977 lines
32 KiB
Go
977 lines
32 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/models/positiondto"
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"go-admin/pkg/utility"
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"go-admin/services/cacheservice"
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"go-admin/services/positionservice"
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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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log "github.com/go-admin-team/go-admin-core/logger"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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/*
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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.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(db, preOrder, 1)
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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.MainId, preOrder.OrderSn)
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removePosition(db, 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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spotApi := SpotRestApi{}
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apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
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if apiUserInfo.Id > 0 {
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req := CancelOpenOrdersReq{
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Symbol: preOrder.Symbol,
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ApiId: preOrder.ApiId,
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}
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if err := spotApi.CancelOpenOrders(db, req); err != nil {
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logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
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}
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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 := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, 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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//修改减仓单减仓策略状态
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ReduceCallBack(db, preOrder)
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orderExt := models.LinePreOrderExt{}
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positionData := savePosition(db, preOrder)
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if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id =? ", preOrder.MainId).Update("reduce_status", 1).Error; err != nil {
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logger.Errorf("handleMainReduceFilled 更新主单减仓状态失败,订单号:%s", preOrder.OrderSn)
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}
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db.Model(&orderExt).Where("order_id =?", preOrder.Id).Find(&orderExt)
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lock := helper.NewRedisLock(fmt.Sprintf(rediskey.SpotReduceCallback, preOrder.ApiId, preOrder.Symbol), 120, 20, 100*time.Millisecond)
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if ok, err := lock.AcquireWait(context.Background()); err != nil {
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log.Error("获取锁失败", err)
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return
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} else if ok {
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defer lock.Release()
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// 100%减仓 终止流程
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if orderExt.AddPositionVal.Cmp(decimal.NewFromInt(100)) >= 0 {
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//缓存
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removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
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removePosition(db, preOrder)
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ids := []int{preOrder.MainId, preOrder.Pid}
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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.Info("100%减仓完毕，终结流程")
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}
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return
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}
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//市价单跳出
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if preOrder.MainOrderType == "MARKET" {
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return
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}
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totalNum := getSpotPositionAvailableQuantity(db, apiUserInfo, preOrder, tradeSet) //getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
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totalNum = totalNum.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
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//亏损大于0 重新计算比例
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SpotTakeProfit(db, preOrder, totalNum, positionData, orderExt, tradeSet, decimal.Zero, decimal.Zero)
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mainId := preOrder.Id
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if preOrder.MainId > 0 {
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mainId = preOrder.MainId
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}
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nextSpotReduceTrigger(db, mainId, totalNum, tradeSet)
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}
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}
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func SpotTakeProfit(db *gorm.DB, preOrder *DbModels.LinePreOrder, totalNum decimal.Decimal,
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positionData positiondto.PositionDto, orderExt DbModels.LinePreOrderExt, tradeSet models2.TradeSet, manualTakeRatio, manualStopRatio decimal.Decimal) bool {
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price := utility.StrToDecimal(preOrder.Price)
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orders := make([]models.LinePreOrder, 0)
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if err := db.Model(&models.LinePreOrder{}).Where("pid =? AND order_type IN (1,2) AND status=0", preOrder.Id).Find(&orders).Error; err != nil {
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logger.Errorf("获取减仓单止盈止损失败 err:%v", err)
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return true
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}
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spotApi := SpotRestApi{}
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for index := range orders {
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orders[index].Num = totalNum.String()
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if orders[index].OrderType == 1 {
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//手动设置百分比
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if manualTakeRatio.Cmp(decimal.Zero) > 0 {
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orders[index].Rate = manualTakeRatio.String()
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percentag := manualTakeRatio.Div(decimal.NewFromInt(100))
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if positionData.PositionSide == "LONG" {
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orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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} else {
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orders[index].Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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} else if positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 {
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percentag := positionData.TotalLoss.Div(totalNum).Div(price).Mul(decimal.NewFromInt(100))
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percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
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orders[index].Rate = percentag.String()
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percentag = percentag.Div(decimal.NewFromInt(100))
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orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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processTakeProfitOrder(db, spotApi, orders[index])
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} else if orders[index].OrderType == 2 {
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if manualStopRatio.Cmp(decimal.Zero) > 0 {
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orders[index].Rate = manualStopRatio.String()
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percentag := manualStopRatio.Div(decimal.NewFromInt(100))
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if positionData.PositionSide == "LONG" {
