624 lines
19 KiB
Go
624 lines
19 KiB
Go
package binanceservice
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import (
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"database/sql"
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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/common/global"
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"go-admin/common/helper"
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"go-admin/pkg/maphelper"
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"go-admin/services/cacheservice"
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"strconv"
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"time"
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"github.com/go-admin-team/go-admin-core/sdk/service"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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type ReverseService struct {
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service.Service
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}
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// SaveMainOrder 保存订单信息
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// mapData: 下单数据
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// status: 订单状态
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// orderSn: 自定义订单号
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func (e *ReverseService) handleSimpleStatusChange(status string, orderSn string, mapData map[string]interface{}) (bool, error) {
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statusMap := map[string]int{
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"NEW": 2,
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"CANCELED": 6,
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"EXPIRED": 7,
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"EXPIRED_IN_MATCH": 7,
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}
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if newStatus, ok := statusMap[status]; ok {
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_ = e.changeOrderStatus(newStatus, orderSn, mapData)
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return false, nil
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}
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return false, fmt.Errorf("不支持的订单状态 %s", status)
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}
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// ReverseOrder 反向下单
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// apiKey: api key
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// mapData: 下单数据
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// return apiInfo, bool
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// bool: true=需要反单, false=不需要反单
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func (e *ReverseService) ReverseOrder(apiKey string, mapData map[string]interface{}) (bool, error) {
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apiInfo := GetApiInfoByKey(apiKey)
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if apiInfo.Id == 0 {
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e.Log.Errorf("获取apiInfo失败 %s", apiKey)
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return false, nil
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}
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status, _ := maphelper.GetString(mapData, "X")
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orderSn, err := maphelper.GetString(mapData, "c")
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if err != nil {
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return true, err
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}
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ot, err := maphelper.GetString(mapData, "ot")
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if err != nil {
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return true, err
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}
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switch status {
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case "NEW", "CANCELED", "EXPIRED", "EXPIRED_IN_MATCH":
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result, err := e.handleSimpleStatusChange(status, orderSn, mapData)
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//如果是 新开止盈止损 需要取消反单的止盈止损之后重下反单止盈止损
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if status == "NEW" && (ot == "TAKE_PROFIT_MARKET" || ot == "STOP_LOSS_MARKET" || ot == "TAKE_PROFIT_LIMIT" || ot == "STOP_LOSS_LIMIT") &&
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apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 {
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if err := e.ReTakeOrStopOrder(&mapData, orderSn, &apiInfo); err != nil {
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return true, err
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}
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}
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return result, err
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case "FILLED":
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if apiInfo.ReverseStatus == 1 && apiInfo.OpenStatus == 1 && apiInfo.ReverseApiId > 0 {
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reverseApiInfo, err := GetApiInfo(apiInfo.ReverseApiId)
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if err != nil {
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e.Log.Errorf("获取反向api信息失败 reverseApiId:%d, err:%v", apiInfo.ReverseApiId, err)
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return true, err
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}
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mainOrder, err := e.SaveMainOrder(mapData, apiInfo)
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if err != nil {
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return false, err
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}
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switch {
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case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL":
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if mainOrder.Category == 0 {
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if err1 := e.savePosition(&mainOrder, reverseApiInfo.Id, true, false, false); err1 != nil {
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return true, err1
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}
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e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, false, false)
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}
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case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL":
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if mainOrder.Category == 0 {
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closePosition := maphelper.GetBool(mapData, "R")
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if err1 := e.savePosition(&mainOrder, reverseApiInfo.Id, true, true, closePosition); err1 != nil {
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e.Log.Errorf("保存主订单失败: %v", err1)
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return true, err1
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}
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e.DoAddReverseOrder(&mainOrder, &reverseApiInfo, apiInfo.OrderProportion, true, closePosition)
