351 lines
11 KiB
Go
351 lines
11 KiB
Go
package binanceservice
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import (
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"errors"
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"fmt"
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DbModels "go-admin/app/admin/models"
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"go-admin/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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"go-admin/models"
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"go-admin/pkg/utility"
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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/go-admin-team/go-admin-core/sdk"
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"github.com/shopspring/decimal"
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"gorm.io/gorm"
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)
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type AddPosition struct {
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Db *gorm.DB
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}
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// 获取缓存交易对
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// symbolType 0-现货 1-合约
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func GetTradeSet(symbol string, symbolType int) (models.TradeSet, error) {
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result := models.TradeSet{}
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val := ""
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switch symbolType {
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case 0:
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key := fmt.Sprintf(global.TICKER_SPOT, global.EXCHANGE_BINANCE, symbol)
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val, _ = helper.DefaultRedis.GetString(key)
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case 1:
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key := fmt.Sprintf(global.TICKER_FUTURES, global.EXCHANGE_BINANCE, symbol)
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val, _ = helper.DefaultRedis.GetString(key)
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}
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if val != "" {
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if err := sonic.Unmarshal([]byte(val), &result); err != nil {
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return result, err
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}
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} else {
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return result, errors.New("未找到交易对信息")
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}
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return result, nil
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}
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func GetRisk(futApi *FutRestApi, apiInfo *DbModels.LineApiUser, symbol string) []PositionRisk {
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for x := 0; x < 5; x++ {
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risks, _ := futApi.GetPositionV3(apiInfo, symbol)
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if len(risks) > 0 {
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return risks
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}
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time.Sleep(time.Millisecond * 200)
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}
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return []PositionRisk{}
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}
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// CancelFutClosePosition 撤销交易对指定方向的平仓单
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// apiUserInfo 账户信息
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// symbol 交易对
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// side 购买反向
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// positionSide 仓位方向
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// side=BUY positionSide=SHORT 就是撤销平空委托
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// side=BUY&positionSide=LONG是开多，
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// side=SELL&positionSide=LONG是平多，
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// side=SELL&positionSide=SHORT是开空，
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// side=BUY&positionSide=SHORT是平空。
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func CancelFutClosePosition(apiUserInfo DbModels.LineApiUser, symbol string, side string, positionSide string) error {
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//查询当前用户的委托订单
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client := GetClient(&apiUserInfo)
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resp, _, err := client.SendFuturesRequestAuth("/fapi/v1/openOrders", "GET", map[string]string{
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"symbol": symbol,
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"recvWindow": "5000",
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})
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if err != nil {
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logger.Error("撤销平仓单时查询委托失败：", err)
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return err
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}
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var openOrders []OpenOrders
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sonic.Unmarshal(resp, &openOrders)
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orderIdList := make([]int, 0)
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for _, order := range openOrders {
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if order.Side == side && order.PositionSide == positionSide {
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orderIdList = append(orderIdList, order.OrderId)
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}
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}
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// 每次取 10 个元素
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batchSize := 10
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for i := 0; i < len(orderIdList); i += batchSize {
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end := i + batchSize
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if end > len(orderIdList) {
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end = len(orderIdList) // 避免越界
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}
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// 取出当前批次的元素
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batch := orderIdList[i:end]
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marshal, _ := sonic.Marshal(&batch)
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_, _, err = client.SendFuturesRequestAuth("/fapi/v1/batchOrders", "DELETE", map[string]string{
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"symbol": symbol,
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"orderIdList": string(marshal),
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"recvWindow": "5000",
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})
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if err != nil {
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return err
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}
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}
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return err
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}
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// CancelSpotClosePosition 取消现货平仓单(等同于撤销卖单)
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// apiUserInfo: Api用户信息
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// symbol: 交易对
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func CancelSpotClosePosition(apiUserInfo *DbModels.LineApiUser, symbol string) error {
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return CancelSpotOrder(symbol, apiUserInfo, "SELL")
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}
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// 取消现货订单
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func CancelSpotOrder(symbol string, apiUserInfo *DbModels.LineApiUser, side string) error {
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searchEndpoint := "/api/v3/openOrders"
