1121 lines
		
	
	
		
			35 KiB
		
	
	
	
		
			Go
		
	
	
	
	
	
			
		
		
	
	
			1121 lines
		
	
	
		
			35 KiB
		
	
	
	
		
			Go
		
	
	
	
	
	
| package binanceservice
 | ||
| 
 | ||
| import (
 | ||
| 	"context"
 | ||
| 	"database/sql"
 | ||
| 	"errors"
 | ||
| 	"fmt"
 | ||
| 	DbModels "go-admin/app/admin/models"
 | ||
| 	"go-admin/common/global"
 | ||
| 	"go-admin/common/helper"
 | ||
| 	"go-admin/pkg/maphelper"
 | ||
| 	"go-admin/pkg/retryhelper"
 | ||
| 	"go-admin/pkg/utility/snowflakehelper"
 | ||
| 	"go-admin/services/cacheservice"
 | ||
| 	"strconv"
 | ||
| 	"sync"
 | ||
| 	"time"
 | ||
| 
 | ||
| 	"github.com/go-admin-team/go-admin-core/logger"
 | ||
| 	"github.com/go-admin-team/go-admin-core/sdk/service"
 | ||
| 	"github.com/shopspring/decimal"
 | ||
| 	"gorm.io/gorm"
 | ||
| )
 | ||
| 
 | ||
| // ReverseServiceOptimized 优化后的反向下单服务
 | ||
| type ReverseServiceOptimized struct {
 | ||
| 	service.Service
 | ||
| 	// 订单状态更新锁,防止并发状态覆盖
 | ||
| 	orderStatusMutex sync.RWMutex
 | ||
| 	// 持仓更新锁,防止持仓数据竞态
 | ||
| 	positionMutex sync.RWMutex
 | ||
| 	// 止盈止损订单取消锁
 | ||
| 	takeProfitMutex sync.RWMutex
 | ||
| }
 | ||
| 
 | ||
| // PositionSyncResult 持仓同步结果
 | ||
| type PositionSyncResult struct {
 | ||
| 	ExchangePosition decimal.Decimal // 交易所实际持仓
 | ||
| 	SystemPosition   decimal.Decimal // 系统记录持仓
 | ||
| 	NeedSync         bool            // 是否需要同步
 | ||
| 	SyncError        error           // 同步错误
 | ||
| }
 | ||
| 
 | ||
| // OrderStatusUpdate 订单状态更新结构
 | ||
| type OrderStatusUpdate struct {
 | ||
| 	OrderSn     string
 | ||
| 	Status      int
 | ||
| 	UpdateData  map[string]interface{}
 | ||
| 	RetryCount  int
 | ||
| 	LastAttempt time.Time
 | ||
| }
 | ||
| 
 | ||
| // ReverseOrderOptimized 优化后的反向下单处理
 | ||
| // 增强并发安全性和错误处理
 | ||
| func (e *ReverseServiceOptimized) ReverseOrderOptimized(apiKey string, mapData map[string]interface{}) (bool, error) {
 | ||
| 	apiInfo := GetApiInfoByKey(apiKey)
 | ||
| 	if apiInfo.Id == 0 {
 | ||
| 		e.Log.Errorf("获取apiInfo失败 %s", apiKey)
 | ||
| 		return false, nil
 | ||
| 	}
 | ||
| 
 | ||
| 	status, _ := maphelper.GetString(mapData, "X")
 | ||
| 	orderSn, err := maphelper.GetString(mapData, "c")
 | ||
| 	if err != nil {
 | ||
| 		return true, err
 | ||
| 	}
 | ||
| 
 | ||
| 	// 使用Redis分布式锁确保同一订单号的处理原子性
 | ||
| 	lockKey := fmt.Sprintf("reverse_order_lock:%s", orderSn)
 | ||
| 	lock := helper.NewRedisLock(lockKey, 30, 5, 100*time.Millisecond)
 | ||
| 	ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
 | ||
| 	defer cancel()
 | ||
| 	if acquired, err := lock.AcquireWait(ctx); err != nil || !acquired {
 | ||
| 		return false, fmt.Errorf("获取订单处理锁失败: %s, err: %v", orderSn, err)
 | ||
| 	}
 | ||
| 	defer lock.Release()
 | ||
| 
 | ||
| 	switch status {
 | ||
| 	case "NEW", "CANCELED", "EXPIRED", "EXPIRED_IN_MATCH":
 | ||
| 		return e.handleSimpleStatusChangeOptimized(status, orderSn, mapData)
 | ||
| 	case "FILLED":
 | ||
| 		return e.handleFilledOrderOptimized(apiInfo, mapData)
 | ||
| 	default:
 | ||
| 		return false, fmt.Errorf("不支持的订单状态 %s", status)
 | ||
| 	}
 | ||
| }
 | ||
| 
 | ||
| // handleSimpleStatusChangeOptimized 优化的简单状态变更处理
 | ||
| func (e *ReverseServiceOptimized) handleSimpleStatusChangeOptimized(status string, orderSn string, mapData map[string]interface{}) (bool, error) {
 | ||
| 	statusMap := map[string]int{
 | ||
| 		"NEW":              2,
 | ||
| 		"CANCELED":         6,
 | ||
| 		"EXPIRED":          7,
 | ||
| 		"EXPIRED_IN_MATCH": 7,
 | ||
| 	}
 | ||
| 
 | ||
| 	if newStatus, ok := statusMap[status]; ok {
 | ||
| 		// 使用重试机制确保状态更新成功
 | ||
| 		update := &OrderStatusUpdate{
 | ||
| 			OrderSn:    orderSn,
 | ||
| 			Status:     newStatus,
 | ||
| 			UpdateData: mapData,
 | ||
| 		}
 | ||
| 		return false, e.updateOrderStatusWithRetry(update)
 | ||
| 	}
 | ||
| 	return false, fmt.Errorf("不支持的订单状态 %s", status)
 | ||
| }
 | ||
| 
 | ||
| // handleFilledOrderOptimized 优化的成交订单处理
 | ||
| func (e *ReverseServiceOptimized) handleFilledOrderOptimized(apiInfo DbModels.LineApiUser, mapData map[string]interface{}) (bool, error) {
 | ||
| 	if apiInfo.ReverseStatus != 1 || apiInfo.OpenStatus != 1 || apiInfo.ReverseApiId <= 0 {
 | ||
| 		return false, nil
 | ||
| 	}
 | ||
| 
 | ||
| 	reverseApiInfo, err := GetApiInfo(apiInfo.ReverseApiId)
 | ||
| 	if err != nil {
 | ||
| 		e.Log.Errorf("获取反向api信息失败 reverseApiId:%d, err:%v", apiInfo.ReverseApiId, err)
 | ||
| 		return true, err
 | ||
| 	}
 | ||
| 
 | ||
| 	mainOrder, err := e.SaveMainOrderOptimized(mapData, apiInfo)
 | ||
| 	if err != nil {
 | ||
| 		return false, err
 | ||
| 	}
 | ||
| 
 | ||
| 	// 使用事务确保持仓和订单状态的一致性
 | ||
| 	return e.processMainOrderWithTransaction(&mainOrder, &apiInfo, &reverseApiInfo)
 | ||
| }
 | ||
| 
 | ||
| // SaveMainOrderOptimized 优化的主单保存
 | ||
| func (e *ReverseServiceOptimized) SaveMainOrderOptimized(mapData map[string]interface{}, apiInfo DbModels.LineApiUser) (DbModels.LineReverseOrder, error) {
 | ||
| 	now := time.Now()
 | ||
| 	symbol, err := maphelper.GetString(mapData, "s")
 | ||
| 	var reverseOrder DbModels.LineReverseOrder
 | ||
| 	if err != nil {
 | ||
| 		return reverseOrder, err
 | ||
| 	}
 | ||
| 
 | ||
| 	orderSn, err := maphelper.GetString(mapData, "c")
 | ||
| 	if err != nil {
 | ||
| 		return reverseOrder, err
 | ||
| 	}
 | ||
| 
 | ||
| 	// 检查订单是否已存在,防止重复处理
 | ||
| 	existingOrder := DbModels.LineReverseOrder{}
