY"
|
||
}
|
||
|
||
positionReq.Quantity = positionReq.Quantity.Mul(decimal.NewFromInt(-1))
|
||
} else {
|
||
positionReq.Side = preOrder.Site
|
||
}
|
||
|
||
positionData, err := positionManage.SavePosition(&positionReq, global.EXCHANGE_BINANCE)
|
||
|
||
if err != nil {
|
||
logger.Error("保存持仓信息失败, 主单号：%s, 错误信息：%v", preOrder.OrderSn, err)
|
||
}
|
||
return positionData
|
||
}
|
||
|
||
// 获取已开仓的主单id
|
||
func getOpenPositionMainOrderId(db *gorm.DB, newId, apiId, symbolType int, exchangeType, symbol, side string) ([]DbModels.LinePreOrder, error) {
|
||
mainOrders := make([]DbModels.LinePreOrder, 0)
|
||
|
||
if err := db.Model(&DbModels.LinePreOrder{}).
|
||
Where("api_id =? AND status>4 AND order_type =0 AND status<7 AND symbol=? AND symbol_type =? AND site= ? AND exchange_type=? AND id!=?",
|
||
apiId, symbol, symbolType, side, exchangeType, newId).
|
||
Select("id", "main_id", "order_sn").Find(&mainOrders).Error; err != nil {
|
||
return nil, err
|
||
}
|
||
|
||
return mainOrders, nil
|
||
}
|
||
|
||
// 获取需要取消的订单号
|
||
func GetOpenOrderSns(db *gorm.DB, mainIds []int) ([]string, error) {
|
||
result := []string{}
|
||
|
||
//委托中的订单
|
||
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id IN ? AND status=5", mainIds).Select("order_sn").Find(&result).Error; err != nil {
|
||
return nil, err
|
||
}
|
||
|
||
return result, nil
|
||
}
|