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}
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default:
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return true, errors.New("不支持的订单类型")
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}
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return true, nil
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} else if apiInfo.Subordinate == "2" {
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symbol, err := maphelper.GetString(mapData, "s")
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if err != nil {
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return true, err
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}
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positionSide, err := maphelper.GetString(mapData, "ps")
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if err != nil {
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return true, err
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}
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side, err := maphelper.GetString(mapData, "S")
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if err != nil {
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return true, err
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}
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totalNum := maphelper.GetDecimal(mapData, "z")
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mainOrder := DbModels.LineReverseOrder{
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ApiId: apiInfo.Id,
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Symbol: symbol,
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PositionSide: positionSide,
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TotalNum: totalNum,
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Side: side,
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}
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e.changeOrderStatus(3, orderSn, mapData)
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switch {
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case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY", mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL":
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if mainOrder.Category == 0 {
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if err1 := e.savePosition(&mainOrder, 0, false, false, false); err1 != nil {
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return true, err1
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}
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}
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case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY", mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL":
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if mainOrder.Category == 0 {
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closePosition := maphelper.GetBool(mapData, "R")
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if err1 := e.savePosition(&mainOrder, 0, false, true, closePosition); err1 != nil {
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return true, err1
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}
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}
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default:
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return true, errors.New("不支持的订单类型")
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}
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}
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default:
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return false, fmt.Errorf("不支持的订单状态 %s", status)
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}
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return false, nil
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}
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// 修改订单状态
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// status: 订单状态 1-待下单 2-已下单 3-已成交 6-已取消 7-已过期
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func (e *ReverseService) changeOrderStatus(status int, orderSn string, mapData map[string]interface{}) error {
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data := map[string]interface{}{"status": status, "updated_at": time.Now()}
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if status == 3 {
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now := time.Now()
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if orderId, ok := mapData["i"].(float64); ok {
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data["order_id"] = orderId
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}
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if ap, ok := mapData["ap"].(bool); ok {
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data["final_price"] = ap
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}
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if num, ok := mapData["z"].(string); ok {
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data["total_num"], _ = decimal.NewFromString(num)
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}
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data["trigger_time"] = &now
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}
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db := e.Orm.Model(&DbModels.LineReverseOrder{}).
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Where("order_sn =? and status != 3", orderSn).
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Updates(data)
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if db.Error != nil {
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e.Log.Errorf("修改订单状态失败 orderSn:%s, err:%v", orderSn, db.Error)
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}
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if db.RowsAffected == 0 {
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e.Log.Errorf("修改订单状态失败 orderSn:%s, 未找到订单", orderSn)
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}
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return db.Error
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}
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// 先保存主单,持仓信息 必须用双向持仓!
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func (e *ReverseService) SaveMainOrder(mapData map[string]interface{}, apiInfo DbModels.LineApiUser) (DbModels.LineReverseOrder, error) {
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now := time.Now()
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symbol, err := maphelper.GetString(mapData, "s")
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var reverseOrder DbModels.LineReverseOrder
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if err != nil {
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return reverseOrder, err
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}
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orderSn, err := maphelper.GetString(mapData, "c")
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if err != nil {
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return reverseOrder, err
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}
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side, err := maphelper.GetString(mapData, "S")
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if err != nil {
