exchange_go/services/binanceservice/futuresrest.go

package binanceservice

import (
	"context"
	"fmt"
	"go-admin/app/admin/models"
	DbModels "go-admin/app/admin/models"
	"go-admin/common/const/rediskey"
	"go-admin/common/global"
	"go-admin/common/helper"
	models2 "go-admin/models"
	"go-admin/pkg/utility"
	"go-admin/pkg/utility/snowflakehelper"
	"strings"
	"time"

	"github.com/bytedance/sonic"
	"github.com/go-admin-team/go-admin-core/logger"
	"github.com/jinzhu/copier"
	"github.com/shopspring/decimal"
	"gorm.io/gorm"
)

/*
修改订单信息
*/
func ChangeFutureOrder(mapData map[string]interface{}) {
	// 检查订单号是否存在
	orderSn, ok := mapData["c"]
	originOrderSn := mapData["C"] //取消操作 代表原始订单号

	if !ok {
		logger.Error("合约订单回调失败,没有订单号")
		return
	}

	if originOrderSn != "" {
		orderSn = originOrderSn
	}

	// 获取数据库连接
	db := GetDBConnection()
	if db == nil {
		logger.Error("合约订单回调失败,无法获取数据库连接")
		return
	}

	// 获取 Redis 锁
	lock := helper.NewRedisLock(fmt.Sprintf(rediskey.FutCallBack, orderSn), 10, 5, 500*time.Millisecond)
	acquired, err := lock.AcquireWait(context.Background())
	if err != nil {
		logger.Error("合约订单回调失败,获取锁失败:", orderSn, " err:", err)
		return
	}
	if !acquired {
		logger.Error("合约订单回调失败,获取锁失败:", orderSn)
		return
	}
	defer lock.Release()

	// 查询订单
	preOrder, err := getPreOrder(db, orderSn)
	if err != nil {
		logger.Error("合约订单回调失败,查询订单失败:", orderSn, " err:", err)
		return
	}

	// 解析订单状态
	status, ok := mapData["X"].(string)
	if !ok {
		mapStr, _ := sonic.Marshal(&mapData)
		logger.Error("订单回调失败,没有状态:", string(mapStr))
		return
	}
	// 更新订单状态
	orderStatus, reason := parseOrderStatus(status, mapData)

	if orderStatus == 0 {
		logger.Error("订单回调失败,状态错误:", orderSn, " status:", status, " reason:", reason)
		return
	}

	if err := updateOrderStatus(db, preOrder, orderStatus, reason, true, mapData); err != nil {
		logger.Error("修改订单状态失败:", orderSn, " err:", err)
		return
	}

	handleFutOrderByType(db, preOrder, orderStatus)
}

// 合约回调
func handleFutOrderByType(db *gorm.DB, preOrder *DbModels.LinePreOrder, orderStatus int) {
	switch {
	//主单成交
	case preOrder.OrderType == 0 && orderStatus == 6:
		handleFutMainOrderFilled(db, preOrder)
	//止盈成交
	case preOrder.OrderType == 1 && orderStatus == 6:
		handleTakeProfit(db, preOrder)
	//减仓回调
	case preOrder.OrderType == 4 && orderStatus == 6:
		handleReduceFilled(db, preOrder)

	//止损成交
	case preOrder.OrderType == 2 && orderStatus == 6:
		handleStopLoss(db, preOrder)
	//平仓成交
	case preOrder.OrderType == 3 && orderStatus == 6:
		handleClosePosition(db, preOrder)
	}
}

// 减仓回调
func handleReduceFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
	apiUserInfo, _ := GetApiInfo(preOrder.ApiId)

	if apiUserInfo.Id == 0 {
		logger.Errorf("handleMainReduceFilled 获取api信息失败,订单号:%s", preOrder.OrderSn)
		return
	}

	tradeSet, err := GetTradeSet(preOrder.Symbol, 1)

	if err != nil {
		logger.Errorf("handleMainReduceFilled 获取交易对设置失败,订单号:%s", preOrder.OrderSn)
		return
	}

	price := utility.StrToDecimal(preOrder.Price)
	parentOrder, err := GetOrderById(db, preOrder.Pid)

	if err != nil {
		logger.Errorf("handleMainReduceFilled 获取主单失败,订单号:%s", preOrder.OrderSn)
		return
	}
	parentPrice := utility.StrToDecimal(parentOrder.Price)
	num := utility.StrToDecimal(preOrder.Num)
	lossAmount := price.Sub(parentPrice).Abs().Mul(num)

