858 lines
26 KiB
Go
858 lines
26 KiB
Go
package binanceservice
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import (
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"context"
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"errors"
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"fmt"
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"go-admin/app/admin/models"
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DbModels "go-admin/app/admin/models"
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"go-admin/app/admin/service/dto"
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"go-admin/common/const/rediskey"
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"go-admin/common/global"
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"go-admin/common/helper"
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models2 "go-admin/models"
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"go-admin/pkg/utility"
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"go-admin/pkg/utility/snowflakehelper"
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"strconv"
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"strings"
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"time"
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"github.com/bytedance/sonic"
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"github.com/go-admin-team/go-admin-core/logger"
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"github.com/jinzhu/copier"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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/*
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订单回调
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*/
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func ChangeSpotOrder(mapData map[string]interface{}) {
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// 检查订单号是否存在
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orderSn, ok := mapData["c"]
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originOrderSn := mapData["C"] //取消操作 代表原始订单号
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if !ok {
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logger.Error("订单回调失败, 没有订单号", mapData)
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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("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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lockKey := fmt.Sprintf(rediskey.SpotCallBack, orderSn)
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lock := helper.NewRedisLock(lockKey, 200, 5, 100*time.Millisecond)
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if err := acquireLock(lock, orderSn); err != nil {
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return
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}
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defer lock.Release()
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// 查询订单
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preOrder, err := getPreOrder(db, orderSn)
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if err != nil {
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logger.Error("订单回调失败, 查询订单失败:", orderSn, " err:", err)
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return
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}
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// 解析订单状态
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status, ok := mapData["X"]
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if !ok {
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logMapData(mapData)
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return
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}
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// 更新订单状态
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orderStatus, reason := parseOrderStatus(status, mapData)
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if orderStatus == 0 {
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logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
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return
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}
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if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
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logger.Error("修改订单状态失败:", orderSn, " err:", err)
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return
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}
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// 根据订单类型和状态处理逻辑
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handleOrderByType(db, preOrder, orderStatus)
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}
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// 获取 Redis 锁
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func acquireLock(lock *helper.RedisLock, orderSn interface{}) error {
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acquired, err := lock.AcquireWait(context.Background())
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if err != nil {
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logger.Error("订单回调失败, 获取锁失败:", orderSn, " err:", err)
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return err
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}
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if !acquired {
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logger.Error("订单回调失败, 获取锁失败:", orderSn)
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return fmt.Errorf("failed to acquire lock")
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}
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return nil
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}
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// 记录 mapData 数据
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func logMapData(mapData map[string]interface{}) {
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mapStr, _ := sonic.Marshal(&mapData)
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logger.Error("订单回调失败, 没有状态:", string(mapStr))
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}
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// 根据订单类型和状态处理逻辑
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func handleOrderByType(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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handleMainOrderFilled(db, preOrder)
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//主单减仓完毕
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case preOrder.OrderCategory == 1 && preOrder.OrderType == 4 && orderStatus == 6:
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handleMainReduceFilled(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(preOrder)
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// 止盈成交
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case preOrder.OrderType == 1 && orderStatus == 6:
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handleSpotTakeProfitFilled(db, preOrder)
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//平仓单
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case preOrder.OrderType == 3 && orderStatus == 6:
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handleMainOrderClosePosition(db, preOrder)
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//主单止损回调
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case preOrder.OrderType == 2 && orderStatus == 6:
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removeSpotLossAndAddPosition(preOrder)
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.MainId).Update("status", 9).Error; err != nil {
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logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
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}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status =0", preOrder.MainId).Update("status", 4).Error; err != nil {
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logger.Errorf("主单止损回调 订单号:%s 修改主单状态失败:%v", preOrder.OrderSn, err)