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return reverseOrder, err
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}
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positionSide, err := maphelper.GetString(mapData, "ps")
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if err != nil {
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return reverseOrder, err
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}
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mainType, _ := maphelper.GetString(mapData, "ot")
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reverseOrder = DbModels.LineReverseOrder{
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ApiId: apiInfo.Id,
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Category: 0,
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OrderSn: orderSn,
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TriggerTime: &now,
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Status: 3,
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Symbol: symbol,
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FollowOrderSn: "",
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Type: mainType,
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Price: maphelper.GetDecimal(mapData, "p"),
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FinalPrice: maphelper.GetDecimal(mapData, "ap"),
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TotalNum: maphelper.GetDecimal(mapData, "z"),
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Side: side,
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PositionSide: positionSide,
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}
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reverseOrder.PriceU = reverseOrder.Price
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if !reverseOrder.Price.IsZero() && !reverseOrder.TotalNum.IsZero() {
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reverseOrder.BuyPrice = reverseOrder.Price.Mul(reverseOrder.TotalNum)
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}
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if id, err := maphelper.GetFloat64(mapData, "i"); err == nil {
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reverseOrder.OrderId = strconv.FormatFloat(id, 'f', -1, 64)
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}
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orderType, _ := maphelper.GetString(mapData, "ot")
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switch orderType {
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case "LIMIT", "MARKET":
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reverseOrder.OrderType = 0
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case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
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reverseOrder.OrderType = 1
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case "STOP_MARKET", "STOP", "TRAILING_STOP_MARKET":
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reverseOrder.OrderType = 2
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default:
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return reverseOrder, fmt.Errorf("不支持的订单类型: %s", orderType)
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}
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if reverseOrder.PositionSide == "BOTH" {
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return reverseOrder, errors.New("不支持的持仓类型,必须为双向持仓")
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}
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if err := e.Orm.Create(&reverseOrder).Error; err != nil {
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e.Log.Errorf("保存主单失败:%v", err)
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return reverseOrder, err
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}
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return reverseOrder, nil
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}
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// 更新仓位信息
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// closePosition: true=平仓, false=减仓
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func (e *ReverseService) savePosition(reverseOrder *DbModels.LineReverseOrder, reverseApiId int, isMain, reducePosition, closePosition bool) error {
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position := DbModels.LineReversePosition{}
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positionSide := reverseOrder.PositionSide
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side := reverseOrder.Side
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totalNum := reverseOrder.TotalNum
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var querySql string
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sqlStr := ""
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//如果是主单,存储仓位则是反单的持仓方向
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if isMain {
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if reverseOrder.PositionSide == "LONG" {
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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 !reducePosition {
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//反单止盈止损方向相反
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if side == "SELL" {
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side = "BUY"
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} else {
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side = "SELL"
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}
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position.ReverseApiId = reverseApiId
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position.Side = side
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position.ApiId = reverseOrder.ApiId
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position.Symbol = reverseOrder.Symbol
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position.Status = 1
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position.ReverseStatus = 0
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position.PositionSide = positionSide
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}
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querySql = "api_id =? and position_side =? and symbol =? and status =1"
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//平仓
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if closePosition {
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totalNum = decimal.Zero
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sqlStr = "UPDATE line_reverse_position set amount=@totalNum,updated_at=now(),status=2 where id =@id and status!=2 "
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} else if reducePosition {
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//只减仓
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sqlStr = "UPDATE line_reverse_position set amount=amount - @totalNum,updated_at=now() where id =@id and status!=2 "
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} else {
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sqlStr = "UPDATE line_reverse_position set total_amount=total_amount + @totalNum,amount=amount + @totalNum,updated_at=now() where id =@id and status!=2"
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}
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} else {