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cencelEndpoint := "/api/v3/order"
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searchParams := map[string]interface{}{
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"symbol": symbol,
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}
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client := GetClient(apiUserInfo)
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resp, _, err := client.SendSpotAuth(searchEndpoint, "GET", searchParams)
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db := GetDBConnection()
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if err != nil {
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if len(resp) > 0 {
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} else {
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logger.Error("查询现货当前下单失败:", err)
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}
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}
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var openOrders []map[string]interface{}
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err = sonic.Unmarshal(resp, &openOrders)
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if err != nil {
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return err
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}
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for _, order := range openOrders {
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if orderSymbol, ok := order["symbol"].(string); ok && orderSymbol == symbol {
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if orderSide, ok := order["side"].(string); ok && orderSide == side {
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orderId, ok := order["orderId"].(float64)
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if !ok {
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continue
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}
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orderSn, _ := order["clientOrderId"].(string)
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params := map[string]string{
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"symbol": orderSymbol,
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"orderId": utility.Float64CutString(orderId, 0),
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// "cancelRestrictions": "ONLY_NEW",
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}
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_, _, err = client.SendSpotAuth(cencelEndpoint, "DELETE", params)
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if err != nil {
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logger.Error("撤销指定现货平仓单失败 ordersn:", orderSn, " orderId:", orderId, " err:", err)
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} else {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("order_sn = ? and status !='9'", orderSn).Update("status", "4").Error; err != nil {
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log.Error("修改止盈单撤销状态失败:", err)
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}
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}
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}
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}
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return nil
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}
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return nil
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}
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// GetTargetSymbol 获取目标交易对信息
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func (e *AddPosition) GetTargetSymbol(symbol string, symbolType int) (string, bool, DbModels.LineSymbol, error) {
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var targetSymbol string
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var notUsdt bool
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var symbolInfo DbModels.LineSymbol
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// 处理非 USDT 交易对
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if !strings.HasSuffix(symbol, "USDT") {
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notUsdt = true
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if err := e.Db.Model(&DbModels.LineSymbol{}).Where("symbol = ? AND type = ?", symbol, utility.IntToString(symbolType)).Find(&symbolInfo).Error; err != nil {
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return "", false, DbModels.LineSymbol{}, err
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}
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if symbolInfo.Id <= 0 {
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return "", false, DbModels.LineSymbol{}, fmt.Errorf("未找到交易对信息")
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}
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targetSymbol = symbolInfo.BaseAsset + "USDT"
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} else {
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targetSymbol = symbol
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}
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return targetSymbol, notUsdt, symbolInfo, nil
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}
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func (e *AddPosition) GetOrderInfo(req dto.ManuallyCover, symbol, orderType, site, status string) (DbModels.LinePreOrder, error) {
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var orderInfo DbModels.LinePreOrder
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if err := e.Db.Model(DbModels.LinePreOrder{}).Where("api_id = ? AND symbol = ? AND order_type = ? AND site = ? AND status = ?", req.ApiId, symbol, orderType, site, status).Find(&orderInfo).Error; err != nil {
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return DbModels.LinePreOrder{}, err
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}
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if orderInfo.Id <= 0 {
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return DbModels.LinePreOrder{}, fmt.Errorf("未找到主仓信息")
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}
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return orderInfo, nil
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}
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func (e *AddPosition) GetFutOrderInfo(req dto.ManuallyCover, symbol, orderType, status string) (DbModels.LinePreOrder, error) {
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var orderInfo DbModels.LinePreOrder
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if err := e.Db.Model(DbModels.LinePreOrder{}).Where("api_id = ? AND symbol = ? AND order_type = ? AND status = ? AND cover_type = 2", req.ApiId, symbol, orderType, status).Find(&orderInfo).Error; err != nil {
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return DbModels.LinePreOrder{}, err
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}
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if orderInfo.Id <= 0 {
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return DbModels.LinePreOrder{}, fmt.Errorf("未找到主仓信息")
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}
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return orderInfo, nil
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}
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// GetFutSpotOrderInfo 获取合约对现货的订单信息
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func (e *AddPosition) GetFutSpotOrderInfo(req dto.ManuallyCover, symbol, orderType, status string) (DbModels.LinePreOrder, error) {
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var orderInfo DbModels.LinePreOrder
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if err := e.Db.Model(DbModels.LinePreOrder{}).Where("api_id = ? AND symbol = ? AND order_type = ? AND status = ? AND cover_type = 3", req.ApiId, symbol, orderType, status).Find(&orderInfo).Error; err != nil {
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return DbModels.LinePreOrder{}, err
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}
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if orderInfo.Id <= 0 {
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return DbModels.LinePreOrder{}, fmt.Errorf("未找到主仓信息")
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}
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return orderInfo, nil
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}
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// CalculateAmount 计算加仓数量