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orders[index].Price = price.Mul(decimal.NewFromInt(1).Sub(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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} else {
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orders[index].Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
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}
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}
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processStopLossOrder(orders[index])
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}
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}
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return false
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}
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// 缓存下一个减仓单
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func nextSpotReduceTrigger(db *gorm.DB, mainId int, totalNum decimal.Decimal, tradeSet models2.TradeSet) bool {
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nextOrder := DbModels.LinePreOrder{}
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nextExt := DbModels.LinePreOrderExt{}
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// var percentag decimal.Decimal
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if err := db.Model(&models.LinePreOrder{}).Where("main_id =? AND order_type =4 AND status=0", mainId).Order("rate asc").First(&nextOrder).Error; err != nil {
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logger.Errorf("获取下一个单失败 err:%v", err)
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return true
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}
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if err := db.Model(&models.LinePreOrderExt{}).Where("order_id =? and add_type =2", nextOrder.Id).First(&nextExt).Error; err != nil {
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logger.Errorf("获取下一个单失败 err:%v", err)
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}
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//移除缓存
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key := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
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vals, _ := helper.DefaultRedis.GetAllList(key)
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item := ReduceListItem{}
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for _, val := range vals {
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sonic.Unmarshal([]byte(val), &item)
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if item.MainId == mainId {
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if _, err := helper.DefaultRedis.LRem(key, val); err != nil {
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logger.Errorf("减仓单 redis删除失败 main_id:%v err:%v", mainId, err)
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}
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}
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}
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//减仓配置 且减仓比例大于0小于100
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if nextExt.Id > 0 && nextExt.AddType == 2 && nextExt.AddPositionVal.Cmp(decimal.Zero) > 0 && nextExt.AddPositionVal.Cmp(decimal.Zero) < 100 {
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num := totalNum.Mul(nextExt.AddPositionVal.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
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nextOrder.Num = num.String()
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if err := db.Model(&nextOrder).Update("num", nextOrder.Num).Error; err != nil {
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logger.Errorf("更新减仓单数量失败 err:%v", err)
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}
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}
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//减仓待触发
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processSpotReduceOrder(nextOrder)
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return false
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}
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// 获取主单可用数量
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func getSpotPositionAvailableQuantity(db *gorm.DB, apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) decimal.Decimal {
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totalNum := getSpotTotalNum(apiUserInfo, preOrder, tradeSet)
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//biance查询失败 查系统内数量
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if totalNum.Cmp(decimal.Zero) <= 0 {
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var mainId int
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if preOrder.MainId > 0 {
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mainId = preOrder.MainId
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} else {
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mainId = preOrder.Id
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}
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totalNum = getInternalNum(db, mainId)
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}
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return totalNum
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}
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// 获取现货剩余数量
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func getSpotTotalNum(apiUserInfo DbModels.LineApiUser, preOrder *DbModels.LinePreOrder, tradeSet models2.TradeSet) decimal.Decimal {
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var totalNum decimal.Decimal
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var err error
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for x := 1; x < 4; x++ {
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totalNum, err = getSpotPositionNum(apiUserInfo, preOrder, tradeSet)
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if err == nil {
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break
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}
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time.Sleep(time.Millisecond * 150)
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}
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if err != nil {
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totalNum = utility.StrToDecimal(preOrder.Num)
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}
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return totalNum
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}
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// 获取系统内剩余数量
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func getInternalNum(db *gorm.DB, mainId int) decimal.Decimal {
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var totalNum, totalSellNum decimal.Decimal
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var data DbModels.LinePreOrder
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if err := db.Model(&data).Where("(main_id =? OR id =?) AND order_type =0 AND status =6", mainId, mainId).Select("COALESCE(sum(num), 0)").Find(&totalNum).Error; err != nil {
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logger.Errorf("getSpotInternalNum 查询所有数量失败,mainId:%d err:%v", mainId, err)
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}
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if err := db.Model(&data).Where("main_id =? AND order_type =4 AND status =6", mainId).Select("COALESCE(sum(num), 0)").Find(&totalSellNum).Error; err != nil {
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logger.Errorf("getSpotInternalNum 查询所有减仓数量失败,mainId:%d err:%v", mainId, err)
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}
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return totalNum.Sub(totalSellNum).Abs()
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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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// symbolType 1:现货 2:合约
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func handleMainOrderCancel(db *gorm.DB, preOrder *DbModels.LinePreOrder, symboType int) {
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var preOrderKey string
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if symboType == 1 {
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preOrderKey = fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
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} else {
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preOrderKey = fmt.Sprintf(rediskey.PreFutOrderList, global.EXCHANGE_BINANCE)
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}
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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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var count int64
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db.Model(&models.LinePreOrder{}).
