493 lines
16 KiB
Go
493 lines
16 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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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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"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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"go-admin/services/commonservice"
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"go-admin/services/orderservice"
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"strings"
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"time"
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"github.com/bytedance/sonic"
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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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判断合约触发
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*/
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func JudgeFuturesPrice(tradeSet models.TradeSet) {
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preOrderVal, _ := helper.DefaultRedis.GetAllList(fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE))
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db := commonservice.GetDBConnection()
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if len(preOrderVal) == 0 {
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return
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}
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futApi := FutRestApi{}
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for _, item := range preOrderVal {
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preOrder := dto.PreOrderRedisList{}
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if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil {
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log.Error("反序列化失败")
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continue
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}
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if preOrder.Symbol != tradeSet.Coin+tradeSet.Currency {
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continue
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}
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orderPrice, _ := decimal.NewFromString(preOrder.Price)
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tradePrice, _ := decimal.NewFromString(tradeSet.LastPrice)
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if orderPrice.Cmp(decimal.Zero) == 0 || tradePrice.Cmp(decimal.Zero) == 0 {
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continue
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}
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//多
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if (strings.ToUpper(preOrder.Site) == "BUY" && orderPrice.Cmp(tradePrice) >= 0) ||
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(strings.ToUpper(preOrder.Site) == "SELL" && orderPrice.Cmp(tradePrice) <= 0) {
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futTriggerOrder(db, &preOrder, item, futApi)
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}
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}
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}
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// 分布式锁下单
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func futTriggerOrder(db *gorm.DB, v *dto.PreOrderRedisList, item string, futApi FutRestApi) {
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotTrigger, v.ApiId, v.Symbol), 200, 5, 100*time.Millisecond)
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if ok, err := lock.AcquireWait(context.Background()); err != nil {
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log.Debug("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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key := fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE)
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preOrder := DbModels.LinePreOrder{}
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if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
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log.Error("获取预下单失败", err)
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if errors.Is(err, gorm.ErrRecordNotFound) {
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log.Error("不存在待触发主单", item)
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helper.DefaultRedis.LRem(key, item)
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}
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return
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}
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hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
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if !hasrecord {
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log.Debug("预下单缓存中不存在", item)
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return
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}
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price, _ := decimal.NewFromString(v.Price)
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num, _ := decimal.NewFromString(preOrder.Num)
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if price.Cmp(decimal.Zero) == 0 {
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log.Error("价格不能为0")
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return
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}
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params := FutOrderPlace{
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ApiId: v.ApiId,
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Symbol: v.Symbol,
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Side: v.Site,
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OrderType: preOrder.MainOrderType,
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SideType: preOrder.MainOrderType,
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Price: price,
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Quantity: num,
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NewClientOrderId: v.OrderSn,
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}
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preOrderVal, _ := sonic.MarshalString(&v)
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if err := futApi.OrderPlaceLoop(db, params, 3); err != nil {
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log.Error("下单失败", v.Symbol, " err:", err)
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err := db.Model(&DbModels.LinePreOrder{}).Where("id =? and status='0'", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
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if err != nil {
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log.Error("更新预下单状态失败")
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}
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if preOrderVal != "" {
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if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
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log.Error("删除redis 预下单失败:", err)
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}
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}
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return
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}