	if !strings.HasSuffix(preOrder.Symbol, "USDT") {
		tradeSetU, err := GetTradeSet(utility.ReplaceSuffix(preOrder.Symbol, preOrder.QuoteSymbol, ""), 1)

		if err != nil {
			logger.Errorf("handleMainReduceFilled 获取币本位对应U交易对设置失败,订单号:%s", preOrder.OrderSn)
			return
		}

		lossAmount = lossAmount.Mul(utility.StrToDecimal(tradeSetU.LastPrice)).Truncate(2)
	}

	if err := db.Model(&parentOrder).Where("loss_amount=0", preOrder.Pid).Update("loss_amount", lossAmount).Error; err != nil {
		logger.Errorf("handleMainReduceFilled 更新亏损金额失败,订单号:%s", preOrder.OrderSn)
		return
	}

	orders := make([]models.LinePreOrder, 0)
	rate := utility.StringAsFloat(preOrder.Rate)
	ext := models.LinePreOrderExt{}
	//获取订单配置
	db.Model(&ext).Where("order_id =?", preOrder.Pid).First(&ext)

	// 不是100%减仓 就需要挂止盈止损
	if rate < 100 {
		futApi := FutRestApi{}
		positions, err := futApi.GetPositionV3(&apiUserInfo, preOrder.Symbol)
		var num decimal.Decimal

		if err != nil {
			logger.Errorf("handleMainReduceFilled 获取持仓信息失败,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
			return
		}

		for _, item := range positions {
			if item.Symbol == preOrder.Symbol {
				positionAmt := utility.StrToDecimal(item.PositionAmt)

				//多
				if positionAmt.Cmp(decimal.Zero) > 0 && preOrder.Site == "SELL" {
					num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
					break
				} else if positionAmt.Cmp(decimal.Zero) < 0 && preOrder.Site == "BUY" {
					//空
					num = positionAmt.Abs().Truncate(int32(tradeSet.AmountDigit))
					break
				}
			}
		}

		if num.Cmp(decimal.Zero) <= 0 {
			logger.Errorf("handleMainReduceFilled 获取持仓数量为0,交易对:%s ,订单号:%s", preOrder.Symbol, preOrder.OrderSn)
			return
		}

		takeProfitOrder := models.LinePreOrder{}
		copier.Copy(&takeProfitOrder, &preOrder)
		takeProfitOrder.Id = 0
		takeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
		takeProfitOrder.Status = 0
		takeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(ext.TakeProfitRatio)).Truncate(int32(tradeSet.PriceDigit)).String()
		takeProfitOrder.OrderType = 1
		takeProfitOrder.Rate = "100"
		takeProfitOrder.SignPrice = preOrder.Price
		takeProfitOrder.CreatedAt = time.Now()
		takeProfitOrder.BuyPrice = "0"
		takeProfitOrder.MainOrderType = "LIMIT"
		takeProfitOrder.Num = num.String()
		orders = append(orders, takeProfitOrder)

		//有止损单
		if ext.ReduceStopLossRatio.Cmp(decimal.Zero) > 0 {
			var stoploss models.LinePreOrder

			copier.Copy(&stoploss, &preOrder)
			stoploss.Id = 0
			stoploss.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
			stoploss.Status = 0
			stoploss.CreatedAt = time.Now()
			stoploss.OrderType = 2
			stoploss.SignPrice = preOrder.Price
			stoploss.BuyPrice = "0"
			stoploss.Rate = "100"
			stoploss.MainOrderType = "LIMIT"
			stoploss.Num = num.String()

			orders = append(orders, stoploss)
		}

		if err := db.Create(&orders).Error; err != nil {
			logger.Errorf("handleMainReduceFilled 创建止盈止损单失败:%v", err)
			return
		}

		spotApi := SpotRestApi{}
		paramsMap := OrderPlacementService{
			ApiId:            takeProfitOrder.ApiId,
			Symbol:           takeProfitOrder.Symbol,
			Side:             takeProfitOrder.Site,
			Type:             "LIMIT",
			TimeInForce:      "GTC",
			Price:            utility.StrToDecimal(takeProfitOrder.Price),
			Quantity:         num,
			NewClientOrderId: takeProfitOrder.OrderSn,
			StopPrice:        utility.StrToDecimal(takeProfitOrder.Price),
		}
		if err := spotApi.OrderPlace(db, paramsMap); err != nil {
			logger.Errorf("减仓后重下止盈失败 减仓order_sn:%s err:%v", preOrder.OrderSn, err)

			if err2 := db.Model(&takeProfitOrder).Updates(map[string]interface{}{"status": 2, "": err.Error()}).Error; err2 != nil {
				logger.Errorf("handleMainReduceFilled 更新止盈单失败:%v", err2)
			}
		}
	}