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Where("api_id =? AND site=? AND symbol=? AND symbol_type =? AND exchange_type =? AND status =6",
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preOrder.ApiId, preOrder.Site, preOrder.Symbol, preOrder.SymbolType, preOrder.ExchangeType).Count(&count)
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if count == 0 {
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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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}
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// 平仓单
|
|
func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|
//主单平仓
|
|
if preOrder.OrderCategory == 1 {
|
|
ids := []int{preOrder.Pid, preOrder.MainId}
|
|
db.Transaction(func(tx *gorm.DB) error {
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status=6", ids).Update("status", 9).Error; err != nil {
|
|
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)
|
|
return err
|
|
}
|
|
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND status=0", preOrder.MainId).Update("status", 4).Error; err != nil {
|
|
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)
|
|
return err
|
|
}
|
|
|
|
return nil
|
|
})
|
|
}
|
|
|
|
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
|
|
removePosition(db, preOrder)
|
|
|
|
spotApi := SpotRestApi{}
|
|
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
|
|
|
if apiUserInfo.Id > 0 {
|
|
req := CancelOpenOrdersReq{
|
|
Symbol: preOrder.Symbol,
|
|
ApiId: preOrder.ApiId,
|
|
}
|
|
if err := spotApi.CancelOpenOrders(db, req); err != nil {
|
|
logger.Errorf("平仓单成功 取消其它订单失败 订单号：%s:", err)
|
|
}
|
|
}
|
|
}
|
|
|
|
// 止盈成交
|
|
func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|
childCount, _ := GetChildTpOrder(db, preOrder.Id)
|
|
|
|
if childCount > 0 {
|
|
extOrderId := preOrder.Pid //ext主单id
|
|
positionData := savePosition(db, preOrder)
|
|
processTakeProfitAndStopLossOrders(db, preOrder, &positionData, extOrderId, false)
|
|
} else {
|
|
removeSpotLossAndAddPosition(preOrder.MainId, preOrder.OrderSn)
|
|
|
|
spotApi := SpotRestApi{}
|
|
apiUserInfo, _ := GetApiInfo(preOrder.ApiId)
|
|
|
|
if apiUserInfo.Id > 0 {
|
|
req := CancelOpenOrdersReq{
|
|
Symbol: preOrder.Symbol,
|
|
ApiId: preOrder.ApiId,
|
|
}
|
|
if err := spotApi.CancelOpenOrders(db, req); err != nil {
|
|
logger.Errorf("止盈单成功 取消其它订单失败 订单号：%s:", err)
|
|
}
|
|
}
|
|
|
|
removePosition(db, preOrder)
|
|
|
|
db.Transaction(func(tx *gorm.DB) error {
|
|
ids := []int{preOrder.Pid, preOrder.MainId}
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id IN ? AND status =6 AND order_type=0", ids).Update("status", 9).Error; err != nil {
|
|
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)
|
|
|
|
return err
|
|
}
|
|
|
|
return nil
|
|
})
|
|
}
|
|
}
|
|
|
|
// 移除仓位信息
|
|
func removePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|
positionMangement := positionservice.BinancePositionManagement{}
|
|
positionMangement.Orm = db
|
|
positionDelReq := positiondto.LinePreOrderPositioinDelReq{
|
|
ApiId: preOrder.ApiId,
|
|
SymbolType: preOrder.SymbolType,
|
|
Symbol: preOrder.Symbol,
|
|
ExchangeType: preOrder.ExchangeType,
|
|
}
|
|
|
|
if preOrder.Site == "BUY" {