 | ||
| 	if err := e.Orm.Where("order_sn = ?", orderSn).First(&existingOrder).Error; err == nil {
 | ||
| 		e.Log.Warnf("订单已存在,跳过处理: %s", orderSn)
 | ||
| 		return existingOrder, nil
 | ||
| 	}
 | ||
| 
 | ||
| 	side, err := maphelper.GetString(mapData, "S")
 | ||
| 	if err != nil {
 | ||
| 		return reverseOrder, err
 | ||
| 	}
 | ||
| 
 | ||
| 	positionSide, err := maphelper.GetString(mapData, "ps")
 | ||
| 	if err != nil {
 | ||
| 		return reverseOrder, err
 | ||
| 	}
 | ||
| 
 | ||
| 	mainType, _ := maphelper.GetString(mapData, "ot")
 | ||
| 
 | ||
| 	reverseOrder = DbModels.LineReverseOrder{
 | ||
| 		ApiId:         apiInfo.Id,
 | ||
| 		Category:      0,
 | ||
| 		OrderSn:       orderSn,
 | ||
| 		TriggerTime:   &now,
 | ||
| 		Status:        3,
 | ||
| 		Symbol:        symbol,
 | ||
| 		FollowOrderSn: "",
 | ||
| 		Type:          mainType,
 | ||
| 		Price:         maphelper.GetDecimal(mapData, "p"),
 | ||
| 		FinalPrice:    maphelper.GetDecimal(mapData, "ap"),
 | ||
| 		TotalNum:      maphelper.GetDecimal(mapData, "z"),
 | ||
| 		Side:          side,
 | ||
| 		PositionSide:  positionSide,
 | ||
| 	}
 | ||
| 
 | ||
| 	reverseOrder.PriceU = reverseOrder.Price
 | ||
| 
 | ||
| 	if !reverseOrder.Price.IsZero() && !reverseOrder.TotalNum.IsZero() {
 | ||
| 		reverseOrder.BuyPrice = reverseOrder.Price.Mul(reverseOrder.TotalNum)
 | ||
| 	}
 | ||
| 
 | ||
| 	if id, err := maphelper.GetFloat64(mapData, "i"); err == nil {
 | ||
| 		reverseOrder.OrderId = strconv.FormatFloat(id, 'f', -1, 64)
 | ||
| 	}
 | ||
| 
 | ||
| 	orderType, _ := maphelper.GetString(mapData, "ot")
 | ||
| 	switch orderType {
 | ||
| 	case "LIMIT", "MARKET":
 | ||
| 		reverseOrder.OrderType = 0
 | ||
| 	case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
 | ||
| 		reverseOrder.OrderType = 1
 | ||
| 	case "STOP_MARKET", "STOP", "TRAILING_STOP_MARKET":
 | ||
| 		reverseOrder.OrderType = 2
 | ||
| 	default:
 | ||
| 		return reverseOrder, fmt.Errorf("不支持的订单类型: %s", orderType)
 | ||
| 	}
 | ||
| 
 | ||
| 	if reverseOrder.PositionSide == "BOTH" {
 | ||
| 		return reverseOrder, errors.New("不支持的持仓类型,必须为双向持仓")
 | ||
| 	}
 | ||
| 
 | ||
| 	// 使用事务保存订单
 | ||
| 	err = e.Orm.Transaction(func(tx *gorm.DB) error {
 | ||
| 		return tx.Create(&reverseOrder).Error
 | ||
| 	})
 | ||
| 
 | ||
| 	if err != nil {
 | ||
| 		e.Log.Errorf("保存主单失败:%v", err)
 | ||
| 		return reverseOrder, err
 | ||
| 	}
 | ||
| 
 | ||
| 	return reverseOrder, nil
 | ||
| }
 | ||
| 
 | ||
| // processMainOrderWithTransaction 在事务中处理主单
 | ||
| func (e *ReverseServiceOptimized) processMainOrderWithTransaction(mainOrder *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, reverseApiInfo *DbModels.LineApiUser) (bool, error) {
 | ||
| 	var needReverseOrder bool
 | ||
| 	var closePosition bool
 | ||
| 	var err error
 | ||
| 
 | ||
| 	err = e.Orm.Transaction(func(tx *gorm.DB) error {
 | ||
| 		// 在事务中处理持仓更新
 | ||
| 		switch {
 | ||
| 		case mainOrder.PositionSide == "LONG" && mainOrder.Side == "BUY",
 | ||
| 			mainOrder.PositionSide == "SHORT" && mainOrder.Side == "SELL":
 | ||
| 			if mainOrder.Category == 0 {
 | ||
| 				needReverseOrder, closePosition, err = e.savePositionOptimized(tx, mainOrder, apiInfo, true, false)
 | ||
| 				if err != nil {
 | ||
| 					return err
 | ||
| 				}
 | ||
| 			}
 | ||
| 		case mainOrder.PositionSide == "SHORT" && mainOrder.Side == "BUY",
 | ||
| 			mainOrder.PositionSide == "LONG" && mainOrder.Side == "SELL":
 | ||
| 			if mainOrder.Category == 0 {
 | ||
| 				needReverseOrder, closePosition, err = e.savePositionOptimized(tx, mainOrder, apiInfo, true, true)
 | ||
| 				if err != nil {
 | ||
| 					e.Log.Errorf("保存主订单失败: %v", err)
 | ||
| 					return err
 | ||
| 				}
 | ||
| 			}
 | ||
| 		default:
 | ||
| 			return errors.New("不支持的订单类型")
 | ||
| 		}
 | ||
| 		return nil
 | ||
| 	})
 | ||
| 
 | ||
| 	if err != nil {
 | ||
| 		return false, err
 | ||
| 	}
 | ||
| 
 | ||
| 	// 事务成功后,异步处理反向下单
 | ||
| 	if needReverseOrder {
 | ||
| 		go func() {
 | ||
| 			if err := e.DoAddReverseOrderOptimized(mainOrder, reverseApiInfo, apiInfo.OrderProportion, false, closePosition); err != nil {
 | ||
| 				e.Log.Errorf("异步反向下单失败: %v", err)
 | ||
| 			}
 | ||
| 		}()
 | ||
| 	}
 | ||
| 
 | ||
| 	return true, nil
 | ||
| }
 | ||
| 
 | ||
| // savePositionOptimized 优化的持仓保存,增强并发安全性
 | ||
| func (e *ReverseServiceOptimized) savePositionOptimized(tx *gorm.DB, order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, isMain, reducePosition bool) (bool, bool, error) {
 | ||
| 	e.positionMutex.Lock()
 | ||
| 	defer e.positionMutex.Unlock()
 | ||
| 
 | ||
| 	position := DbModels.LineReversePosition{}
 | ||
| 	positionSide := order.PositionSide
 | ||
| 	side := order.Side
 | ||
| 	totalNum := order.TotalNum
 | ||
| 	closePosition := false
 | ||
| 	needReverseOrder := false
 | ||
| 
 | ||
| 	symbol, err1 := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)
 | ||
| 	if err1 != nil {
 | ||
| 		e.Log.Errorf("获取交易对失败 symbol:%s err:%v", order.Symbol, err1)
 | ||
| 	}
 | ||
| 
 | ||
| 	var querySql string
 | ||
| 	sqlStr := ""
 | ||
| 
 | ||
| 	// 持仓同步检查
 | ||
| 	syncResult := e.syncPositionWithExchange(apiInfo, order.Symbol, order.PositionSide)
 | ||
| 	if syncResult.NeedSync {
 | ||
| 		e.Log.Warnf("检测到持仓不同步,交易所持仓: %s, 系统持仓: %s", 
 | ||