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if preOrderVal != "" {
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if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
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log.Error("删除redis 预下单失败:", err)
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}
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}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", preOrder.Id).Updates(map[string]interface{}{"trigger_time": time.Now()}).Error; err != nil {
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log.Error("更新预下单状态失败 ordersn:", preOrder.OrderSn, " status:1")
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}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
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log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
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}
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return
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} else {
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log.Error("获取锁失败")
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return
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}
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}
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// 判断是否触发合约减仓
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func JudgeFuturesReduce(trade models.TradeSet) {
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key := fmt.Sprintf(rediskey.FuturesReduceList, global.EXCHANGE_BINANCE)
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reduceVal, _ := helper.DefaultRedis.GetAllList(key)
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db := commonservice.GetDBConnection()
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futApi := FutRestApi{}
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setting, err := cacheservice.GetSystemSetting(db)
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if err != nil {
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log.Error("获取系统设置失败")
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return
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}
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reduceOrder := positiondto.ReduceListItem{}
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tradePrice, _ := decimal.NewFromString(trade.LastPrice)
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//减仓单减仓策略
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reduceReduceListKey := fmt.Sprintf(rediskey.FutOrderReduceStrategyList, global.EXCHANGE_BINANCE)
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orderReduceVal, _ := helper.DefaultRedis.HGetAllFields(reduceReduceListKey)
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reduceOrderStrategy := dto.LineOrderReduceStrategyResp{}
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orderService := orderservice.OrderService{}
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orderService.Orm = db
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for _, item := range orderReduceVal {
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sonic.Unmarshal([]byte(item), &reduceOrderStrategy)
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for index, item2 := range reduceOrderStrategy.Items {
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if reduceOrderStrategy.Symbol == trade.Coin+trade.Currency && !item2.Actived {
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//买入
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if item2.TriggerPrice.Cmp(decimal.Zero) > 0 &&
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tradePrice.Cmp(decimal.Zero) > 0 &&
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((strings.ToUpper(reduceOrderStrategy.Side) == "SELL" && item2.TriggerPrice.Cmp(tradePrice) >= 0) ||
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(strings.ToUpper(reduceOrderStrategy.Side) == "BUY" && item2.TriggerPrice.Cmp(tradePrice) <= 0)) {
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.ReduceStrategyFutTriggerLock, reduceOrder.ApiId, reduceOrder.Symbol), 50, 15, 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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hasrecord, _ := helper.DefaultRedis.HExists(reduceReduceListKey, utility.IntToString(reduceOrderStrategy.OrderId), item)
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if !hasrecord {
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log.Debug("减仓缓存中不存在", item)
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return
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}
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order, err := orderService.CreateReduceReduceOrder(db, reduceOrderStrategy.OrderId, item2.Price, item2.Num, trade.PriceDigit)
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if err != nil {
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log.Errorf("%d 生成订单失败", reduceOrderStrategy.OrderId)
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}
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reduceOrder.ApiId = order.ApiId
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reduceOrder.Id = order.Id
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reduceOrder.Pid = order.Pid
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reduceOrder.MainId = order.MainId
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reduceOrder.Symbol = order.Symbol
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reduceOrder.Side = reduceOrderStrategy.Side
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reduceOrder.OrderSn = order.OrderSn
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reduceOrder.Price = item2.Price
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reduceOrder.Num = item2.Num
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//下单成功修改策略节点状态
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if FuturesReduceTrigger(db, reduceOrder, futApi, setting, reduceReduceListKey, item, true, reduceOrderStrategy.OrderId) {
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reduceOrderStrategy.Items[index].Actived = true
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allActive := true
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orderId := utility.IntToString(reduceOrderStrategy.OrderId)
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for _, item3 := range reduceOrderStrategy.Items {
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if !item3.Actived {
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allActive = false
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break
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}
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}
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if allActive {
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if err := helper.DefaultRedis.HDelField(reduceReduceListKey, orderId); err != nil {
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log.Errorf("删除redis reduceReduceListKey失败 %s", err.Error())
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}
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} else {
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str, _ := sonic.MarshalString(reduceOrderStrategy)
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if err := helper.DefaultRedis.HSetField(reduceReduceListKey, orderId, str); err != nil {