|
|
positionDelReq.Side = "SELL"
|
|
} else {
|
|
positionDelReq.Side = "BUY"
|
|
}
|
|
|
|
positionMangement.RemovePosition(&positionDelReq)
|
|
}
|
|
|
|
// 清理待加仓、待止损、待减仓缓存
|
|
func removeSpotLossAndAddPosition(mainId int, orderSn string) {
|
|
stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
|
|
stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
|
|
addPositionKey := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
|
|
addPositionVal, _ := helper.DefaultRedis.GetAllList(addPositionKey)
|
|
reduceKey := fmt.Sprintf(rediskey.SpotReduceList, global.EXCHANGE_BINANCE)
|
|
reduceVal, _ := helper.DefaultRedis.GetAllList(reduceKey)
|
|
stoploss := dto.StopLossRedisList{}
|
|
addPosition := AddPositionList{}
|
|
reduce := ReduceListItem{}
|
|
|
|
//移除减仓后减仓策略
|
|
RemoveReduceReduceCacheByMainId(mainId, 1)
|
|
|
|
//止损缓存
|
|
for _, v := range stoplossVal {
|
|
sonic.Unmarshal([]byte(v), &stoploss)
|
|
if stoploss.MainId == mainId {
|
|
_, err := helper.DefaultRedis.LRem(stoplossKey, v)
|
|
|
|
if err != nil {
|
|
logger.Errorf("订单回调失败, 回调订单号：%s 删除止损缓存失败:%v", orderSn, err)
|
|
}
|
|
}
|
|
}
|
|
|
|
//加仓缓存
|
|
for _, v := range addPositionVal {
|
|
sonic.Unmarshal([]byte(v), &addPosition)
|
|
if addPosition.MainId == mainId {
|
|
_, err := helper.DefaultRedis.LRem(addPositionKey, v)
|
|
|
|
if err != nil {
|
|
logger.Errorf("订单回调失败, 回调订单号：%s 删除加仓缓存失败:%v", orderSn, err)
|
|
}
|
|
}
|
|
}
|
|
|
|
//减仓缓存
|
|
for _, v := range reduceVal {
|
|
sonic.Unmarshal([]byte(v), &reduce)
|
|
if reduce.MainId == mainId {
|
|
_, err := helper.DefaultRedis.LRem(reduceKey, v)
|
|
|
|
if err != nil {
|
|
logger.Errorf("订单回调失败, 回调订单号：%s 删除减仓缓存失败:%v", orderSn, err)
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
// 主单成交
|
|
func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
|
|
//修改持仓信息
|
|
positionData := savePosition(db, preOrder)
|
|
|
|
if preOrder.OrderCategory == 3 {
|
|
if err := db.Model(&DbModels.LinePreOrderStatus{}).Where("order_id = ?", preOrder.MainId).Update("add_position_status", 1).Error; err != nil {
|
|
logger.Errorf("更新主单加仓状态失败, 主单号：%s, 错误信息：%v", preOrder.MainId, err)
|
|
}
|
|
} else {
|
|
mainOrders, _ := getOpenPositionMainOrderId(db, preOrder.Id, preOrder.ApiId, preOrder.SymbolType, preOrder.ExchangeType, preOrder.Symbol, preOrder.Site)
|
|
|
|
if len(mainOrders) > 0 {
|
|
mainIds := []int{}
|
|
for _, mainOrder := range mainOrders {
|
|
mainId := mainOrder.Id
|
|
|
|
if mainOrder.MainId > 0 {
|
|
mainId = mainOrder.MainId
|
|
}
|
|
|
|
removeSpotLossAndAddPosition(mainId, mainOrder.OrderSn)
|
|
|
|
if !utility.ContainsInt(mainIds, mainId) {
|
|
mainIds = append(mainIds, mainId)
|
|
}
|
|
}
|
|
|
|
spotApi := SpotRestApi{}
|
|
err := spotApi.CancelOpenOrdersLoop(db, CancelOpenOrdersReq{ApiId: preOrder.ApiId, Symbol: preOrder.Symbol}, 4)
|
|
|
|
if err != nil {
|
|
logger.Errorf("取消未成交订单失败, 交易对:%s 主单号：%s, 错误信息：%v", preOrder.Symbol, preOrder.MainId, err)
|
|
} else if len(mainIds) > 0 {
|
|
if err := db.Exec("UPDATE line_pre_order SET `status`=4,`desc`=CONCAT(`desc`, ' 新单触发取消') WHERE id IN ? AND `status` =6", mainIds).Error; err != nil {
|
|
logger.Errorf("新下单成功后更新主单取消状态失败, 新主单号：%s, 错误信息：%v", preOrder.MainId, err)
|
|
}
|
|
}
|
|