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}
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}
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}
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// 主单减仓完毕
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func handleMainReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if apiUserInfo.Id == 0 {
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logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
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return
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}
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tradeSet, err := GetTradeSet(preOrder.Symbol, 0)
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if err != nil {
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logger.Errorf("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
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return
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}
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price := utility.StrToDecimal(preOrder.Price)
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parentOrder, _ := GetOrderById(db, preOrder.Pid)
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orders := make([]models.LinePreOrder, 0)
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rate := utility.StringAsFloat(preOrder.Rate)
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ext := models.LinePreOrderExt{}
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//获取订单配置
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db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext)
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// 不是100%减仓 就需要挂止盈止损
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if rate < 100 {
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num, err := getSpotPositionNum(apiUserInfo, preOrder, tradeSet)
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if err != nil {
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return
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}
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takeProfitOrder := models.LinePreOrder{}
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copier.Copy(&takeProfitOrder, &preOrder)
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takeProfitOrder.Id = 0
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takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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takeProfitOrder.Status = 0
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takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
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takeProfitOrder.OrderType = 1
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takeProfitOrder.Rate = "100"
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takeProfitOrder.SignPrice = preOrder.Price
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takeProfitOrder.CreatedAt = time.Now()
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takeProfitOrder.BuyPrice = "0"
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takeProfitOrder.MainOrderType = "LIMIT"
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takeProfitOrder.Num = num.String()
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orders = append(orders, takeProfitOrder)
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//有止损单
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if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
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var stoploss models.LinePreOrder
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copier.Copy(&stoploss, &preOrder)
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stoploss.Id = 0
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stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
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stoploss.Status = 0
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stoploss.CreatedAt = time.Now()
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stoploss.OrderType = 2
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stoploss.SignPrice = preOrder.Price
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stoploss.BuyPrice = "0"
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stoploss.Rate = "100"
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stoploss.MainOrderType = "LIMIT"
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stoploss.Num = num.String()
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orders = append(orders, stoploss)
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}
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if err := db.Create(&orders).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
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return
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}
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spotApi := SpotRestApi{}
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paramsMap := OrderPlacementService{
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ApiId: takeProfitOrder.ApiId,
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Symbol: takeProfitOrder.Symbol,
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Side: takeProfitOrder.Site,
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Type: "LIMIT",
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TimeInForce: "GTC",
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Price: utility.StrToDecimal(takeProfitOrder.Price),
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Quantity: num,
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NewClientOrderId: takeProfitOrder.OrderSn,
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StopPrice: utility.StrToDecimal(takeProfitOrder.Price),
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}
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if err := spotApi.OrderPlace(db, paramsMap); err != nil {
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logger.Errorf("减仓后重下止盈失败 减仓order_sn:%s err:%v", preOrder.OrderSn, err)
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if err2 := db.Model(&takeProfitOrder).Updates(map[string]interface{}{"status": 2, "": err.Error()}).Error; err2 != nil {
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logger.Errorf("handleMainReduceFilled 更新止盈单失败:%v", err2)
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}
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}
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}
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//计算实际亏损
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if parentOrder.Price != "" {
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parentPrice := utility.StrToDecimal(parentOrder.Price)
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reduceNum := utility.StrToDecimal(preOrder.Num)
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lossAmountU := price.Sub(parentPrice).Abs().Mul(reduceNum).Truncate(2)
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if err := db.Model(&parentOrder).Update("loss_amount", lossAmountU).Error; err != nil {
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logger.Errorf("修改主单实际亏损失败 订单号:%s err:%v", parentOrder.OrderSn, err)
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}
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}
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//加仓待触发
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addPositionOrder := DbModels.LinePreOrder{}
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if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
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return
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}
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keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
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addPositionData := AddPositionList{