	//加仓待触发
	addPositionOrder := DbModels.LinePreOrder{}

	if err := db.Model(&addPositionOrder).Where("main_id =? AND order_category=3 AND status=0", preOrder.MainId).First(addPositionOrder).Error; err != nil {
		logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
		return
	}

	keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)

	addPositionData := AddPositionList{
		MainId:     addPositionOrder.MainId,
		Pid:        addPositionOrder.Pid,
		Price:      utility.StrToDecimal(addPositionOrder.Price),
		ApiId:      addPositionOrder.ApiId,
		Symbol:     addPositionOrder.Symbol,
		Side:       addPositionOrder.Site,
		SymbolType: addPositionOrder.SymbolType,
	}

	addVal, err := sonic.MarshalString(addPositionData)

	if err != nil {
		logger.Errorf("handleMainReduceFilled 序列化加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
		return
	}

	if err := helper.DefaultRedis.RPushList(keySpotAddPosition, addVal); err != nil {
		logger.Errorf("handleMainReduceFilled 添加加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
	}
}

// 平仓单成交
func handleClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
	panic("unimplemented")
}

// 止损单成交
func handleStopLoss(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
	// 获取主订单
	order, err := GetOrderById(db, preOrder.Pid)
	if err != nil {
		logger.Errorf("止损单成交 获取主单失败 订单号:%s err:%v", preOrder.OrderSn, err)
		return
	}

	// 检查订单类型
	if order.OrderCategory != 1 {
		if err := db.Model(&order).Where("pid =? AND order_status <9 AND order_type =0", preOrder.Pid).Error; err != nil {
			logger.Errorf("对冲止损单成交 修改对冲主单状态失败 订单号:%s err:%v", order.OrderSn, err)
		}
		return
	}

	// 修改主单状态
	if err := db.Model(&order).Where("id =? AND order_status < 9", preOrder.Pid).Error; err != nil {
		logger.Errorf("止损单成交 修改主单状态失败 订单号:%s err:%v", order.OrderSn, err)
		return
	}

	// 检查是否有对冲
	if order.CoverType <= 0 {
		return
	}

	triggerHedgeOrder(order, db, preOrder)
}

// 下合约对冲单
func triggerHedgeOrder(order DbModels.LinePreOrder, db *gorm.DB, preOrder *DbModels.LinePreOrder) bool {
	symbolName := utility.ReplaceSuffix(order.Symbol, order.QuoteSymbol, "USDT")
	// 获取交易对配置
	tradeSet, err := GetTradeSet(symbolName, 1)
	if tradeSet.Coin == "" || err != nil {
		logger.Errorf("止损单成交 获取交易对配置失败 交易对:%s 订单号:%s err:%v", symbolName, order.OrderSn, err)
		return true
	}

	// 检查对冲单购买金额
	// if order.HedgeBuyTotal.Cmp(decimal.Zero) <= 0 {
	// 	logger.Errorf("止损单成交 对冲单购买金额为0 订单号:%s", order.OrderSn)
	// 	return true
	// }

	// 获取系统设置
	setting, err := GetSystemSetting(db)
	if err != nil {
		logger.Errorf("止损单成交 获取系统设置失败 订单号:%s err:%v", order.OrderSn, err)
		return true
	}

	// 获取API信息
	apiInfo, err := GetChildApiInfo(order.ApiId)
	if err != nil {
		logger.Errorf("止损单成交 获取api信息失败 订单号:%s err:%v", order.OrderSn, err)
		return true
	}

	// 计算价格
	price := utility.StrToDecimal(preOrder.Price).Truncate(int32(tradeSet.PriceDigit))
	if order.CoverType == 1 {
		price = utility.StrToDecimal(tradeSet.LastPrice).Truncate(int32(tradeSet.PriceDigit))
	}
	if price.Cmp(decimal.Zero) <= 0 {
		logger.Errorf("单价异常 price:%v 止损单编号:%s 行情:%v", price, order.OrderSn, tradeSet)
		return true
	}

	// 创建对冲订单
	hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder := createHedgeOrders(order, price, &tradeSet, &apiInfo, &setting)
	orders := []DbModels.LinePreOrder{hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder}

