418 lines
12 KiB
Go
418 lines
12 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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"go-admin/pkg/utility"
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"strconv"
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"strings"
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"time"
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"github.com/bytedance/sonic"
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"github.com/go-admin-team/go-admin-core/logger"
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"github.com/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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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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// 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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//主单取消
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case preOrder.OrderType == 0 && preOrder.Pid == 0 && orderStatus == 4:
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handleMainOrderCancel(preOrder)
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// 止盈成交
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case preOrder.OrderType == 1 && orderStatus == 6:
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handleSpotTakeProfitFilled(db, preOrder)
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//平仓单
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case preOrder.OrderType == 3 && orderStatus == 6:
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handleMainOrderClosePosition(db, preOrder)
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//主单止损回调
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case preOrder.OrderType == 2 && preOrder.OrderCategory == 1 && orderStatus == 6:
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if preOrder.CoverType == 0 {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).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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}
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}
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}
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// 主单取消
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func handleMainOrderCancel(preOrder *DbModels.LinePreOrder) {
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preOrderKey := fmt.Sprintf(rediskey.PreSpotOrderList, global.EXCHANGE_BINANCE)
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preSpotOrders, _ := helper.DefaultRedis.GetAllList(preOrderKey)
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preOrderCache := DbModels.LinePreOrder{}
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for _, v := range preSpotOrders {
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if v == "" {
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continue
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}
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sonic.Unmarshal([]byte(v), &preOrderCache)
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if preOrderCache.Pid == preOrder.Id {
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_, err := helper.DefaultRedis.LRem(preOrderKey, v)
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if err != nil {
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logger.Errorf("订单回调失败, 回调订单号：%s 删除缓存失败:%v", preOrder.OrderSn, err)
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}
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}
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}
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}
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// 平仓单
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func handleMainOrderClosePosition(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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//主单平仓
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if preOrder.OrderCategory == 1 {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =?", preOrder.Pid).Update("status", 9).Error; err != nil {
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logger.Errorf("平仓订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
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}
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} else {
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//对冲单回调
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if err := db.Model(&DbModels.LinePreOrder{}).
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Where("pid =? AND order_category =? AND order_type =0 AND status <9 ", preOrder.Pid, preOrder.OrderCategory).
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Update("status", 9).Error; err != nil {
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logger.Errorf("对冲单平仓回调失败, 回调订单号：%s 更新对冲单失败:%v", preOrder.OrderSn, err)
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}
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}
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}
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// 止盈成交
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func handleSpotTakeProfitFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id =? AND order_category =?", preOrder.Pid, preOrder.OrderCategory).Update("status", 9).Error; err != nil {
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logger.Errorf("止盈订单回调失败, 回调订单号：%s 更新主单失败:%v", preOrder.OrderSn, err)
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}
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stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
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stoplossVal, _ := helper.DefaultRedis.GetAllList(stoplossKey)
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stoploss := DbModels.LinePreOrder{}
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for _, v := range stoplossVal {
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sonic.Unmarshal([]byte(v), &stoploss)
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if stoploss.Pid == preOrder.Id {
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_, err := helper.DefaultRedis.LRem(stoplossKey, v)
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if err != nil {
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logger.Errorf("订单回调失败, 回调订单号：%s 删除缓存失败:%v", preOrder.OrderSn, err)
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}
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}
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}
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}
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// 主单成交
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func handleMainOrderFilled(db *gorm.DB, preOrder *DbModels.LinePreOrder) {
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processTakeProfitAndStopLossOrders(db, preOrder)
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}
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// 解析订单状态
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// 5:委托中 6:完全成交 4:取消 9:已平仓
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func parseOrderStatus(status interface{}, mapData map[string]interface{}) (int, string) {
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reason, _ := mapData["r"].(string)
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if strings.ToLower(reason) == "none" {
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reason = ""
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}
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switch status {
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case "NEW": // 未成交
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return 5, reason
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case "FILLED": // 完全成交
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return 6, reason
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case "CANCELED", "EXPIRED": // 取消
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return 4, reason
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default:
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return 0, reason
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}
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}
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// 更新订单状态
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func updateOrderStatus(db *gorm.DB, preOrder *models.LinePreOrder, status int, reason string, isSpot bool, mapData map[string]interface{}) error {
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params := map[string]interface{}{"status": strconv.Itoa(status), "desc": reason}
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switch isSpot {
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case true:
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total := decimal.Zero
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totalAmount := decimal.Zero
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if totalStr, ok := mapData["Z"].(string); ok {
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total, _ = decimal.NewFromString(totalStr)
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}
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if totalAmountStr, ok := mapData["z"].(string); ok {
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totalAmount, _ = decimal.NewFromString(totalAmountStr)
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}
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//主单 修改单价 和成交数量
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if total.Cmp(decimal.Zero) > 0 && totalAmount.Cmp(decimal.Zero) > 0 {
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num := totalAmount.Div(decimal.NewFromFloat(100)).Mul(decimal.NewFromFloat(99.8))
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params["num"] = num
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params["price"] = total.Div(totalAmount)
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preOrder.Num = num.String()
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preOrder.Price = params["price"].(string)
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}
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case false:
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status, _ := mapData["X"].(string)
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if status == "FILLED" {
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num, _ := decimal.NewFromString(mapData["z"].(string))
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params["num"] = num.Mul(decimal.NewFromFloat(0.998)).String()
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params["price"], _ = mapData["ap"].(string)
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preOrder.Num = num.String()
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preOrder.Price = params["price"].(string)
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}
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}
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return db.Model(&DbModels.LinePreOrder{}).Where("order_sn = ? AND status < 6", preOrder.OrderSn).