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MainId: addPositionOrder.MainId,
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Pid: addPositionOrder.Pid,
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Price: utility.StrToDecimal(addPositionOrder.Price),
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ApiId: addPositionOrder.ApiId,
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Symbol: addPositionOrder.Symbol,
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Side: addPositionOrder.Site,
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SymbolType: addPositionOrder.SymbolType,
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}
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addVal, err := sonic.MarshalString(addPositionData)
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if err != nil {
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logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
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return
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}
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if err := helper.DefaultRedis.RPushList(keySpotAddPosition, addVal); err != nil {
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logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
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}
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}
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// 获取现货持仓数量
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func getSpotPositionNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) (decimal.Decimal, error) {
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client := GetClient(&apiUserInfo)
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resp, _, err := client.SendSpotAuth("/api/v3/account", "GET", map[string]interface{}{
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"omitZeroBalances": true,
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})
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if err != nil {
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logger.Errorf("api_id:%d 交易对:%s 查询用户信息失败:%v", apiUserInfo.Id, preOrder.Symbol, err)
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return decimal.Decimal{}, err
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}
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var balanceInfo SpotAccountInfo
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sonic.Unmarshal(resp, &balanceInfo)
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suffix := utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, "")
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var num decimal.Decimal
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for _, item := range balanceInfo.Balances {
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if item.Asset == suffix {
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if utility.StrToDecimal(item.Free).Cmp(decimal.Zero) <= 0 {
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logger.Error("handleMainReduceFilled 账户余额不足,交易对：%s 订单号:%s", preOrder.Symbol, preOrder.OrderSn)
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return decimal.Decimal{}, errors.New("账户余额不足")
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}
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num = utility.StrToDecimal(item.Free).Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
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break
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}
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}
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return num, nil
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}
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// 主单取消
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func handleMainOrderCancel(preOrder *DbModels.LinePreOrder) {
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preOrderKey := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
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preSpotOrders, _ := helper.DefaultRedis.GetAllList(preOrderKey)
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preOrderCache := DbModels.LinePreOrder{}
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for _, v := range preSpotOrders {
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if v == "" {
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continue
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}
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sonic.Unmarshal([]byte(v), &preOrderCache)
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if preOrderCache.Pid == preOrder.Id {
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_, err := helper.DefaultRedis.LRem(preOrderKey, v)
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if err != nil {
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logger.Errorf("订单回调失败, 回调订单号：%s 删除缓存失败:%v", preOrder.OrderSn, err)
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}
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}
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}
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}
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// 平仓单
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func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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//主单平仓
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if preOrder.OrderCategory == 1 {
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ids := []int{preOrder.Pid, preOrder.MainId}
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db.Transaction(func(tx *gorm.DB) error {
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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.Errorf("平仓订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
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return err
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}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0", preOrder.MainId).Update("status", 4).Error; err != nil {
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logger.Errorf("平仓订单回调失败, 回调订单号：%s 更新子单失败:%v", preOrder.OrderSn, err)
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return err
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}
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return nil
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})
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}
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removeSpotLossAndAddPosition(preOrder)
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}
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// 止盈成交
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func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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removeSpotLossAndAddPosition(preOrder)
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db.Transaction(func(tx *gorm.DB) error {
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ids := []int{preOrder.Pid, preOrder.MainId}
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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.Errorf("止盈订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
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return err
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}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0").Update("status", 4).Error; err != nil {
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logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新取消状态失败:%v", preOrder.OrderSn, err)
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return err
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}
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return nil
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})
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}
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func removeSpotLossAndAddPosition(preOrder *DbModels.LinePreOrder) {