	// 批量插入订单
	if err := db.Model(&DbModels.LinePreOrder{}).CreateInBatches(orders, 1).Error; err != nil {
		logger.Errorf("主单止损 重下对冲失败，止损单id：%s err:%v", order.OrderSn, err)
		return true
	}

	// 调用API下单
	if err := placeFutOrder(db, hedgeOrder, price, &apiInfo); err != nil {
		logger.Errorf("主单止损 重下对冲失败，止损单号：%s err:%v", order.OrderSn, err)
	}
	return false
}

// 创建对冲订单
func createHedgeOrders(order DbModels.LinePreOrder, price decimal.Decimal, tradeSet *models2.TradeSet, apiInfo *DbModels.LineApiUser, setting *DbModels.LineSystemSetting) (DbModels.LinePreOrder, DbModels.LinePreOrder, DbModels.LinePreOrder) {
	// buyPrice := order.HedgeBuyTotal.String()

	// if order.HedgeBuyType == 1 {
	// 	mainTotal := utility.StrToDecimal(order.BuyPrice)
	// 	buyPrice = mainTotal.Mul(order.HedgeBuyTotal).Truncate(int32(tradeSet.PriceDigit)).String()
	// }

	hedgeOrder := DbModels.LinePreOrder{
		ApiId:         apiInfo.Id,
		ExchangeType:  order.ExchangeType,
		Pid:           order.Pid,
		Symbol:        order.Symbol,
		SymbolType:    global.SYMBOL_FUTURES,
		SignPrice:     order.Price,
		SignPriceType: "new",
		Rate:          "0",
		// BuyPrice:      buyPrice,
		OrderCategory: 2,
		OrderSn:       utility.Int64ToString(snowflakehelper.GetOrderId()),
		OrderType:     0,
		CoverType:     0,
		// MainOrderType: order.HedgeOrderType,
	}

	hedgeStoplossOrder := order
	hedgeTakeProfitOrder := order

	if order.Site == "BUY" {
		hedgeOrder.Site = "SELL"
		hedgeStoplossOrder.Site = "BUY"
		hedgeTakeProfitOrder.Site = "BUY"
	} else {
		hedgeOrder.Site = "BUY"
		hedgeStoplossOrder.Site = "SELL"
		hedgeTakeProfitOrder.Site = "SELL"
	}

	// 计算止盈止损价格
	// if hedgeOrder.Site == "BUY" {
	// 	hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
	// 	hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
	// } else {
	// 	hedgeTakeProfitOrder.Price = price.Mul(decimal.NewFromInt(1).Sub(order.HedgeTakeProfit.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
	// 	hedgeStoplossOrder.Price = price.Mul(decimal.NewFromInt(1).Add(order.HedgeStopLoss.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
	// }

	if hedgeOrder.MainOrderType == "LIMIT" {
		coverRate := utility.StrToDecimal(setting.CoverOrderTypeBRate)
		price = price.Mul(decimal.NewFromInt(1).Add(coverRate)).Truncate(int32(tradeSet.PriceDigit))
	}

	// num := order.HedgeBuyTotal.Div(price).Truncate(int32(tradeSet.AmountDigit))
	hedgeOrder.Price = price.String()
	// hedgeOrder.Num = num.String()

	hedgeStoplossOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
	// hedgeStoplossOrder.Rate = order.HedgeStopLoss.String()
	// hedgeStoplossOrder.Num = num.String()

	hedgeTakeProfitOrder.OrderSn = utility.Int64ToString(snowflakehelper.GetOrderId())
	// hedgeTakeProfitOrder.Rate = order.HedgeTakeProfit.String()
	// hedgeTakeProfitOrder.Num = num.String()

	return hedgeOrder, hedgeStoplossOrder, hedgeTakeProfitOrder
}

// 调用合约API下单
func placeFutOrder(db *gorm.DB, hedgeOrder DbModels.LinePreOrder, price decimal.Decimal, apiInfo *DbModels.LineApiUser) error {
	futApi := FutRestApi{}
	params := FutOrderPlace{
		ApiId:            apiInfo.Id,
		Symbol:           hedgeOrder.Symbol,
		Side:             hedgeOrder.Site,
		Quantity:         utility.StrToDecimal(hedgeOrder.Num),
		Price:            price,
		NewClientOrderId: hedgeOrder.OrderSn,
		SideType:         hedgeOrder.MainOrderType,
		OrderType:        hedgeOrder.MainOrderType,
	}
	return futApi.OrderPlace(db, params)
}