| 			syncResult.ExchangePosition.String(), syncResult.SystemPosition.String())
 | ||
| 	}
 | ||
| 
 | ||
| 	// 如果是主单,存储仓位则是反单的持仓方向
 | ||
| 	if isMain {
 | ||
| 		if order.PositionSide == "LONG" {
 | ||
| 			positionSide = "SHORT"
 | ||
| 		} else {
 | ||
| 			positionSide = "LONG"
 | ||
| 		}
 | ||
| 
 | ||
| 		// 减仓判断是否为平仓
 | ||
| 		closePosition = e.getClosePositionOptimized(reducePosition, apiInfo, order, order.PositionSide, isMain)
 | ||
| 
 | ||
| 		if !reducePosition {
 | ||
| 			// 反单止盈止损方向相反
 | ||
| 			if side == "SELL" {
 | ||
| 				side = "BUY"
 | ||
| 			} else {
 | ||
| 				side = "SELL"
 | ||
| 			}
 | ||
| 
 | ||
| 			position.ReverseApiId = apiInfo.ReverseApiId
 | ||
| 			position.Side = side
 | ||
| 			position.ApiId = order.ApiId
 | ||
| 			position.Symbol = order.Symbol
 | ||
| 			position.Status = 1
 | ||
| 			position.ReverseStatus = 0
 | ||
| 			position.PositionSide = positionSide
 | ||
| 			position.AveragePrice = order.FinalPrice
 | ||
| 			position.PositionNo = snowflakehelper.GetOrderNo()
 | ||
| 		}
 | ||
| 		querySql = "api_id =? and position_side =? and symbol =? and status =1"
 | ||
| 
 | ||
| 		// 使用乐观锁防止并发更新冲突
 | ||
| 		if closePosition {
 | ||
| 			totalNum = decimal.Zero
 | ||
| 			sqlStr = "UPDATE line_reverse_position set amount=@totalNum,updated_at=now(),status=2,version=version+1 where id =@id and status!=2 and version=@version"
 | ||
| 		} else if reducePosition {
 | ||
| 			sqlStr = "UPDATE line_reverse_position set amount=amount - @totalNum,updated_at=now(),average_price=@averagePrice,version=version+1 where id =@id and status!=2 and version=@version"
 | ||
| 		} else {
 | ||
| 			sqlStr = "UPDATE line_reverse_position set total_amount=total_amount + @totalNum,amount=amount + @totalNum,updated_at=now(),average_price=@averagePrice,version=version+1 where id =@id and status!=2 and version=@version"
 | ||
| 		}
 | ||
| 	} else {
 | ||
| 		querySql = "reverse_api_id =? and position_side =? and symbol =? and reverse_status in (0,1)"
 | ||
| 		closePosition = e.getClosePositionOptimized(reducePosition, apiInfo, order, order.PositionSide, isMain)
 | ||
| 
 | ||
| 		if closePosition {
 | ||
| 			totalNum = decimal.Zero
 | ||
| 			sqlStr = "UPDATE line_reverse_position set reverse_amount=@totalNum,updated_at=now(),reverse_status=2,version=version+1 where id =@id and reverse_status !=2 and version=@version"
 | ||
| 		} else if reducePosition {
 | ||
| 			sqlStr = "UPDATE line_reverse_position set reverse_amount=reverse_amount - @totalNum,updated_at=now(),reverse_average_price=@averagePrice,version=version+1 where id =@id and reverse_status !=2 and version=@version"
 | ||
| 		} else {
 | ||
| 			sqlStr = "UPDATE line_reverse_position set total_reverse_amount=total_reverse_amount + @totalNum,reverse_amount=reverse_amount + @totalNum,updated_at=now(),reverse_status =1,reverse_average_price=@averagePrice,version=version+1 where id =@id and reverse_status !=2 and version=@version"
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	var averagePrice decimal.Decimal
 | ||
| 	var remainQuantity decimal.Decimal
 | ||
| 	var currentVersion int
 | ||
| 
 | ||
| 	// 获取当前持仓记录
 | ||
| 	err1 = tx.Model(&position).Where(querySql, order.ApiId, positionSide, order.Symbol).First(&position).Error
 | ||
| 	if err1 != nil {
 | ||
| 		// 主单仓位不存在,创建新仓位
 | ||
| 		if isMain && errors.Is(err1, gorm.ErrRecordNotFound) && !reducePosition {
 | ||
| 			if err2 := tx.Create(&position).Error; err2 != nil {
 | ||
| 				return false, false, err2
 | ||
| 			}
 | ||
| 			averagePrice = position.AveragePrice
 | ||
| 		} else {
 | ||
| 			return false, false, err1
 | ||
| 		}
 | ||
| 	} else {
 | ||
| 		currentVersion = position.Version
 | ||
| 		// 计算平均价格逻辑保持不变
 | ||
| 		var totalAmount decimal.Decimal
 | ||
| 		var totalPrice decimal.Decimal
 | ||
| 		if !position.Amount.IsZero() && !position.AveragePrice.IsZero() {
 | ||
| 			if isMain {
 | ||
| 				totalPrice = position.Amount.Mul(position.AveragePrice)
 | ||
| 				totalAmount = position.Amount
 | ||
| 			} else {
 | ||
| 				totalPrice = position.ReverseAmount.Mul(position.ReverseAveragePrice)
 | ||
| 				totalAmount = position.ReverseAmount
 | ||
| 			}
 | ||
| 
 | ||
| 			if !reducePosition {
 | ||
| 				totalPrice = totalPrice.Add(order.Price.Mul(order.TotalNum))
 | ||
| 				totalAmount = totalAmount.Add(order.TotalNum)
 | ||
| 			} else if reducePosition && !closePosition {
 | ||
| 				totalPrice = totalPrice.Sub(order.Price.Mul(order.TotalNum))
 | ||
| 				totalAmount = totalAmount.Sub(order.TotalNum)
 | ||
| 			}
 | ||
| 		}
 | ||
| 
 | ||
| 		if totalAmount.IsZero() || totalPrice.IsZero() {
 | ||
| 			if isMain {
 | ||
| 				averagePrice = position.AveragePrice
 | ||
| 			} else {
 | ||
| 				if position.ReverseAveragePrice.IsZero() {
 | ||
| 					averagePrice = order.Price
 | ||
| 				} else {
 | ||
| 					averagePrice = position.ReverseAveragePrice
 | ||
| 				}
 | ||
| 			}
 | ||
| 		} else {
 | ||
| 			if closePosition {
 | ||
| 				if isMain {
 | ||
| 					averagePrice = position.AveragePrice
 | ||
| 				} else {
 | ||
| 					averagePrice = position.ReverseAveragePrice
 | ||
| 				}
 | ||
| 			} else {
 | ||
| 				averagePrice = totalPrice.Div(totalAmount).Truncate(int32(symbol.PriceDigit))
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	// 关联订单的仓位id
 | ||