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Updates(params).Error
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}
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// 主单成交 处理止盈止损订单
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// preOrder 主单
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func processTakeProfitAndStopLossOrders(db *gorm.DB, preOrder *models.LinePreOrder) {
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orders := []models.LinePreOrder{}
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if err := db.Model(&DbModels.LinePreOrder{}).Where("pid = ? AND order_category = 1 AND order_type > 0 AND status = '0' ", preOrder.Id).Find(&orders).Error; err != nil {
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logger.Error("订单回调查询止盈止损单失败:", err)
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return
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}
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spotApi := SpotRestApi{}
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num, _ := decimal.NewFromString(preOrder.Num)
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num = num.Mul(decimal.NewFromFloat(0.998))
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for i, order := range orders {
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if i >= 2 { // 最多处理 2 个订单
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break
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}
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if err := db.Model(&order).Update("num", num).Error; err != nil {
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logger.Errorf("修改止盈止损数量失败 订单号:%s err:%v", order.OrderSn, err)
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}
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switch order.OrderType {
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case 1: // 止盈
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processTakeProfitOrder(db, spotApi, order, num)
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case 2: // 止损
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processStopLossOrder(order)
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}
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}
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}
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// 处理止盈订单
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func processTakeProfitOrder(db *gorm.DB, spotApi SpotRestApi, order models.LinePreOrder, num decimal.Decimal) {
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tradeSet, _ := GetTradeSet(order.Symbol, 0)
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if tradeSet.Coin == "" {
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logger.Error("获取交易对失败")
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return
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}
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price, _ := decimal.NewFromString(order.Price)
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params := OrderPlacementService{
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ApiId: order.ApiId,
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Symbol: order.Symbol,
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Side: order.Site,
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Price: price.Truncate(int32(tradeSet.PriceDigit)),
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Quantity: num.Truncate(int32(tradeSet.AmountDigit)),
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Type: "TAKE_PROFIT_LIMIT",
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TimeInForce: "GTC",
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StopPrice: price.Truncate(int32(tradeSet.PriceDigit)),
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NewClientOrderId: order.OrderSn,
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}
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err := spotApi.OrderPlace(db, params)
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if err != nil {
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for x := 0; x < 5; x++ {
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if strings.Contains(err.Error(), "LOT_SIZE") {
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break
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}
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err = spotApi.OrderPlace(db, params)
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if err == nil {
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break
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}
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}
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}
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if err != nil {
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logger.Error("现货止盈下单失败:", order.OrderSn, " err:", err)
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ?", order.Id).
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Updates(map[string]interface{}{"status": "2", "desc": err.Error(), "num": params.Quantity}).Error; err != nil {
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logger.Error("现货止盈下单失败,更新状态失败:", order.OrderSn, " err:", err)
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}
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} else {
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if err := db.Model(&DbModels.LinePreOrder{}).Where("id = ? and status ='0'", order.Id).
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Updates(map[string]interface{}{"status": "1", "num": num.String()}).Error; err != nil {
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logger.Error("现货止盈下单成功,更新状态失败:", order.OrderSn, " err:", err)
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}
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}
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}
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// 处理止损订单
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// order 止损单
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func processStopLossOrder(order models.LinePreOrder) error {
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price := utility.StrToDecimal(order.Price)
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stopLoss := dto.StopLossRedisList{
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Id: order.Id,
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PId: order.Pid,
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ApiId: order.ApiId,
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OrderTye: order.OrderType,
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OrderCategory: order.OrderCategory,
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Price: price,
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SymbolType: order.SymbolType,
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Symbol: order.Symbol,
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Site: order.Site,
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}
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stoplossVal, _ := sonic.MarshalString(&stopLoss)
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stoplossKey := fmt.Sprintf(rediskey.SpotStopLossList, global.EXCHANGE_BINANCE)
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if stoplossVal == "" {
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return errors.New("stoplossVal is empty")
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}
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if err := helper.DefaultRedis.RPushList(stoplossKey, stoplossVal); err != nil {
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return err
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}
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return nil
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}
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func GetSystemSetting(db *gorm.DB) (models.LineSystemSetting, error) {
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key := fmt.Sprintf(rediskey.SystemSetting)
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val, _ := helper.DefaultRedis.GetString(key)
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setting := models.LineSystemSetting{}
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if val != "" {
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sonic.UnmarshalString(val, &setting)
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}
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if setting.Id > 0 {
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return setting, nil
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}
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var err error
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setting, err = ResetSystemSetting(db)
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if err != nil {
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return setting, err
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}
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return setting, nil
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}
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func ResetSystemSetting(db *gorm.DB) (DbModels.LineSystemSetting, error) {
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setting := DbModels.LineSystemSetting{}
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if err := db.Model(&setting).First(&setting).Error; err != nil {
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return setting, err
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}
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settVal, _ := sonic.MarshalString(&setting)
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if settVal != "" {
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if err := helper.DefaultRedis.SetString(rediskey.SystemSetting, settVal); err != nil {
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logger.Error("redis添加系统设置失败", err)
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}
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}
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return DbModels.LineSystemSetting{}, nil
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}
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// NEW
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// PENDING_NEW
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// PARTIALLY_FILLED
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// FILLED
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// CANCELED
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// PENDING_CANCEL
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// REJECTED
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// EXPIRED
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// EXPIRED_IN_MATCH
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