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stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
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stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
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addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
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addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
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reduceKey := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
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reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey)
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stoploss := dto.StopLossRedisList{}
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addPosition := AddPositionList{}
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reduce := ReduceListItem{}
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//止损缓存
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for _, v := range stoplossVal {
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sonic.Unmarshal([]byte(v), &stoploss)
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if stoploss.MainId == preOrder.MainId {
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_, err := helper.DefaultRedis.LRem(stoplossKey, v)
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if err != nil {
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logger.Errorf("订单回调失败, 回调订单号：%s 删除止损缓存失败:%v", preOrder.OrderSn, err)
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}
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}
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}
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//加仓缓存
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for _, v := range addPositionVal {
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sonic.Unmarshal([]byte(v), &addPosition)
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if addPosition.MainId == preOrder.MainId {
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_, err := helper.DefaultRedis.LRem(addPositionKey, v)
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if err != nil {
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logger.Errorf("订单回调失败, 回调订单号：%s 删除加仓缓存失败:%v", preOrder.OrderSn, err)
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}
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}
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}
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//减仓缓存
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for _, v := range reduceVal {
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sonic.Unmarshal([]byte(v), &reduce)
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if reduce.MainId == preOrder.MainId {
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_, err := helper.DefaultRedis.LRem(reduceKey, v)
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if err != nil {
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logger.Errorf("订单回调失败, 回调订单号：%s 删除减仓缓存失败:%v", preOrder.OrderSn, err)
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}
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}
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}
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}
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// 主单成交
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func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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processTakeProfitAndStopLossOrders(db, preOrder)
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tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
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if tradeSet.Coin == "" {
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logger.Errorf("获取交易对配置失败, 回调订单号：%s", preOrder.OrderSn)
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return
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}
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//主单类型
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if preOrder.OrderCategory == 1 {
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//预生成加仓单
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orderExts, err := GetOrderExts(db, preOrder.Id)
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if err != nil {
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logger.Errorf("预生成加仓单失败, 回调订单号：%s 获取主单拓展配置失败:%v", preOrder.OrderSn, err)
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return
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}
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price := utility.StrToDecimal(preOrder.Price)
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for _, v := range orderExts {
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if v.OrderId == 0 {
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var data DbModels.LinePreOrder
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copier.Copy(&data, &v)
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|
|
data.Id = 0
|
|
data.Pid = preOrder.Id
|
|
data.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
|
|
data.MainId = preOrder.Id
|
|
data.CreatedAt = time.Now()
|
|
data.MainOrderType = v.AddPositionOrderType
|
|
data.Status = 0
|
|
data.OrderCategory = 3
|
|
var percentage decimal.Decimal
|
|
|
|
if data.Site == "BUY" {
|
|
percentage = decimal.NewFromInt(1).Add(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
|
|
} else {
|
|
percentage = decimal.NewFromInt(1).Sub(v.AddPositionPriceRatio.Div(decimal.NewFromInt(100)))
|
|
}
|
|
data.Price = price.Mul(percentage).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
|
|
err := db.Transaction(func(tx *gorm.DB) error {
|
|
if err2 := tx.Create(&data).Error; err2 != nil {
|
|
return err2
|
|
}
|
|
|
|
v.OrderId = data.Id
|
|
if err2 := tx.Model(&v).Update("order_id", data.Id).Error; err2 != nil {
|
|
return err2
|
|
}
|
|
|
|
return nil
|
|
})
|
|
|
|
if err != nil {
|
|
logger.Errorf("预生成加仓单失败, 回调订单号：%s 预生成加仓单失败:%v", preOrder.OrderSn, err)
|
|
return
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
// 解析订单状态
|
|
// 5:委托中 6:完全成交 4:取消 9:已平仓
|
|
func parseOrderStatus(status interface{}, mapData map[string]interface{}) (int, string) {
|
|
reason, _ := mapData["r"].(string)
|
|
|
|
if strings.ToLower(reason) == "none" {
|
|
reason = ""
|
|
}
|
|
|
|
switch status {
|
|
case "NEW": // 未成交
|
|
return 5, reason
|
|
case "FILLED": // 完全成交
|
|
return 6, reason
|
|
case "CANCELED", "EXPIRED": // 取消
|
|
return 4, reason
|
|
default:
|
|
return 0, reason
|
|
}
|
|
}
|
|
|
|
// 更新订单状态
|
|
func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, reason string, isSpot bool, mapData map[string]interface{}) error {
|
|
params := map[string]interface{}{"status": strconv.Itoa(status), "desc": reason}
|
|
|
|
switch isSpot {
|
|
case true:
|
|
total := decimal.Zero
|
|
totalAmount := decimal.Zero
|
|
if totalStr, ok := mapData["Z"].(string); ok {
|
|
total, _ = decimal.NewFromString(totalStr)
|
|
}
|
|
if totalAmountStr, ok := mapData["z"].(string); ok {
|
|
totalAmount, _ = decimal.NewFromString(totalAmountStr)
|
|
}
|
|
|
|
//主单 修改单价 和成交数量
|
|
if total.Cmp(decimal.Zero) > 0 && totalAmount.Cmp(decimal.Zero) > 0 {
|
|
num := totalAmount.Div(decimal.NewFromFloat(100)).Mul(decimal.NewFromFloat(99.8))
|
|
params["num"] = num
|
|
params["price"] = total.Div(totalAmount)
|
|
preOrder.Num = num.String()
|
|
preOrder.Price = total.Div(totalAmount).String()
|
|
}
|
|
case false:
|
|
status, _ := mapData["X"].(string)
|
|
|
|
if status == "FILLED" {
|
|
num, _ := decimal.NewFromString(mapData["z"].(string))
|
|
params["num"] = num.Mul(decimal.NewFromFloat(0.998)).String()
|
|
price, _ := mapData["ap"].(string)
|
|
|
|
params["price"] = price
|
|
preOrder.Num = num.String()
|
|
preOrder.Price = price
|
|
}
|
|
}
|
|
|
|
return db.Model(&DbModels.LinePreOrder{}).Where("order_sn = ? AND status < 6", preOrder.OrderSn).