| 	if err2 := tx.Exec("UPDATE line_reverse_order set position_id=@positionId where id=@orderId and position_id = 0", 
 | ||
| 		sql.Named("positionId", position.Id), sql.Named("orderId", order.Id)).Error; err2 != nil {
 | ||
| 		return false, false, err2
 | ||
| 	}
 | ||
| 
 | ||
| 	// 使用版本号进行乐观锁更新
 | ||
| 	dbResult := tx.Exec(sqlStr, 
 | ||
| 		sql.Named("totalNum", totalNum), 
 | ||
| 		sql.Named("id", position.Id), 
 | ||
| 		sql.Named("averagePrice", averagePrice),
 | ||
| 		sql.Named("version", currentVersion))
 | ||
| 	
 | ||
| 	if dbResult.Error != nil {
 | ||
| 		return false, false, dbResult.Error
 | ||
| 	}
 | ||
| 
 | ||
| 	order.PositionId = position.Id
 | ||
| 	if dbResult.RowsAffected == 0 {
 | ||
| 		e.Log.Errorf("持仓更新失败,可能存在并发冲突 closePosition:%v order:%v", closePosition, order)
 | ||
| 		return false, false, errors.New("持仓更新失败,可能存在并发冲突")
 | ||
| 	}
 | ||
| 
 | ||
| 	if reducePosition && !isMain {
 | ||
| 		remainQuantity = position.ReverseAmount.Sub(totalNum)
 | ||
| 	} else if !isMain {
 | ||
| 		remainQuantity = position.ReverseAmount.Add(totalNum)
 | ||
| 	}
 | ||
| 
 | ||
| 	// 主单且对手单没有平仓
 | ||
| 	if isMain && position.ReverseStatus != 2 {
 | ||
| 		needReverseOrder = true
 | ||
| 	}
 | ||
| 
 | ||
| 	// 异步处理止盈止损
 | ||
| 	if !isMain && !closePosition {
 | ||
| 		go func() {
 | ||
| 			if err := e.doDefaultTakeStopOptimized(order, apiInfo, remainQuantity); err != nil {
 | ||
| 				e.Log.Errorf("设置默认止盈止损失败: %v", err)
 | ||
| 			}
 | ||
| 		}()
 | ||
| 	} else if !isMain && closePosition {
 | ||
| 		// 异步取消剩余委托
 | ||
| 		go func() {
 | ||
| 			if err := e.DoCancelTakeAndStopOptimized(order.Symbol, position.PositionSide, apiInfo); err != nil {
 | ||
| 				e.Log.Errorf("取消止盈止损订单失败: %v", err)
 | ||
| 			}
 | ||
| 		}()
 | ||
| 	}
 | ||
| 
 | ||
| 	return needReverseOrder, closePosition, nil
 | ||
| }
 | ||
| 
 | ||
| // syncPositionWithExchange 同步交易所持仓数据
 | ||
| func (e *ReverseServiceOptimized) syncPositionWithExchange(apiInfo *DbModels.LineApiUser, symbol, positionSide string) *PositionSyncResult {
 | ||
| 	result := &PositionSyncResult{}
 | ||
| 	
 | ||
| 	// 获取交易所实际持仓
 | ||
| 	futApi := FutRestApi{}
 | ||
| 	holdData := HoldeData{}
 | ||
| 	err := futApi.GetPositionData(apiInfo, symbol, positionSide, &holdData)
 | ||
| 	if err != nil {
 | ||
| 		result.SyncError = err
 | ||
| 		return result
 | ||
| 	}
 | ||
| 	result.ExchangePosition = holdData.TotalQuantity
 | ||
| 
 | ||
| 	// 获取系统记录的持仓
 | ||
| 	position := DbModels.LineReversePosition{}
 | ||
| 	err = e.Orm.Where("api_id = ? AND position_side = ? AND symbol = ? AND status = 1", 
 | ||
| 		apiInfo.Id, positionSide, symbol).First(&position).Error
 | ||
| 	if err != nil {
 | ||
| 		if errors.Is(err, gorm.ErrRecordNotFound) {
 | ||
| 			result.SystemPosition = decimal.Zero
 | ||
| 		} else {
 | ||
| 			result.SyncError = err
 | ||
| 			return result
 | ||
| 		}
 | ||
| 	} else {
 | ||
| 		result.SystemPosition = position.Amount
 | ||
| 	}
 | ||
| 
 | ||
| 	// 判断是否需要同步(允许小幅误差)
 | ||
| 	diff := result.ExchangePosition.Sub(result.SystemPosition).Abs()
 | ||
| 	threshold := decimal.NewFromFloat(0.001) // 0.001的误差阈值
 | ||
| 	result.NeedSync = diff.GreaterThan(threshold)
 | ||
| 
 | ||
| 	return result
 | ||
| }
 | ||
| 
 | ||
| // getClosePositionOptimized 优化的平仓判断
 | ||
| func (e *ReverseServiceOptimized) getClosePositionOptimized(reducePosition bool, apiInfo *DbModels.LineApiUser, order *DbModels.LineReverseOrder, positionSide string, isMain bool) bool {
 | ||
| 	closePosition := false
 | ||
| 
 | ||
| 	if reducePosition {
 | ||
| 		// 使用重试机制获取持仓数据
 | ||
| 		opts := retryhelper.DefaultRetryOptions()
 | ||
| 		opts.MaxRetries = 3
 | ||
| 		opts.InitialInterval = time.Second
 | ||
| 
 | ||
| 		holdData, err := retryhelper.RetryWithResult(func() (*HoldeData, error) {
 | ||
| 			futApi := FutRestApi{}
 | ||
| 			holdData := &HoldeData{}
 | ||
| 			err := futApi.GetPositionData(apiInfo, order.Symbol, positionSide, holdData)
 | ||
| 			return holdData, err
 | ||
| 		}, opts)
 | ||
| 
 | ||
| 		if err != nil {
 | ||
| 			e.Log.Errorf("获取剩余持仓信息失败 symbol:%s err:%v", order.Symbol, err)
 | ||
| 			// 降级到数据库查询
 | ||
| 			lastPosition := DbModels.LineReversePosition{}
 | ||
| 			if err2 := e.Orm.Model(&DbModels.LineReversePosition{}).Where("position_side =? and symbol =? and status =1", positionSide, order.Symbol).First(&lastPosition).Error; err2 != nil {
 | ||
| 				e.Log.Errorf("获取上一次持仓信息失败 symbol:%s err:%v", order.Symbol, err2)
 | ||
| 			} else if isMain && lastPosition.Amount.Cmp(order.TotalNum) <= 0 {
 | ||
| 				closePosition = true
 | ||
| 			} else if !isMain && lastPosition.ReverseAmount.Cmp(order.TotalNum) <= 0 {
 | ||
| 				closePosition = true
 | ||
| 			}
 | ||
| 		} else if holdData.TotalQuantity.IsZero() {
 | ||
| 			closePosition = true
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	return closePosition
 | ||
| }
 | ||
| 
 | ||
| // updateOrderStatusWithRetry 带重试的订单状态更新
 | ||
| func (e *ReverseServiceOptimized) updateOrderStatusWithRetry(update *OrderStatusUpdate) error {
 | ||
| 	e.orderStatusMutex.Lock()
 | ||
| 	defer e.orderStatusMutex.Unlock()
 | ||
| 
 | ||
| 	opts := retryhelper.DefaultRetryOptions()
 | ||
| 	opts.MaxRetries = 3
 | ||
| 	opts.InitialInterval = 500 * time.Millisecond
 | ||
| 
 | ||
| 	return retryhelper.Retry(func() error {
 | ||
| 		data := map[string]interface{}{