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log.Errorf("更新redis reduceReduceListKey失败 %s", err.Error())
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}
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}
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}
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}
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}
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}
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}
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}
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for _, item := range reduceVal {
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if err := sonic.Unmarshal([]byte(item), &reduceOrder); err != nil {
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log.Error("反序列化失败")
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continue
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}
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if reduceOrder.Symbol == trade.Coin+trade.Currency {
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orderPrice := reduceOrder.Price
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//买入
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if orderPrice.Cmp(decimal.Zero) > 0 &&
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tradePrice.Cmp(decimal.Zero) > 0 &&
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((strings.ToUpper(reduceOrder.Side) == "SELL" && orderPrice.Cmp(tradePrice) >= 0) ||
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(strings.ToUpper(reduceOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) <= 0)) {
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FuturesReduceTrigger(db, reduceOrder, futApi, setting, key, item, false, 0)
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}
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}
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}
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}
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// 触发合约减仓
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// isStrategy 是否是策略减仓
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// reduceId 父减仓单id
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func FuturesReduceTrigger(db *gorm.DB, reduceOrder positiondto.ReduceListItem, futApi FutRestApi, setting DbModels.LineSystemSetting, key, item string, isStrategy bool, reduceId int) bool {
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tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, reduceOrder.Symbol, 2)
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result := true
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if tradeSet.LastPrice == "" {
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return false
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}
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutTrigger, reduceOrder.ApiId, reduceOrder.Symbol), 20, 5, 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 false
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} else if ok {
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defer lock.Release()
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takeOrders := make([]DbModels.LinePreOrder, 0)
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if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_type IN (1,2,4) AND status IN (1,5)", reduceOrder.MainId).Find(&takeOrders).Error; err != nil {
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log.Error("查询止盈单失败")
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return false
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}
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var hasrecord bool
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if isStrategy {
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hasrecord, _ = helper.DefaultRedis.HExists(key, utility.IntToString(reduceId), item)
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} else {
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hasrecord, _ = helper.DefaultRedis.IsElementInList(key, item)
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}
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if !hasrecord {
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log.Debug("减仓缓存中不存在", item)
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return false
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}
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apiInfo, _ := GetApiInfo(reduceOrder.ApiId)
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if apiInfo.Id == 0 {
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log.Error("现货减仓 查询api用户不存在")
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return false
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}
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for _, takeOrder := range takeOrders {
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err := CancelFutOrderByOrderSnLoop(apiInfo, takeOrder.Symbol, takeOrder.OrderSn)
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if err != nil {
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log.Error("撤单失败", err)
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return false
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}
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}
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price := reduceOrder.Price.Mul(decimal.NewFromInt(1).Sub(setting.ReducePremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
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num := reduceOrder.Num.Truncate(int32(tradeSet.AmountDigit))
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var positionSide string
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if reduceOrder.Side == "BUY" {
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positionSide = "SHORT"
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} else {
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positionSide = "LONG"
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}
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if err := futApi.ClosePositionLoop(reduceOrder.Symbol, reduceOrder.OrderSn, num, reduceOrder.Side, positionSide, apiInfo, "LIMIT", "0", price, 3); err != nil {
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result = false
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log.Errorf("合约减仓挂单失败 id：%s err:%v", reduceOrder.Id, err)
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if err2 := db.Model(&DbModels.LinePreOrder{}).
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Where("id = ? AND status =0", reduceOrder.Id).
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Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil {
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log.Errorf("合约减仓更新状态失败 id：%s err:%v", reduceOrder.Id, err2)
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}
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} else {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", reduceOrder.Id).Updates(map[string]interface{}{"trigger_time": time.Now()}).Error; err != nil {
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log.Error("更新减仓单状态失败 ordersn:", reduceOrder.OrderSn, " status:1")
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}
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if err := db.Model(&DbModels.LinePreOrder{}).