}
|
|
|
|
//加仓待触发
|
|
addPositionOrders := make([]DbModels.LinePreOrder, 0)
|
|
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("main_id =? AND order_category=3 AND order_type=0 AND status=0", preOrder.Id).Order("rate asc").Find(&addPositionOrders).Error; err != nil {
|
|
logger.Errorf("handleMainReduceFilled 获取加仓单失败,订单号:%s err:%v", preOrder.OrderSn, err)
|
|
}
|
|
|
|
keySpotAddPosition := fmt.Sprintf(rediskey.SpotAddPositionList, global.EXCHANGE_BINANCE)
|
|
|
|
for _, addPositionOrder := range addPositionOrders {
|
|
addPositionData := AddPositionList{
|
|
Id: addPositionOrder.Id,
|
|
OrderSn: addPositionOrder.OrderSn,
|
|
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)
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
processTakeProfitAndStopLossOrders(db, preOrder, &positionData, preOrder.Id, true)
|
|
|
|
}
|
|
|
|
// 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", "EXPIRED_IN_MATCH": // 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.Mul(decimal.NewFromFloat(0.998))
|
|
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
|
|
// positionData 持仓缓存信息
|
|
// fist 首次止盈止损
|
|
func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder, positionData *positiondto.PositionDto, extOrderId int, fist bool) {
|
|
orders := []models.LinePreOrder{}
|
|
tradeSet, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, preOrder.Symbol, 0)
|
|
mainId := preOrder.Id
|
|
|
|
if preOrder.MainId > 0 {
|
|
mainId = preOrder.MainId
|
|
}
|
|
|
|
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
|
|
}
|
|
|
|
if preOrder.OrderCategory == 3 {
|
|
if err := cancelSymbolTakeAndStop(db, preOrder.MainId, preOrder.SymbolType); err != nil {
|
|
logger.Errorf("取消止盈止损订单失败 orderSn:%s err:%v", preOrder.OrderSn, err)
|
|
}
|
|
}
|
|
|
|
num := getSpotPositionAvailableQuantity(db, apiInfo, preOrder, tradeSet)
|
|
|
|
if err := db.Model(&DbModels.LinePreOrder{}).
|
|
Where("pid = ? 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
|
|
}
|
|
|
|
price := utility.StrToDecimal(preOrder.Price)
|
|
spotApi := SpotRestApi{}
|
|
orderExt := models.LinePreOrderExt{}
|
|
db.Model(&orderExt).Where("order_id =?", extOrderId).First(&orderExt)
|
|
totalNum := num.Mul(decimal.NewFromFloat(0.998)).Truncate(int32(tradeSet.AmountDigit))
|
|
num = totalNum
|
|
|
|
// if orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) < 0 {
|
|
// num = num.Mul(orderExt.TakeProfitNumRatio.Div(decimal.NewFromInt(100))).Truncate(int32(tradeSet.AmountDigit))
|
|
// }
|
|
//止盈止损
|
|
for _, order := range orders {
|
|
order.Num = num.String()
|
|
|
|
if fist && (order.OrderCategory == 3 || order.OrderCategory == 1) && order.OrderType == 1 && orderExt.TakeProfitNumRatio.Cmp(decimal.Zero) > 0 && orderExt.TakeProfitNumRatio.Cmp(decimal.NewFromInt(100)) != 0 {
|
|
//主单第一次且止盈数量不是100% 止盈数量
|
|
order.Num = num.Mul(orderExt.TakeProfitNumRatio.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
|
|
//亏损大于0 重新计算比例
|
|
if fist && positionData.TotalLoss.Cmp(decimal.Zero) > 0 && orderExt.Id > 0 && preOrder.SignPriceType != "mixture" {
|
|
percentag := positionData.TotalLoss.Div(num).Div(price).Mul(decimal.NewFromInt(100))
|
|
|
|
if fist {
|
|
percentag = percentag.Add(orderExt.TakeProfitRatio).Truncate(2)