 | ||
| 			"status":     update.Status,
 | ||
| 			"updated_at": time.Now(),
 | ||
| 		}
 | ||
| 
 | ||
| 		if update.Status == 3 {
 | ||
| 			now := time.Now()
 | ||
| 			if orderId, ok := update.UpdateData["i"].(float64); ok {
 | ||
| 				data["order_id"] = orderId
 | ||
| 			}
 | ||
| 			if ap, ok := update.UpdateData["ap"].(string); ok {
 | ||
| 				data["final_price"], _ = decimal.NewFromString(ap)
 | ||
| 			}
 | ||
| 			if num, ok := update.UpdateData["z"].(string); ok {
 | ||
| 				data["total_num"], _ = decimal.NewFromString(num)
 | ||
| 			}
 | ||
| 			data["trigger_time"] = &now
 | ||
| 		} else if update.Status == 2 {
 | ||
| 			if orderId, ok := update.UpdateData["i"].(float64); ok {
 | ||
| 				data["order_id"] = orderId
 | ||
| 			}
 | ||
| 		}
 | ||
| 
 | ||
| 		db := e.Orm.Model(&DbModels.LineReverseOrder{}).
 | ||
| 			Where("order_sn = ? and status != 3", update.OrderSn).
 | ||
| 			Updates(data)
 | ||
| 
 | ||
| 		if db.Error != nil {
 | ||
| 			e.Log.Errorf("修改订单状态失败 orderSn:%s, err:%v", update.OrderSn, db.Error)
 | ||
| 			return db.Error
 | ||
| 		}
 | ||
| 
 | ||
| 		if db.RowsAffected == 0 {
 | ||
| 			e.Log.Warnf("修改订单状态失败 orderSn:%s, 未找到订单或状态未变更", update.OrderSn)
 | ||
| 		}
 | ||
| 		return nil
 | ||
| 	}, opts)
 | ||
| }
 | ||
| 
 | ||
| // DoAddReverseOrderOptimized 优化的反向下单
 | ||
| func (e *ReverseServiceOptimized) DoAddReverseOrderOptimized(mainOrder *DbModels.LineReverseOrder, reverseApiInfo *DbModels.LineApiUser, orderProportion decimal.Decimal, reducePosition, closePosition bool) error {
 | ||
| 	// 使用分布式锁防止重复下单
 | ||
| 	lockKey := fmt.Sprintf("reverse_add_order:%s", mainOrder.OrderSn)
 | ||
| 	lock := helper.NewRedisLock(lockKey, 30, 5, 100*time.Millisecond)
 | ||
| 	ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
 | ||
| 	defer cancel()
 | ||
| 	if acquired, err := lock.AcquireWait(ctx); err != nil || !acquired {
 | ||
| 		return fmt.Errorf("获取反向下单锁失败: %s, err: %v", mainOrder.OrderSn, err)
 | ||
| 	}
 | ||
| 	defer lock.Release()
 | ||
| 
 | ||
| 	// 检查是否已经存在反向订单
 | ||
| 	existingOrder := DbModels.LineReverseOrder{}
 | ||
| 	if err := e.Orm.Where("follow_order_sn = ? AND category = 1", mainOrder.OrderSn).First(&existingOrder).Error; err == nil {
 | ||
| 		e.Log.Warnf("反向订单已存在,跳过处理: %s", mainOrder.OrderSn)
 | ||
| 		return nil
 | ||
| 	}
 | ||
| 
 | ||
| 	order := DbModels.LineReverseOrder{}
 | ||
| 	order.ApiId = reverseApiInfo.Id
 | ||
| 	order.Category = 1
 | ||
| 	order.OrderSn = helper.GetOrderNo()
 | ||
| 	order.FollowOrderSn = mainOrder.OrderSn
 | ||
| 	order.Symbol = mainOrder.Symbol
 | ||
| 	order.OrderType = 0
 | ||
| 
 | ||
| 	// 设置持仓方向和交易方向
 | ||
| 	switch mainOrder.PositionSide {
 | ||
| 	case "LONG":
 | ||
| 		order.PositionSide = "SHORT"
 | ||
| 	case "SHORT":
 | ||
| 		order.PositionSide = "LONG"
 | ||
| 	}
 | ||
| 
 | ||
| 	switch mainOrder.Side {
 | ||
| 	case "SELL":
 | ||
| 		order.Side = "BUY"
 | ||
| 	case "BUY":
 | ||
| 		order.Side = "SELL"
 | ||
| 	default:
 | ||
| 		return fmt.Errorf("不支持的订单类型 side:%s", mainOrder.Side)
 | ||
| 	}
 | ||
| 
 | ||
| 	if reducePosition && closePosition {
 | ||
| 		order.OrderType = 4
 | ||
| 	} else if reducePosition {
 | ||
| 		order.OrderType = 3
 | ||
| 	}
 | ||
| 
 | ||
| 	symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, mainOrder.Symbol, 1)
 | ||
| 	if err != nil {
 | ||
| 		e.Log.Errorf("获取交易对信息失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
 | ||
| 		return err
 | ||
| 	}
 | ||
| 
 | ||
| 	setting, err := cacheservice.GetReverseSetting(e.Orm)
 | ||
| 	if err != nil {
 | ||
| 		e.Log.Errorf("获取反单设置失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
 | ||
| 		return err
 | ||
| 	}
 | ||
| 
 | ||
| 	// 获取最新价格
 | ||
| 	signPrice, _ := decimal.NewFromString(symbol.LastPrice)
 | ||
| 	price := signPrice.Truncate(int32(symbol.PriceDigit))
 | ||
| 
 | ||
| 	if price.Cmp(decimal.Zero) <= 0 {
 | ||
| 		e.Log.Errorf("获取最新价格失败 symbol:%s custom:%s 单价小于0", mainOrder.Symbol, mainOrder.OrderSn)
 | ||
| 		return errors.New("获取最新价格失败")
 | ||
| 	}
 | ||
| 
 | ||
| 	// 计算溢价
 | ||
| 	var percent decimal.Decimal
 | ||
| 	switch {
 | ||
| 	case order.PositionSide == "LONG" && order.Side == "BUY", order.PositionSide == "SHORT" && order.Side == "BUY":
 | ||
| 		percent = decimal.NewFromInt(100).Add(setting.ReversePremiumRatio)
 | ||
| 	case order.PositionSide == "SHORT" && order.Side == "SELL", order.PositionSide == "LONG" && order.Side == "SELL":
 | ||
| 		percent = decimal.NewFromInt(100).Sub(setting.ReversePremiumRatio)
 | ||
| 	default:
 | ||
| 		return fmt.Errorf("不支持的订单类型 ps:%s, side:%s", order.PositionSide, order.Side)
 | ||
| 	}
 | ||
| 
 | ||
| 	percent = percent.Div(decimal.NewFromInt(100)).Truncate(4)
 | ||
| 	price = price.Mul(percent).Truncate(int32(symbol.PriceDigit))
 | ||
| 
 | ||
| 	var amount decimal.Decimal
 | ||
| 
 | ||
| 	// 计算下单数量
 | ||
| 	if closePosition {
 | ||
| 		var position DbModels.LineReversePosition
 | ||
| 		if err1 := e.Orm.Model(position).
 | ||
| 			Where("position_side = ? and reverse_api_id = ? and reverse_status = 1", order.PositionSide, order.ApiId).
 | ||
| 			Select("reverse_amount").
 | ||
| 			Find(&position).Error; err1 != nil {
 | ||
| 			e.Log.Errorf("获取剩余仓位失败 symbol:%s custom:%s :%v", order.Symbol, order.OrderSn, err1)
 | ||
| 			if len(err1.Error()) < 255 {
 | ||