|
|
Updates(params).Error
|
|
}
|
|
|
|
// 主单成交 处理止盈止损订单
|
|
// preOrder 主单
|
|
func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder) {
|
|
orders := []models.LinePreOrder{}
|
|
tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)
|
|
|
|
if tradeSet.Coin == "" {
|
|
logger.Error("获取交易对失败")
|
|
return
|
|
}
|
|
|
|
apiInfo, err := GetApiInfo(preOrder.ApiId)
|
|
if apiInfo.Id == 0 {
|
|
logger.Error("订单回调查询apiuserinfo失败 err:", err)
|
|
return
|
|
}
|
|
|
|
num, err := getSpotPositionNum(apiInfo, preOrder, tradeSet)
|
|
|
|
if err != nil {
|
|
logger.Error("订单回调查询持仓数量失败:", err)
|
|
num = utility.StrToDecimal(preOrder.Num)
|
|
}
|
|
|
|
if err := db.Model(&DbModels.LinePreOrder{}).
|
|
Where("pid = ? AND order_category = 1 AND order_type > 0 AND status = '0' ", preOrder.Id).
|
|
Find(&orders).Error; err != nil && errors.Is(err, gorm.ErrRecordNotFound) {
|
|
logger.Error("订单回调查询止盈止损单失败:", err)
|
|
return
|
|
} else if len(orders) == 0 && preOrder.OrderCategory == 3 {
|
|
orders, err = makeSpotTakeAndReduce(preOrder, db, tradeSet, orders, num)
|
|
|
|
if err != nil {
|
|
return
|
|
}
|
|
}
|
|
|
|
spotApi := SpotRestApi{}
|
|
|
|
for i, order := range orders {
|
|
if i >= 2 { // 最多处理 2 个订单
|
|
break
|
|
}
|
|
|
|
order.Num = num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit)).String()
|
|
|
|
if order.OrderType == 4 {
|
|
ext := DbModels.LinePreOrderExt{}
|
|
db.Model(&ext).Where("order_id=?", preOrder.Id).Find(&ext)
|
|
|
|
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
|
|
order.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
|
|
}
|
|
}
|
|
|
|
if err := db.Model(&order).Update("num", order.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)
|
|
}
|
|
|
|
switch order.OrderType {
|
|
case 1: // 止盈
|
|
processTakeProfitOrder(db, spotApi, order)
|
|
case 2: // 止损
|
|
processStopLossOrder(order)
|
|
case 4: //减仓
|
|
processSpotReduceOrder(order)
|
|
}
|
|
}
|
|
}
|
|
|
|
// 构建现货止盈、减仓单
|
|
func makeSpotTakeAndReduce(preOrder *DbModels.LinePreOrder, db *gorm.DB, tradeSet models2.TradeSet, orders []DbModels.LinePreOrder, num decimal.Decimal) ([]DbModels.LinePreOrder, error) {
|
|
ext := models.LinePreOrderExt{}
|
|
price := utility.StrToDecimal(preOrder.Price)
|
|
|
|
if err := db.Model(&ext).Where("order_id = ?", preOrder.Id).First(&ext).Error; err != nil {
|
|
logger.Error("订单回调查询止盈止损单扩展表失败:", err)
|
|
return nil, errors.New("订单回调查询止盈止损单扩展表失败")
|
|
}
|
|
|
|
totalLossAmountU, _ := GetTotalLossAmount(db, preOrder.MainId)
|
|
|
|
//止盈单
|
|
if ext.TakeProfitRatio.Cmp(decimal.Zero) > 0 {
|
|
profitOrder := models.LinePreOrder{}
|
|
copier.Copy(&profitOrder, preOrder)
|
|
|
|
profitOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
|
|
profitOrder.Pid = preOrder.Id
|
|
profitOrder.OrderType = 1
|
|
profitOrder.Status = 0
|
|
profitOrder.Rate = ext.TakeProfitRatio.String()
|
|
profitOrder.MainId = ext.MainOrderId
|
|
profitOrder.Num = num.String()
|
|
|
|
//止盈需要累加之前的亏损
|
|
if totalLossAmountU.Cmp(decimal.Zero) > 0 {
|
|
profitOrder.Rate = totalLossAmountU.Div(num).Div(price).Sub(decimal.NewFromInt(1)).Abs().Add(ext.TakeProfitRatio).Truncate(2).String()