|
|
}
|
|
|
|
order.Rate = percentag.String()
|
|
percentag = percentag.Div(decimal.NewFromInt(100))
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag)).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
} else if !fist && orderExt.TpTpPriceRatio.Cmp(decimal.Zero) > 0 {
|
|
percentag := orderExt.TpTpPriceRatio
|
|
order.Rate = percentag.String()
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Add(percentag.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
}
|
|
|
|
processTakeProfitOrder(db, spotApi, order)
|
|
case 2: // 止损
|
|
if !fist {
|
|
order.Rate = orderExt.TpSlPriceRatio.Truncate(2).String()
|
|
order.Price = price.Mul(decimal.NewFromInt(1).Sub(orderExt.TpSlPriceRatio.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
}
|
|
|
|
processStopLossOrder(order)
|
|
// case 4: //减仓
|
|
// processSpotReduceOrder(order)
|
|
}
|
|
}
|
|
|
|
//待触发减仓单
|
|
nextSpotReduceTrigger(db, mainId, totalNum, tradeSet)
|
|
}
|
|
|
|
// 根据下单百分比计算价格
|
|
func SetPrice(order *models.LinePreOrder, preOrder *models.LinePreOrder, tradeSet models2.TradeSet) {
|
|
orderType := order.OrderType
|
|
itemSide := order.Site
|
|
rate := utility.StrToDecimal(order.Rate)
|
|
|
|
switch {
|
|
//做多止盈、做空止损或减仓
|
|
case (orderType == 1 && itemSide == "SELL"), ((orderType == 2 || orderType == 4) && itemSide == "BUY"):
|
|
order.Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Add(rate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
//做多止损或减仓、做空止盈
|
|
case ((orderType == 2 || orderType == 4) && itemSide == "SELL"), (orderType == 1 && itemSide == "BUY"):
|
|
order.Price = utility.StrToDecimal(preOrder.Price).Mul(decimal.NewFromInt(1).Sub(rate.Div(decimal.NewFromInt(100)))).Truncate(int32(tradeSet.PriceDigit)).String()
|
|
}
|
|
}
|
|
|
|
// 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, _ := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, 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.OrderPlaceLoop(db, params, 3)
|
|
|
|
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, "rate": order.Rate, "price": order.Price}).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 =? ", order.Id).
|
|
Updates(map[string]interface{}{"trigger_time": time.Now(), "rate": order.Rate, "price": order.Price, "num": order.Num}).Error; err != nil {
|
|
logger.Error("更新现货止盈单触发事件 ordersn:", order.OrderSn)
|
|
}
|
|
if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).
|
|
Updates(map[string]interface{}{"status": "1"}).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,
|
|
MainId: order.MainId,
|
|
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
|
|
}
|
|
|
|
// 循环取消订单
|
|
func CancelOpenOrderByOrderSnLoop(apiInfo DbModels.LineApiUser, symbol string, orderSn string) error {
|
|
spotApi := SpotRestApi{}
|
|
var err error
|
|
for x := 1; x <= 4; x++ {
|
|
err = spotApi.CancelOpenOrderByOrderSn(apiInfo, symbol, orderSn)
|
|
|
|
if err == nil || strings.Contains(err.Error(), "该交易对没有订单") {
|
|
err = nil
|
|
break
|
|
}
|
|
|
|
time.Sleep(time.Millisecond * 300)
|
|
}
|
|
return err
|
|
}
|
|
|
|
// NEW
|
|
// PENDING_NEW
|
|
// PARTIALLY_FILLED
|
|
// FILLED
|
|
// CANCELED
|
|
// PENDING_CANCEL
|
|
// REJECTED
|
|
// EXPIRED
|
|
// EXPIRED_IN_MATCH
|