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Where("id = ? AND status =0", reduceOrder.Id).Updates(map[string]interface{}{"status": 1}).Error; err != nil {
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log.Errorf("合约减仓更新状态失败 id：%s err:%v", reduceOrder.Id, err)
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}
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//处理减仓单减仓策略
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if err := CacheOrderStrategyAndReCreate(db, reduceOrder, 2, tradeSet, setting); err != nil {
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log.Errorf("合约减仓策略处理失败 id：%s err:%v", reduceOrder.Id, err)
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}
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}
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if !isStrategy {
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if _, err := helper.DefaultRedis.LRem(key, item); err != nil {
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log.Errorf("合约减仓 删除缓存失败 id:%v err:%v", reduceOrder.Id, err)
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}
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}
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} else {
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log.Error("获取锁失败")
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result = false
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}
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return result
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}
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// 判断合约加仓
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func JudgeFutAddPosition(trade models.TradeSet) {
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key := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
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preOrderVal, _ := helper.DefaultRedis.GetAllList(key)
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db := commonservice.GetDBConnection()
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if len(preOrderVal) == 0 {
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return
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}
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futApi := FutRestApi{}
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for _, item := range preOrderVal {
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preOrder := positiondto.AddPositionList{}
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if err := sonic.Unmarshal([]byte(item), &preOrder); err != nil {
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log.Error("反序列化失败")
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continue
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}
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if preOrder.Symbol == trade.Coin+trade.Currency {
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orderPrice := preOrder.Price
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tradePrice, _ := decimal.NewFromString(trade.LastPrice)
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if orderPrice.Cmp(decimal.Zero) == 0 || tradePrice.Cmp(decimal.Zero) == 0 {
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continue
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}
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//多
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if (strings.ToUpper(preOrder.Side) == "BUY" && orderPrice.Cmp(tradePrice) >= 0) ||
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(strings.ToUpper(preOrder.Side) == "SELL" && orderPrice.Cmp(tradePrice) <= 0) {
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FutAddPositionTrigger(db, &preOrder, item, futApi)
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}
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}
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}
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}
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// 合约加仓触发
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func FutAddPositionTrigger(db *gorm.DB, v *positiondto.AddPositionList, item string, futApi FutRestApi) {
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutTrigger, v.ApiId, v.Symbol), 20, 5, 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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setting, _ := cacheservice.GetSystemSetting(db)
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tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, v.Symbol, 2)
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if tradeSet.LastPrice == "" {
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log.Errorf("合约加仓触发 查询交易对失败 交易对：%s ordersn:%s", v.Symbol, v.OrderSn)
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return
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}
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key := fmt.Sprintf(rediskey.FuturesAddPositionList, global.EXCHANGE_BINANCE)
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preOrder := DbModels.LinePreOrder{}
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if err := db.Where("id = ?", v.Id).First(&preOrder).Error; err != nil {
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log.Error("获取预下单失败", err)
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if errors.Is(err, gorm.ErrRecordNotFound) {
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log.Error("不存在待触发加仓主单", item)
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helper.DefaultRedis.LRem(key, item)
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}
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return
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}
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hasrecord, _ := helper.DefaultRedis.IsElementInList(key, item)
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if !hasrecord {
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log.Error("不存在待触发加仓主单", item)
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return
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}
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price := v.Price.Truncate(int32(tradeSet.PriceDigit))
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num, _ := decimal.NewFromString(preOrder.Num)
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if setting.AddPositionPremium.Cmp(decimal.Zero) > 0 {
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price = price.Mul(decimal.NewFromInt(1).Sub(setting.AddPositionPremium.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit))
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}
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params := FutOrderPlace{
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ApiId: v.ApiId,
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Symbol: v.Symbol,
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Side: v.Side,
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OrderType: "LIMIT",
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Price: price,
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Quantity: num.Truncate(int32(tradeSet.AmountDigit)),
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NewClientOrderId: v.OrderSn,
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}
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preOrderVal, _ := sonic.MarshalString(&v)
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if err := futApi.OrderPlaceLoop(db, params, 3); err != nil {
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log.Error("下单失败", v.Symbol, " err:", err)
|
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err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status =0", preOrder.Id).Updates(map[string]interface{}{"status": "2", "desc": err.Error()}).Error
|
||
|
||
if err != nil {
|
||
log.Error("下单失败后修改订单失败")
|
||
}
|
||
|
||
if preOrderVal != "" {
|
||
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
|
||
log.Error("删除redis 预下单失败:", err)
|
||
}
|
||
}
|
||
|
||
return
|
||
}
|
||
|
||
if preOrderVal != "" {
|
||
if _, err := helper.DefaultRedis.LRem(key, preOrderVal); err != nil {
|
||
log.Error("删除redis 预下单失败:", err)
|
||
}
|
||
}
|
||
|
||
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? ", preOrder.Id).Updates(map[string]interface{}{"trigger_time": time.Now()}).Error; err != nil {
|
||
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
|
||
}
|
||
|
||
if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND status ='0'", preOrder.Id).Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
|
||
log.Error("更新预下单状态失败 ordersn:", v.OrderSn, " status:1")
|
||
}
|
||
return
|
||
} else {
|
||
log.Error("获取锁失败")
|
||
return
|
||
}
|
||
}
|