|
|
} else {
|
|
profitOrder.Rate = ext.TakeProfitRatio.String()
|
|
}
|
|
|
|
orders = append(orders, profitOrder)
|
|
}
|
|
|
|
//减仓单
|
|
if ext.ReducePriceRatio.Cmp(decimal.Zero) > 0 {
|
|
stopOrder := models.LinePreOrder{}
|
|
copier.Copy(&stopOrder, preOrder)
|
|
|
|
stopOrder.OrderSn = strconv.FormatInt(snowflakehelper.GetOrderId(), 10)
|
|
stopOrder.Pid = preOrder.Id
|
|
stopOrder.MainId = ext.MainOrderId
|
|
stopOrder.OrderType = 4
|
|
stopOrder.Status = 0
|
|
stopOrder.Rate = ext.ReducePriceRatio.String()
|
|
|
|
if ext.ReduceNumRatio.Cmp(decimal.Zero) > 0 {
|
|
stopOrder.Num = num.Mul(ext.ReduceNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit)).String()
|
|
} else {
|
|
stopOrder.Num = num.String()
|
|
}
|
|
|
|
orders = append(orders, stopOrder)
|
|
}
|
|
|
|
for index := range orders {
|
|
if strings.ToUpper(preOrder.Site) == "BUY" {
|
|
orders[index].Site = "SELL"
|
|
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(ext.ReducePriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
} else {
|
|
orders[index].Site = "BUY"
|
|
orders[index].Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(ext.ReducePriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
}
|
|
}
|
|
|
|
if len(orders) > 0 {
|
|
if err := db.Create(&orders).Error; err != nil {
|
|
logger.Error("主单回调，创建止盈、减仓单失败")
|
|
return orders, errors.New("主单回调，创建止盈、减仓单失败")
|
|
}
|
|
}
|
|
return orders, nil
|
|
}
|
|
|
|
// 现货减仓
|
|
func processSpotReduceOrder(preOrder DbModels.LinePreOrder) {
|
|
key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
|
|
item := ReduceListItem{
|
|
Id: preOrder.Id,
|
|
ApiId: preOrder.ApiId,
|
|
Pid: preOrder.Pid,
|
|
MainId: preOrder.MainId,
|
|
Price: utility.StrToDecimal(preOrder.Price),
|
|
Num: utility.StrToDecimal(preOrder.Num),
|
|
Side: preOrder.Site,
|
|
Symbol: preOrder.Symbol,
|
|
OrderSn: preOrder.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 processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder) {
|
|
tradeSet, _ := GetTradeSet(order.Symbol, 0)
|
|
|
|
if tradeSet.Coin == "" {
|
|
logger.Error("获取交易对失败")
|
|
return
|
|
}
|
|
|
|
price, _ := decimal.NewFromString(order.Price)
|
|
|
|
params := OrderPlacementService{
|
|
ApiId: order.ApiId,
|
|
Symbol: order.Symbol,
|
|
Side: order.Site,
|
|
Price: price.Truncate(int32(tradeSet.PriceDigit)),
|
|
Quantity: utility.StrToDecimal(order.Num),
|
|
Type: "TAKE_PROFIT_LIMIT",
|
|
TimeInForce: "GTC",
|
|
StopPrice: price.Truncate(int32(tradeSet.PriceDigit)),
|
|
NewClientOrderId: order.OrderSn,
|
|
}
|
|
|
|
err := spotApi.OrderPlace(db, params)
|
|
|
|
if err != nil {
|
|
for x := 0; x < 5; x++ {
|
|
if strings.Contains(err.Error(), "LOT_SIZE") {
|
|
break
|
|
}
|
|
|
|
err = spotApi.OrderPlace(db, params)
|
|
|
|
if err == nil {
|
|
break
|
|
}
|
|
}
|
|
}
|
|
|
|
if err != nil {
|
|
logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
|
|
Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
|
|
logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
|
|
}
|
|
} else {
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).