| 				order.Remark = err1.Error()
 | ||
| 			} else {
 | ||
| 				order.Remark = err1.Error()[:254]
 | ||
| 			}
 | ||
| 		}
 | ||
| 		amount = position.ReverseAmount
 | ||
| 		if amount.IsZero() {
 | ||
| 			order.Remark = "没有持仓数量"
 | ||
| 		}
 | ||
| 	} else {
 | ||
| 		proportion := decimal.NewFromInt(100)
 | ||
| 		if orderProportion.Cmp(decimal.Zero) > 0 {
 | ||
| 			proportion = orderProportion
 | ||
| 		}
 | ||
| 		proportion = proportion.Div(decimal.NewFromInt(100)).Truncate(4)
 | ||
| 		amount = mainOrder.TotalNum.Mul(proportion).Truncate(int32(symbol.AmountDigit))
 | ||
| 
 | ||
| 		logger.Info("反向下单比例 %s ,原始数量:%s,反向下单数量:%s", 
 | ||
| 			proportion.String(), mainOrder.TotalNum.String(), amount.String())
 | ||
| 
 | ||
| 		if amount.Cmp(decimal.Zero) <= 0 {
 | ||
| 			e.Log.Errorf("计算数量失败 symbol:%s custom:%s 数量小于0", mainOrder.Symbol, mainOrder.OrderSn)
 | ||
| 			return errors.New("计算数量失败")
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	order.TotalNum = amount
 | ||
| 	order.Price = price
 | ||
| 	order.PriceU = price
 | ||
| 	order.BuyPrice = amount.Mul(price).Truncate(int32(symbol.PriceDigit))
 | ||
| 	order.Status = 1
 | ||
| 	order.Type = setting.ReverseOrderType
 | ||
| 	order.SignPrice = signPrice
 | ||
| 	order.PositionId = mainOrder.PositionId
 | ||
| 
 | ||
| 	if order.Remark != "" {
 | ||
| 		order.Status = 8
 | ||
| 	}
 | ||
| 
 | ||
| 	// 保存反向订单
 | ||
| 	if err := e.Orm.Model(&order).Create(&order).Error; err != nil {
 | ||
| 		e.Log.Errorf("保存反单失败 symbol:%s custom:%s :%v", mainOrder.Symbol, mainOrder.OrderSn, err)
 | ||
| 		return err
 | ||
| 	}
 | ||
| 
 | ||
| 	// 如果状态正常,进行下单
 | ||
| 	if order.Status == 1 {
 | ||
| 		err = e.DoBianceOrderOptimized(&order, reverseApiInfo, &setting, reducePosition, closePosition)
 | ||
| 		// 下单成功且为平仓单时,取消止盈止损
 | ||
| 		if err == nil && closePosition {
 | ||
| 			go func() {
 | ||
| 				if err := e.DoCancelTakeProfitBatchOptimized(symbol.GetSymbol(), order.PositionSide, order.Side, 1, reverseApiInfo); err != nil {
 | ||
| 					e.Log.Errorf("取消止盈止损订单失败: %v", err)
 | ||
| 				}
 | ||
| 			}()
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	return err
 | ||
| }
 | ||
| 
 | ||
| // DoBianceOrderOptimized 优化的币安下单
 | ||
| func (e *ReverseServiceOptimized) DoBianceOrderOptimized(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, setting *DbModels.LineReverseSetting, reducePosition, closePosition bool) error {
 | ||
| 	// 使用重试机制进行下单
 | ||
| 	opts := retryhelper.DefaultRetryOptions()
 | ||
| 	opts.MaxRetries = 3
 | ||
| 	opts.InitialInterval = time.Second
 | ||
| 	opts.RetryableErrFn = func(err error) bool {
 | ||
| 		// 某些错误不需要重试
 | ||
| 		if err != nil {
 | ||
| 			errStr := err.Error()
 | ||
| 			// 余额不足、订单重复等错误不重试
 | ||
| 			if contains(errStr, []string{"余额不足", "订单重复", "API-key", "无效"}) {
 | ||
| 				return false
 | ||
| 			}
 | ||
| 		}
 | ||
| 		return true
 | ||
| 	}
 | ||
| 
 | ||
| 	return retryhelper.Retry(func() error {
 | ||
| 		futApiV2 := FutRestApi{}
 | ||
| 		params := FutOrderPlace{
 | ||
| 			ApiId:            apiInfo.Id,
 | ||
| 			Symbol:           order.Symbol,
 | ||
| 			Side:             order.Side,
 | ||
| 			PositionSide:     order.PositionSide,
 | ||
| 			OrderType:        setting.ReverseOrderType,
 | ||
| 			Quantity:         order.TotalNum,
 | ||
| 			Price:            order.Price,
 | ||
| 			NewClientOrderId: order.OrderSn,
 | ||
| 		}
 | ||
| 
 | ||
| 		if err := futApiV2.OrderPlaceLoop(e.Orm, params, 3); err != nil {
 | ||
| 			e.Log.Errorf("币安下单失败 orderSn:%s, err:%v", order.OrderSn, err)
 | ||
| 			// 更新订单状态为失败
 | ||
| 			e.Orm.Model(&DbModels.LineReverseOrder{}).
 | ||
| 				Where("id = ?", order.Id).
 | ||
| 				Updates(map[string]interface{}{
 | ||
| 					"status":     8,
 | ||
| 					"remark":     err.Error()[:min(len(err.Error()), 254)],
 | ||
| 					"updated_at": time.Now(),
 | ||
| 				})
 | ||
| 			return err
 | ||
| 		}
 | ||
| 		return nil
 | ||
| 	}, opts)
 | ||
| }
 | ||
| 
 | ||
| // DoCancelTakeProfitBatchOptimized 优化的批量取消止盈止损订单
 | ||
| func (e *ReverseServiceOptimized) DoCancelTakeProfitBatchOptimized(symbol, positionSide, side string, orderType int, apiInfo *DbModels.LineApiUser) error {
 | ||
| 	e.takeProfitMutex.Lock()
 | ||
| 	defer e.takeProfitMutex.Unlock()
 | ||
| 
 | ||
| 	// 获取需要取消的订单
 | ||
| 	orderSnList := e.GetTakeProfitBatchOptimized(symbol, positionSide, side, apiInfo.Id, orderType)
 | ||
| 	if len(orderSnList) == 0 {
 | ||
| 		return nil
 | ||
| 	}
 | ||
| 
 | ||
| 	// 分批取消,每次最多10个
 | ||
| 	batchSize := 10
 | ||
| 	for i := 0; i < len(orderSnList); i += batchSize {
 | ||
| 		end := i + batchSize
 | ||
| 		if end > len(orderSnList) {
 | ||
| 			end = len(orderSnList)
 | ||
| 		}
 | ||
| 		batch := orderSnList[i:end]
 | ||
| 
 | ||
| 		// 使用重试机制取消订单
 | ||
| 		opts := retryhelper.DefaultRetryOptions()
 | ||
| 		opts.MaxRetries = 3
 | ||
| 		opts.InitialInterval = time.Second
 | ||
| 
 | ||
| 		err := retryhelper.Retry(func() error {
 | ||
| 			futApi := FutRestApi{}
 | ||
| 			return futApi.CancelBatchFutOrder(*apiInfo, symbol, batch)
 | ||
| 		}, opts)
 | ||
| 
 | ||
| 		if err != nil {
 | ||
| 			e.Log.Errorf("批量取消止盈止损订单失败 symbol:%s, batch:%v, err:%v", symbol, batch, err)
 | ||
| 			// 继续处理下一批,不因为一批失败而中断
 | ||
| 			continue
 | ||
| 		}
 | ||
| 
 | ||
| 		e.Log.Infof("成功取消止盈止损订单 symbol:%s, count:%d", symbol, len(batch))