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querySql = "reverse_api_id =? and position_side =? and symbol =? and reverse_status in (0,1)"
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if closePosition {
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totalNum = decimal.Zero
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sqlStr = "UPDATE line_reverse_position set reverse_amount=@totalNum,updated_at=now(),reverse_status=2 where id =@id and reverse_status !=2"
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} else if reducePosition {
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sqlStr = "UPDATE line_reverse_position set reverse_amount=reverse_amount - @totalNum,updated_at=now() where id =@id and reverse_status !=2"
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} else {
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sqlStr = "UPDATE line_reverse_position set total_reverse_amount=total_reverse_amount + @totalNum,reverse_amount=reverse_amount + @totalNum,updated_at=now(),reverse_status =1 where id =@id and reverse_status !=2"
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}
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}
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err := e.Orm.Transaction(func(tx *gorm.DB) error {
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err1 := tx.Model(&position).Where(querySql,
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reverseOrder.ApiId, positionSide, reverseOrder.Symbol).First(&position).Error
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if err1 != nil {
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//主单仓位不存在,创建新仓位
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if isMain && errors.Is(err1, gorm.ErrRecordNotFound) && !reducePosition {
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if err2 := tx.Create(&position).Error; err2 != nil {
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return err2
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}
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} else {
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return err1
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}
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}
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dbResult := tx.Exec(sqlStr, sql.Named("totalNum", totalNum), sql.Named("id", position.Id))
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if dbResult.Error != nil {
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return dbResult.Error
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}
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if dbResult.RowsAffected == 0 {
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e.Log.Errorf("减仓数据 是否平仓单:%v :%v", closePosition, reverseOrder)
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return errors.New("没有找到对应的持仓信息")
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}
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return nil
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})
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return err
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}
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// 反向下单
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// mainOrder: 主单信息
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// reverseApiId: 反向apiId
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// orderProportion: 反向下单比例
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// reducePosition: 是否减仓
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// closePosition: 是否平仓
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func (e *ReverseService) DoAddReverseOrder(mainOrder *DbModels.LineReverseOrder, reverseApiInfo *DbModels.LineApiUser, orderProportion decimal.Decimal, reducePosition, closePosition bool) error {
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order := DbModels.LineReverseOrder{}
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order.ApiId = reverseApiInfo.Id
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order.Category = 1
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order.OrderSn = helper.GetOrderNo()
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order.FollowOrderSn = mainOrder.OrderSn
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order.Symbol = mainOrder.Symbol
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order.OrderType = 0
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switch mainOrder.PositionSide {
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case "LONG":
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order.PositionSide = "SHORT"
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case "SHORT":
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order.PositionSide = "LONG"
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}
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switch mainOrder.Side {
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case "SELL":
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order.Side = "BUY"
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case "BUY":
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order.Side = "SELL"
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default:
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return fmt.Errorf("不支持的订单类型 side:%s", mainOrder.Side)
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}
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if reducePosition && closePosition {
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order.OrderType = 4
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} else if reducePosition {
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order.OrderType = 3
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}
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symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, mainOrder.Symbol, 1)
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if err != nil {
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e.Log.Errorf("获取交易对信息失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
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return err
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}
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setting, err := cacheservice.GetReverseSetting(e.Orm)
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if err != nil {
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e.Log.Errorf("获取反单设置失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
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return err
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}
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signPrice, _ := decimal.NewFromString(symbol.LastPrice)
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price := signPrice.Truncate(int32(symbol.PriceDigit))
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if price.Cmp(decimal.Zero) <= 0 {
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e.Log.Errorf("获取最新价格失败 symbol:%s custom:%s 单价小于0", mainOrder.Symbol, mainOrder.OrderSn)
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return errors.New("获取最新价格失败")
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}
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var percent decimal.Decimal
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switch {
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case order.PositionSide == "LONG" && order.Side == "BUY", order.PositionSide == "SHORT" && order.Side == "BUY":