|
|
Updates(map[string]interface{}{"status": "1", "num": order.Num}).Error; err != nil {
|
|
logger.Error("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
|
|
}
|
|
}
|
|
}
|
|
|
|
// 处理止损订单
|
|
// order 止损单
|
|
func processStopLossOrder(order models.LinePreOrder) error {
|
|
price := utility.StrToDecimal(order.Price)
|
|
stopLoss := dto.StopLossRedisList{
|
|
Id: order.Id,
|
|
PId: order.Pid,
|
|
ApiId: order.ApiId,
|
|
OrderTye: order.OrderType,
|
|
OrderCategory: order.OrderCategory,
|
|
Price: price,
|
|
SymbolType: order.SymbolType,
|
|
Symbol: order.Symbol,
|
|
Site: order.Site,
|
|
}
|
|
|
|
stoplossVal, _ := sonic.MarshalString(&stopLoss)
|
|
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
|
|
|
|
if stoplossVal == "" {
|
|
return errors.New("stoplossVal is empty")
|
|
}
|
|
|
|
if err := helper.DefaultRedis.RPushList(stoplossKey, stoplossVal); err != nil {
|
|
return err
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
func GetSystemSetting(db *gorm.DB) (models.LineSystemSetting, error) {
|
|
key := fmt.Sprintf(rediskey.SystemSetting)
|
|
val, _ := helper.DefaultRedis.GetString(key)
|
|
setting := models.LineSystemSetting{}
|
|
|
|
if val != "" {
|
|
sonic.UnmarshalString(val, &setting)
|
|
}
|
|
|
|
if setting.Id > 0 {
|
|
return setting, nil
|
|
}
|
|
|
|
var err error
|
|
setting, err = ResetSystemSetting(db)
|
|
if err != nil {
|
|
return setting, err
|
|
}
|
|
|
|
return setting, nil
|
|
}
|
|
|
|
func ResetSystemSetting(db *gorm.DB) (DbModels.LineSystemSetting, error) {
|
|
setting := DbModels.LineSystemSetting{}
|
|
if err := db.Model(&setting).First(&setting).Error; err != nil {
|
|
return setting, err
|
|
}
|
|
|
|
settVal, _ := sonic.MarshalString(&setting)
|
|
|
|
if settVal != "" {
|
|
if err := helper.DefaultRedis.SetString(rediskey.SystemSetting, settVal); err != nil {
|
|
logger.Error("redis添加系统设置失败", err)
|
|
}
|
|
}
|
|
return DbModels.LineSystemSetting{}, nil
|
|
}
|
|
|
|
// NEW
|
|
// PENDING_NEW
|
|
// PARTIALLY_FILLED
|
|
// FILLED
|
|
// CANCELED
|
|
// PENDING_CANCEL
|
|
// REJECTED
|
|
// EXPIRED
|
|
// EXPIRED_IN_MATCH
|