 | ||
| 	}
 | ||
| 
 | ||
| 	return nil
 | ||
| }
 | ||
| 
 | ||
| // GetTakeProfitBatchOptimized 优化的获取止盈止损订单列表
 | ||
| func (e *ReverseServiceOptimized) GetTakeProfitBatchOptimized(symbol, positionSide, side string, apiId int, orderType int) []string {
 | ||
| 	var orders []DbModels.LineReverseOrder
 | ||
| 	query := e.Orm.Model(&DbModels.LineReverseOrder{}).
 | ||
| 		Where("symbol = ? AND position_side = ? AND side = ? AND api_id = ? AND order_type = ? AND status = 2",
 | ||
| 			symbol, positionSide, side, apiId, orderType).
 | ||
| 		Select("order_sn")
 | ||
| 
 | ||
| 	if err := query.Find(&orders).Error; err != nil {
 | ||
| 		e.Log.Errorf("查询止盈止损订单失败: %v", err)
 | ||
| 		return nil
 | ||
| 	}
 | ||
| 
 | ||
| 	orderSnList := make([]string, 0, len(orders))
 | ||
| 	for _, order := range orders {
 | ||
| 		orderSnList = append(orderSnList, order.OrderSn)
 | ||
| 	}
 | ||
| 
 | ||
| 	return orderSnList
 | ||
| }
 | ||
| 
 | ||
| // DoCancelTakeAndStopOptimized 优化的取消止盈止损订单
 | ||
| func (e *ReverseServiceOptimized) DoCancelTakeAndStopOptimized(symbol, positionSide string, apiInfo *DbModels.LineApiUser) error {
 | ||
| 	e.takeProfitMutex.Lock()
 | ||
| 	defer e.takeProfitMutex.Unlock()
 | ||
| 
 | ||
| 	var orders []DbModels.LineReverseOrder
 | ||
| 	if err := e.Orm.Model(&DbModels.LineReverseOrder{}).
 | ||
| 		Where("symbol = ? AND position_side = ? AND api_id = ? AND order_type IN (1,2) AND status = 2",
 | ||
| 			symbol, positionSide, apiInfo.Id).
 | ||
| 		Select("order_sn").
 | ||
| 		Find(&orders).Error; err != nil {
 | ||
| 		e.Log.Errorf("查询止盈止损订单失败: %v", err)
 | ||
| 		return err
 | ||
| 	}
 | ||
| 
 | ||
| 	if len(orders) == 0 {
 | ||
| 		return nil
 | ||
| 	}
 | ||
| 
 | ||
| 	orderSnList := make([]string, 0, len(orders))
 | ||
| 	for _, order := range orders {
 | ||
| 		orderSnList = append(orderSnList, order.OrderSn)
 | ||
| 	}
 | ||
| 
 | ||
| 	// 分批取消
 | ||
| 	batchSize := 10
 | ||
| 	for i := 0; i < len(orderSnList); i += batchSize {
 | ||
| 		end := i + batchSize
 | ||
| 		if end > len(orderSnList) {
 | ||
| 			end = len(orderSnList)
 | ||
| 		}
 | ||
| 		batch := orderSnList[i:end]
 | ||
| 
 | ||
| 		opts := retryhelper.DefaultRetryOptions()
 | ||
| 		opts.MaxRetries = 3
 | ||
| 		opts.InitialInterval = time.Second
 | ||
| 
 | ||
| 		err := retryhelper.Retry(func() error {
 | ||
| 			futApi := FutRestApi{}
 | ||
| 			return futApi.CancelBatchFutOrder(*apiInfo, symbol, batch)
 | ||
| 		}, opts)
 | ||
| 
 | ||
| 		if err != nil {
 | ||
| 			e.Log.Errorf("批量取消止盈止损订单失败 symbol:%s, batch:%v, err:%v", symbol, batch, err)
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	return nil
 | ||
| }
 | ||
| 
 | ||
| // doDefaultTakeStopOptimized 优化的默认止盈止损设置
 | ||
| func (e *ReverseServiceOptimized) doDefaultTakeStopOptimized(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, totalNum decimal.Decimal) error {
 | ||
| 	// 异步处理,避免阻塞主流程
 | ||
| 	go func() {
 | ||
| 		ctx, cancel := context.WithTimeout(context.Background(), 30*time.Second)
 | ||
| 		defer cancel()
 | ||
| 
 | ||
| 		// 使用重试机制
 | ||
| 		opts := retryhelper.DefaultRetryOptions()
 | ||
| 		opts.MaxRetries = 3
 | ||
| 		opts.InitialInterval = 2 * time.Second
 | ||
| 
 | ||
| 		err := retryhelper.Retry(func() error {
 | ||
| 			select {
 | ||
| 			case <-ctx.Done():
 | ||
| 				return ctx.Err()
 | ||
| 			default:
 | ||
| 				return e.processDefaultTakeStop(order, apiInfo, totalNum)
 | ||
| 			}
 | ||
| 		}, opts)
 | ||
| 
 | ||
| 		if err != nil {
 | ||
| 			e.Log.Errorf("设置默认止盈止损失败: %v", err)
 | ||
| 		}
 | ||
| 	}()
 | ||
| 
 | ||
| 	return nil
 | ||
| }
 | ||
| 
 | ||
| // processDefaultTakeStop 处理默认止盈止损逻辑
 | ||
| func (e *ReverseServiceOptimized) processDefaultTakeStop(order *DbModels.LineReverseOrder, apiInfo *DbModels.LineApiUser, totalNum decimal.Decimal) error {
 | ||
| 	// 获取反单设置
 | ||
| 	setting, err := cacheservice.GetReverseSetting(e.Orm)
 | ||
| 	if err != nil {
 | ||
| 		return fmt.Errorf("获取反单设置失败: %v", err)
 | ||
| 	}
 | ||
| 
 | ||
| 	// 获取交易对信息
 | ||
| 	symbol, err := cacheservice.GetTradeSet(global.EXCHANGE_BINANCE, order.Symbol, 1)
 | ||
| 	if err != nil {
 | ||
| 		return fmt.Errorf("获取交易对信息失败: %v", err)
 | ||
| 	}
 | ||
| 
 | ||
| 	// 获取当前价格
 | ||
| 	lastPrice, _ := decimal.NewFromString(symbol.LastPrice)
 | ||
| 	if lastPrice.IsZero() {
 | ||
| 		return errors.New("获取最新价格失败")
 | ||
| 	}
 | ||
| 
 | ||
| 	now := time.Now()
 | ||
| 
 | ||
| 	// 设置止盈订单
 | ||
| 	if setting.TakeProfitRatio.GreaterThan(decimal.Zero) {
 | ||
| 		takeProfitPrice := e.calculatePriceOptimized(order.PositionSide, lastPrice, setting.TakeProfitRatio, true)
 | ||
| 		takeProfitParams := CreateOrderParams{
 | ||
| 			ApiInfo:      apiInfo,
 | ||
| 			Order:        order,
 | ||
| 			Symbol:       &symbol,
 | ||
| 			Side:         e.getOppositeSideOptimized(order.Side),
 | ||
| 			OrderType:    "TAKE_PROFIT_MARKET",
 | ||
| 			Price:        takeProfitPrice,
 | ||
| 			TotalNum:     totalNum,
 | ||
| 			Now:          now,
 | ||
| 			LastPrice:    lastPrice,
 | ||
| 			Close:        false,
 | ||
| 			PositionId:   order.PositionId,
 | ||
| 			OrderSn:      helper.GetOrderNo(),
 | ||
| 			PositionSide: order.PositionSide,
 | ||
| 		}
 | ||
| 
 | ||
| 		if err := e.createReverseOrderOptimized(takeProfitParams); err != nil {
 | ||