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percent = decimal.NewFromInt(100).Add(setting.ReversePremiumRatio)
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case order.PositionSide == "SHORT" && order.Side == "SELL", order.PositionSide == "LONG" && order.Side == "SELL":
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percent = decimal.NewFromInt(100).Sub(setting.ReversePremiumRatio)
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default:
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return fmt.Errorf("不支持的订单类型 ps:%s, side:%s", order.PositionSide, order.Side)
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}
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percent = percent.Div(decimal.NewFromInt(100)).Truncate(4)
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//计算溢价单价
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price = price.Mul(percent).Truncate(int32(symbol.PriceDigit))
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var amount decimal.Decimal
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//平仓单直接卖出全部数量
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if closePosition {
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var position DbModels.LineReversePosition
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if err1 := e.Orm.Model(position).
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Where("position_side =? and reverse_api_id =? and reverse_status =1", order.PositionSide, order.ApiId).
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Select("reverse_amount").
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Find(&position).Error; err1 != nil {
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e.Log.Errorf("获取剩余仓位失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err1)
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if len(err1.Error()) < 255 {
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order.Remark = err1.Error()
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} else {
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order.Remark = err1.Error()[:254]
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}
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}
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amount = position.ReverseAmount
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if amount.IsZero() {
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order.Remark = "没有持仓数量"
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}
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} else {
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proportion := decimal.NewFromInt(100)
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if orderProportion.Cmp(decimal.Zero) > 0 {
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proportion = orderProportion
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}
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//反向下单百分比
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proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(2)
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amount = mainOrder.BuyPrice.Mul(proportion).Div(price).Truncate(int32(symbol.AmountDigit))
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if amount.Cmp(decimal.Zero) <= 0 {
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e.Log.Errorf("计算数量失败 symbol:%s custom:%s 数量小于0", mainOrder.Symbol, mainOrder.OrderSn)
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return errors.New("计算数量失败")
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}
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}
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order.TotalNum = amount
|
|
order.Price = price
|
|
order.PriceU = price
|
|
order.BuyPrice = amount.Mul(price).Truncate(int32(symbol.PriceDigit))
|
|
order.Status = 1
|
|
order.Type = setting.ReverseOrderType
|
|
order.SignPrice = signPrice
|
|
|
|
if order.Remark != "" {
|
|
order.Status = 8
|
|
}
|
|
|
|
if err := e.Orm.Model(&order).Create(&order).Error; err != nil {
|
|
e.Log.Errorf("保存反单失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
|
|
return err
|
|
}
|
|
|
|
if order.Status == 1 {
|
|
e.DoBianceOrder(&order, reverseApiInfo, &setting, reducePosition, closePosition)
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// 处理币安订单
|
|
// order: 反单信息
|
|
// apiInfo: 币安api信息
|
|
func (e *ReverseService) DoBianceOrder(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, setting *DbModels.LineReverseSetting, reducePosition, closePosition bool) error {
|
|
futApiV2 := FuturesResetV2{Service: e.Service}
|
|
orderType := setting.ReverseOrderType
|
|
|
|
if orderType == "" {
|
|
orderType = "LIMIT"
|
|
}
|
|
|
|
params := FutOrderPlace{
|
|
ApiId: apiInfo.Id,
|
|
Symbol: order.Symbol,
|
|
PositionSide: order.PositionSide,
|
|
Side: order.Side,
|
|
OrderType: orderType,
|
|
Quantity: order.TotalNum,
|
|
Price: order.Price,
|
|
NewClientOrderId: order.OrderSn,
|
|
}
|
|
|
|
err := futApiV2.OrderPlaceLoop(apiInfo, params)
|
|
|
|
if err != nil {
|
|
e.Log.Errorf("币安下单失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err)
|
|
remark := err.Error()
|
|
|
|
if len(remark) > 255 {
|
|
remark = remark[:254]
|
|
}
|
|
|
|
if err1 := e.Orm.Model(&order).Where("id =? and status !=3", order.Id).Updates(map[string]interface{}{"status": 8, "remark": remark, "updated_at": time.Now()}).Error; err1 != nil {
|
|
e.Log.Errorf("更新订单状态失败 symbol:%s custom:%s :%v", err1)
|
|
}
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
// 重下止盈止损
|
|
// mapData: 主单止盈止损回调
|
|
func (e *ReverseService) ReTakeOrStopOrder(mapData *map[string]interface{}, orderSn string, mainApiInfo *DbModels.LineApiUser) error {
|
|
symbol, err := maphelper.GetString(*mapData, "s")
|
|
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
side, err := maphelper.GetString(*mapData, "S")
|
|
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
ot, err := maphelper.GetString(*mapData, "ot")
|
|
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
//反单止盈止损方向相反
|
|
if side == "SELL" {
|
|
side = "BUY"
|
|
} else {
|
|
side = "SELL"
|
|
}
|
|
|
|
positionSide, err := maphelper.GetString(*mapData, "ps")
|
|
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
if positionSide == "LONG" {
|
|
positionSide = "SHORT"
|
|
} else {
|
|
positionSide = "LONG"
|
|
}
|
|
|
|
apiInfo, err := GetApiInfo(mainApiInfo.ReverseApiId)
|
|
|
|
if err != nil {
|
|
e.Log.Errorf("根据主单api获取反单api失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
|
|
return err
|
|
}
|
|
|
|
var reverseOrder DbModels.LineReverseOrder
|
|
e.Orm.Model(&DbModels.LineReverseOrder{}).
|
|
Where("symbol =? and api_id =? and position_side =? and side = ? and status =1", symbol, mainApiInfo.ReverseApiId, positionSide, side).
|
|
First(&reverseOrder)
|
|
|
|
//取消旧止盈止损
|
|
if reverseOrder.OrderSn != "" {
|
|
futApi := FutRestApi{}
|
|
err := futApi.CancelFutOrderRetry(apiInfo, symbol, reverseOrder.OrderSn)
|
|
|
|
if err != nil {
|
|
e.Log.Errorf("币安撤单失败 symbol:%s custom:%s :%v", symbol, orderSn, err)
|
|
return err
|
|
}
|
|
}
|
|
|
|
params := FutOrderPlace{
|
|
ApiId: apiInfo.Id,
|
|
Symbol: symbol,
|
|
PositionSide: positionSide,
|
|
Side: side,
|
|
OrderType: ot,
|
|
Quantity: reverseOrder.TotalNum,
|
|
Price: reverseOrder.Price,
|
|
NewClientOrderId: reverseOrder.OrderSn,
|
|
}
|
|
futApiV2 := FuturesResetV2{Service: e.Service}
|
|
futApiV2.OrderPlace(&apiInfo, params)
|
|
return nil
|
|
}
|