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func (e *AddPosition) CalculateAmount(req dto.ManuallyCover, totalNum, lastPrice decimal.Decimal, amountDigit int, notUsdt bool, symbolInfo DbModels.LineSymbol) (decimal.Decimal, error) {
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var amt decimal.Decimal
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if req.CoverType == 1 {
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decimalValue := utility.StringToDecimal(req.Value).Div(decimal.NewFromInt(100))
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amt = totalNum.Mul(decimalValue)
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} else {
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decimalValue := utility.StringToDecimal(req.Value)
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if notUsdt {
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tickerSymbolMaps := make([]dto.Ticker, 0)
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tickerSymbol := helper.DefaultRedis.Get(rediskey.SpotSymbolTicker).Val()
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if err := sonic.Unmarshal([]byte(tickerSymbol), &tickerSymbolMaps); err != nil {
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return decimal.Zero, err
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}
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var tickerPrice decimal.Decimal
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for _, symbolMap := range tickerSymbolMaps {
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if symbolMap.Symbol == strings.ToUpper(symbolInfo.BaseAsset+"USDT") {
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tickerPrice, _ = decimal.NewFromString(symbolMap.Price)
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break
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}
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}
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for _, symbolMap := range tickerSymbolMaps {
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if symbolMap.Symbol == strings.ToUpper(symbolInfo.QuoteAsset+"USDT") {
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uTickerPrice, _ := decimal.NewFromString(symbolMap.Price)
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div := tickerPrice.Div(decimal.NewFromInt(1).Div(uTickerPrice))
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amt = decimalValue.Div(div)
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break
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}
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}
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} else {
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amt = decimalValue.Div(lastPrice)
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}
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}
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return amt.Truncate(int32(amountDigit)), nil
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}
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// 主单平仓删除缓存
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// mainOrderId 主单id
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// coverType 1现货->合约 2->合约->合约 3合约->现货
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func MainClosePositionClearCache(mainOrderId int, coverType int) {
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if coverType == 1 {
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spotStopArray, _ := helper.DefaultRedis.GetAllList(rediskey.SpotStopLossList)
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spotAddpositionArray, _ := helper.DefaultRedis.GetAllList(rediskey.SpotAddPositionList)
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var position AddPositionList
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var stop dto.StopLossRedisList
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for _, item := range spotAddpositionArray {
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if err := sonic.Unmarshal([]byte(item), &position); err != nil {
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log.Error("MainClosePositionClearCache Unmarshal err:", err)
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}
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if position.Pid == mainOrderId {
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helper.DefaultRedis.LRem(rediskey.SpotAddPositionList, item)
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}
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}
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for _, item := range spotStopArray {
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if err := sonic.Unmarshal([]byte(item), &stop); err != nil {
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log.Error("MainClosePositionClearCache Unmarshal err:", err)
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}
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if stop.PId == mainOrderId {
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helper.DefaultRedis.LRem(rediskey.SpotStopLossList, item)
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}
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}
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} else {
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futAddpositionArray, _ := helper.DefaultRedis.GetAllList(rediskey.FuturesAddPositionList)
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futStopArray, _ := helper.DefaultRedis.GetAllList(rediskey.FuturesStopLossList)
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var position AddPositionList
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var stop dto.StopLossRedisList
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for _, item := range futAddpositionArray {
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if err := sonic.Unmarshal([]byte(item), &position); err != nil {
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log.Error("MainClosePositionClearCache Unmarshal err:", err)
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}
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if position.Pid == mainOrderId {
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helper.DefaultRedis.LRem(rediskey.FuturesAddPositionList, item)
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}
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}
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for _, item := range futStopArray {
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if err := sonic.Unmarshal([]byte(item), &stop); err != nil {
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log.Error("MainClosePositionClearCache Unmarshal err:", err)
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}
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if stop.PId == mainOrderId {
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helper.DefaultRedis.LRem(rediskey.FuturesStopLossList, item)
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}
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}
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}
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}
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// 获取数据库连接
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func GetDBConnection() *gorm.DB {
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dbs := sdk.Runtime.GetDb()
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for _, db := range dbs {
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return db
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}
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return nil
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}
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// 查询订单
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func getPreOrder(db *gorm.DB, orderSn interface{}) (*DbModels.LinePreOrder, error) {
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preOrder := &DbModels.LinePreOrder{}
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if err := db.Model(preOrder).Where("order_sn = ?", orderSn).First(preOrder).Error; err != nil {
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return nil, err
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}
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return preOrder, nil
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}
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