| 			e.Log.Errorf("创建止盈订单失败: %v", err)
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	// 设置止损订单
 | ||
| 	if setting.StopLossRatio.GreaterThan(decimal.Zero) {
 | ||
| 		stopLossPrice := e.calculatePriceOptimized(order.PositionSide, lastPrice, setting.StopLossRatio, false)
 | ||
| 		stopLossParams := CreateOrderParams{
 | ||
| 			ApiInfo:      apiInfo,
 | ||
| 			Order:        order,
 | ||
| 			Symbol:       &symbol,
 | ||
| 			Side:         e.getOppositeSideOptimized(order.Side),
 | ||
| 			OrderType:    "STOP_MARKET",
 | ||
| 			Price:        stopLossPrice,
 | ||
| 			TotalNum:     totalNum,
 | ||
| 			Now:          now,
 | ||
| 			LastPrice:    lastPrice,
 | ||
| 			Close:        false,
 | ||
| 			PositionId:   order.PositionId,
 | ||
| 			OrderSn:      helper.GetOrderNo(),
 | ||
| 			PositionSide: order.PositionSide,
 | ||
| 		}
 | ||
| 
 | ||
| 		if err := e.createReverseOrderOptimized(stopLossParams); err != nil {
 | ||
| 			e.Log.Errorf("创建止损订单失败: %v", err)
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	return nil
 | ||
| }
 | ||
| 
 | ||
| // calculatePriceOptimized 优化的价格计算
 | ||
| func (e *ReverseServiceOptimized) calculatePriceOptimized(positionSide string, base decimal.Decimal, ratio decimal.Decimal, isTakeProfit bool) decimal.Decimal {
 | ||
| 	var multiplier decimal.Decimal
 | ||
| 	if isTakeProfit {
 | ||
| 		if positionSide == "LONG" {
 | ||
| 			multiplier = decimal.NewFromInt(1).Add(ratio.Div(decimal.NewFromInt(100)))
 | ||
| 		} else {
 | ||
| 			multiplier = decimal.NewFromInt(1).Sub(ratio.Div(decimal.NewFromInt(100)))
 | ||
| 		}
 | ||
| 	} else {
 | ||
| 		if positionSide == "LONG" {
 | ||
| 			multiplier = decimal.NewFromInt(1).Sub(ratio.Div(decimal.NewFromInt(100)))
 | ||
| 		} else {
 | ||
| 			multiplier = decimal.NewFromInt(1).Add(ratio.Div(decimal.NewFromInt(100)))
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return base.Mul(multiplier)
 | ||
| }
 | ||
| 
 | ||
| // getOppositeSideOptimized 获取相反的交易方向
 | ||
| func (e *ReverseServiceOptimized) getOppositeSideOptimized(side string) string {
 | ||
| 	if side == "BUY" {
 | ||
| 		return "SELL"
 | ||
| 	}
 | ||
| 	return "BUY"
 | ||
| }
 | ||
| 
 | ||
| // CreateOrderParams 创建订单参数
 | ||
| // CreateOrderParams 已在 reverse_service.go 中定义
 | ||
| 
 | ||
| // createReverseOrderOptimized 优化的创建反向订单
 | ||
| func (e *ReverseServiceOptimized) createReverseOrderOptimized(params CreateOrderParams) error {
 | ||
| 	// 使用事务确保数据一致性
 | ||
| 	return e.Orm.Transaction(func(tx *gorm.DB) error {
 | ||
| 		reverseOrder := DbModels.LineReverseOrder{
 | ||
| 			ApiId:         params.ApiInfo.Id,
 | ||
| 			Category:      1,
 | ||
| 			OrderSn:       params.OrderSn,
 | ||
| 			FollowOrderSn: params.Order.OrderSn,
 | ||
| 			Symbol:        params.Order.Symbol,
 | ||
| 			Side:          params.Side,
 | ||
| 			PositionSide:  params.PositionSide,
 | ||
| 			Price:         params.Price,
 | ||
| 			PriceU:        params.Price,
 | ||
| 			TotalNum:      params.TotalNum,
 | ||
| 			BuyPrice:      params.Price.Mul(params.TotalNum),
 | ||
| 			SignPrice:     params.LastPrice,
 | ||
| 			Status:        1,
 | ||
| 			PositionId:    params.PositionId,
 | ||
| 			TriggerTime:   ¶ms.Now,
 | ||
| 		}
 | ||
| 
 | ||
| 		// 设置订单类型
 | ||
| 		switch params.OrderType {
 | ||
| 		case "TAKE_PROFIT_MARKET", "TAKE_PROFIT":
 | ||
| 			reverseOrder.OrderType = 1
 | ||
| 			reverseOrder.Type = "TAKE_PROFIT_MARKET"
 | ||
| 		case "STOP_MARKET", "STOP":
 | ||
| 			reverseOrder.OrderType = 2
 | ||
| 			reverseOrder.Type = "STOP_MARKET"
 | ||
| 		default:
 | ||
| 			return fmt.Errorf("不支持的订单类型: %s", params.OrderType)
 | ||
| 		}
 | ||
| 
 | ||
| 		// 保存订单到数据库
 | ||
| 		if err := tx.Create(&reverseOrder).Error; err != nil {
 | ||
| 			e.Log.Errorf("保存反向订单失败: %v", err)
 | ||
| 			return err
 | ||
| 		}
 | ||
| 
 | ||
| 		// 下单到交易所
 | ||
| 		futApi := FutRestApi{}
 | ||
| 		orderParams := FutOrderPlace{
 | ||
| 			ApiId:            params.ApiInfo.Id,
 | ||
| 			Symbol:           reverseOrder.Symbol,
 | ||
| 			Side:             reverseOrder.Side,
 | ||
| 			PositionSide:     reverseOrder.PositionSide,
 | ||
| 			OrderType:        "MARKET",
 | ||
| 			Quantity:         reverseOrder.TotalNum,
 | ||
| 			StopPrice:        reverseOrder.Price,
 | ||
| 			NewClientOrderId: reverseOrder.OrderSn,
 | ||
| 		}
 | ||
| 
 | ||
| 		if err := futApi.OrderPlaceLoop(tx, orderParams, 3); err != nil {
 | ||
| 			e.Log.Errorf("下单失败: %v", err)
 | ||
| 			// 更新订单状态为失败
 | ||
| 			tx.Model(&reverseOrder).Updates(map[string]interface{}{
 | ||
| 				"status":     8,
 | ||
| 				"remark":     err.Error()[:min(len(err.Error()), 254)],
 | ||
| 				"updated_at": time.Now(),
 | ||
| 			})
 | ||
| 			return err
 | ||
| 		}
 | ||
| 
 | ||
| 		return nil
 | ||
| 	})
 | ||
| }
 | ||
| 
 | ||
| // contains 检查字符串是否包含任意一个子字符串
 | ||
| func contains(s string, substrs []string) bool {
 | ||
| 	for _, substr := range substrs {
 | ||
| 		if len(substr) > 0 && len(s) >= len(substr) {
 | ||
| 			for i := 0; i <= len(s)-len(substr); i++ {
 | ||
| 				if s[i:i+len(substr)] == substr {
 | ||
| 					return true
 | ||
| 				}
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return false
 | ||
| }
 | ||
| 
 | ||
| // min 返回两个整数中的较小值
 | ||
| func min(a, b int) int {
 | ||
| 	if a < b {
 | ||
| 		return a
 | ||
| 	}
 | ||
| 	return b
 | ||
| } |