// 止盈单成交
func handleTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
	if preOrder.OrderCategory == 1 {
		//主单止盈成交
		if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", preOrder.Pid).Update("order_type", 3).Error; err != nil {
			logger.Errorf("主单止盈成功修改主单状态失败 订单号：%s:", err)
		}
	} else {
		//对冲单止盈成交
		if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 2 AND order_type =0 AND status < 9", preOrder.Pid).Update("status", 9).Error; err != nil {
			logger.Errorf("对冲止盈成功修改主单状态失败 订单号：%s:", err)
		}
	}
}

// 主单成交 处理止盈止损订单
// preOrder 主单
func handleFutMainOrderFilled(db *gorm.DB, preOrder *models.LinePreOrder) {
	orders := []models.LinePreOrder{}
	if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
		logger.Error("订单回调查询止盈止损单失败:", err)
		return
	}

	futApi := FutRestApi{}
	num, _ := decimal.NewFromString(preOrder.Num)
	tradeSet, _ := GetTradeSet(preOrder.Symbol, 0)

	if tradeSet.Coin == "" {
		logger.Error("获取交易对失败")
		return
	}

	for i, order := range orders {
		if i >= 2 { // 最多处理 2 个订单
			break
		}
		price := utility.StrToDecimal(order.Price).Truncate(int32(tradeSet.PriceDigit))
		num = num.Truncate(int32(tradeSet.AmountDigit))
		order.Price = price.String()

		if err := db.Model(&order).Update("num", num).Error; err != nil {
			logger.Errorf("修改止盈止损数量失败 订单号:%s err:%v", order.OrderSn, err)
		}

		switch order.OrderType {
		case 1: // 止盈
			processFutTakeProfitOrder(db, futApi, order, num)
		case 2: // 止损
			processFutStopLossOrder(db, order, price, num)
		case 4: //减仓
			processFutReduceOrder(db, order, price, num)
		}
	}
}

// 减仓单
func processFutReduceOrder(db *gorm.DB, order DbModels.LinePreOrder, price, num decimal.Decimal) {

}

// 处理止盈订单
func processFutTakeProfitOrder(db *gorm.DB, futApi FutRestApi, order models.LinePreOrder, num decimal.Decimal) {
	price, _ := decimal.NewFromString(order.Price)

	params := FutOrderPlace{
		ApiId:            order.ApiId,
		Symbol:           order.Symbol,
		Side:             order.Site,
		Price:            price,
		Quantity:         num,
		OrderType:        "TAKE_PROFIT",
		StopPrice:        price,
		NewClientOrderId: order.OrderSn,
	}

	err := futApi.OrderPlace(db, params)

	if err != nil {
		for x := 0; x < 5; x++ {
			if strings.Contains(err.Error(), "LOT_SIZE") {
				break
			}

			err = futApi.OrderPlace(db, params)

			if err == nil {
				break
			}

			time.Sleep(time.Millisecond * 250)
		}
	}

	if err != nil {
		logger.Error("合约止盈下单失败:", order.OrderSn, " err:", err)
		if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
			Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
			logger.Error("合约止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
		}
	} else {
		if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status =0", order.Id).
			Updates(map[string]interface{}{"status": "1", "num": num.String()}).Error; err != nil {
			logger.Error("合约止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
		}
	}
}

// 处理止损订单
// order 止损单
func processFutStopLossOrder(db *gorm.DB, order models.LinePreOrder, price, num decimal.Decimal) error {
	params := FutOrderPlace{
		ApiId:            order.ApiId,
		Symbol:           order.Symbol,
		Side:             order.Site,
		Price:            price,
		Quantity:         num,
		OrderType:        "STOP",
		StopPrice:        price,
		NewClientOrderId: order.OrderSn,
	}
	futApi := FutRestApi{}
	var err error

	for x := 1; x < 4; x++ {
		err = futApi.OrderPlace(db, params)

		if err == nil {
			break
		}

		time.Sleep(time.Millisecond * 200)
	}

	if err != nil {
		if err2 := db.Model(&order).Updates(map[string]interface{}{"status": 2, "desc": err.Error()}).Error; err2 != nil {
			logger.Error("合约止损下单失败,更新状态失败:", order.OrderSn, " err:", err2)
		}
	} else {
		if err := db.Model(&order).Where("status =0").
			Updates(map[string]interface{}{"status": "1"}).Error; err != nil {
			logger.Error("合约止损下单成功,更新状态失败:", order.OrderSn, " err:", err)
		}
	}

	return nil
}